Probability and Stochastic Process Identify for the following 13.3 13.4 13.5 13.6 whether the process is discrete time or continuous time, discrete or continuous value

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Probability and Stochastic Process Identify for the following 13.3 13.4 13.5 13.6 whether the process is discrete time or continuous time, discrete or continuous value
Example 13.3
Starting on January 1, we measure the noontime temperature (in degrees Celsius)
at Newark Airport every day for one year. This experiment generates a sequence,
C(1), C(2), ...,C(365), of temperature measurements. With respect to the two kinds
of averages of stochastic processes, people make frequent reference to both ensem-
ble averages, such as "the average noontime temperature for February 19," and time
averages, such as the "average noontime temperature for 1986."
Example 13.4
Consider an experiment in which we record M(t), the mumber of active calls at a
telephone switch at time t, at each second over an interval of 15 minutes. One trial
of the experiment might yield the sample function m(t, s) shown in Figure 13.2. Each
time we perform the experiment, we would observe some other function m(t. s). The
exact m(t, s) that we do observe will depend on many random variables including the
number of calls at the start of the observation period, the arrival times of the new calls,
and the duration of each call. An ensemble average is the average number of calls in
progress att= 403 seconds. A time average is the average number of calls in progress
during a specific 15-minute interval.
11:12 PM
4/21/202
Transcribed Image Text:Example 13.3 Starting on January 1, we measure the noontime temperature (in degrees Celsius) at Newark Airport every day for one year. This experiment generates a sequence, C(1), C(2), ...,C(365), of temperature measurements. With respect to the two kinds of averages of stochastic processes, people make frequent reference to both ensem- ble averages, such as "the average noontime temperature for February 19," and time averages, such as the "average noontime temperature for 1986." Example 13.4 Consider an experiment in which we record M(t), the mumber of active calls at a telephone switch at time t, at each second over an interval of 15 minutes. One trial of the experiment might yield the sample function m(t, s) shown in Figure 13.2. Each time we perform the experiment, we would observe some other function m(t. s). The exact m(t, s) that we do observe will depend on many random variables including the number of calls at the start of the observation period, the arrival times of the new calls, and the duration of each call. An ensemble average is the average number of calls in progress att= 403 seconds. A time average is the average number of calls in progress during a specific 15-minute interval. 11:12 PM 4/21/202
Example 13.5
Suppose that at time instants T= 0,1, 2,...,
we roll a die and record the outcome NT where
1 < NT <6. We then define the random
process X(t) such that for T <t <T+1,
X(t)
consists of an infinite sequence of rolls and
a sample function is just the waveform corre-
sponding to the particular sequence of rolls.
This mapping is depicted on the right.
x(t, s.)
1,2,6,3,...
NT. In this case, the experiment
x(t, s.)
3,1,5,4..
Example 13.6
In a quaternary phase shift keying (QPSK) communications system, one of four equally
probable symbols so.....83 is transmitted in T seconds. If symbol s; is sent, a waveform
r(t, s,) = cos(27 fot + /4 +ir/2) is transmitted during the interval (0. T]. In this
example, the experiment is to transmit one symbol over (0, T seconds and each sample
function has duration T
every T seconds and an experiment is to transmit j symbols over (0. jT] seconds. In
this case, an outcome corresponds to a sequence of j symbols, and a sample function
has duration jT seconds.
In a real communications system, a symbol is transmitted
11:
4/21
Transcribed Image Text:Example 13.5 Suppose that at time instants T= 0,1, 2,..., we roll a die and record the outcome NT where 1 < NT <6. We then define the random process X(t) such that for T <t <T+1, X(t) consists of an infinite sequence of rolls and a sample function is just the waveform corre- sponding to the particular sequence of rolls. This mapping is depicted on the right. x(t, s.) 1,2,6,3,... NT. In this case, the experiment x(t, s.) 3,1,5,4.. Example 13.6 In a quaternary phase shift keying (QPSK) communications system, one of four equally probable symbols so.....83 is transmitted in T seconds. If symbol s; is sent, a waveform r(t, s,) = cos(27 fot + /4 +ir/2) is transmitted during the interval (0. T]. In this example, the experiment is to transmit one symbol over (0, T seconds and each sample function has duration T every T seconds and an experiment is to transmit j symbols over (0. jT] seconds. In this case, an outcome corresponds to a sequence of j symbols, and a sample function has duration jT seconds. In a real communications system, a symbol is transmitted 11: 4/21
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