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Random Variables & Stochastic Processes

For a full treatment of random variables and stochastic processes (sequences of random variables), see, e.g., [201]. For practical every-day signal analysis, the simplified definitions and examples below will suffice for our purposes.



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``Spectral Audio Signal Processing'', by Julius O. Smith III, W3K Publishing, 2011, ISBN 978-0-9745607-3-1.
Copyright © 2014-06-03 by Julius O. Smith III
Center for Computer Research in Music and Acoustics (CCRMA),   Stanford University
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