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Mean



Definition: The mean of a stochastic process $ v(n)$ at time $ n$ is defined as the expected value of $ v(n)$:

$\displaystyle \mu_{v(n)} \isdef E\{v(n)\} \isdef \int_{-\infty}^\infty x p_{v(n)}(x) dx
$

where $ p_{v(n)}(x)$ is the probability density function for the random variable $ v(n)$.

For a stationary stochastic process $ v$, the mean is given by the expected value of $ v(n)$ for any $ n$. I.e., $ \mu_v = E\{v(n)\}$ for all $ n$.


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``Spectral Audio Signal Processing'', by Julius O. Smith III, (March 2007 Draft).
Copyright © 2008-05-20 by Julius O. Smith III
Center for Computer Research in Music and Acoustics (CCRMA),   Stanford University
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