In this appendix, we present some notation and basic facts pertaining to the theory of stochastic processes. For a systematic and rigorous treatment of this subject, the reader should consult the references given at the end of the appendix.

Chapter Contents:

• C.1 Random variables
• C.2 Stochastic processes
• C.3 White noise
• C.4 Gauss–Markov processes
• C.5 Generation of white noise in MATLAB®
• C.6 Notes and references

Inspec keywords: stochastic processes

Other keywords: stochastic processes

Subjects: Statistics; Other topics in statistics; Probability theory, stochastic processes, and statistics; Other topics in statistics