Introduction to Probability and Stochastic Systems I

1
Introduction to Probability and Stochastic
Systems I

• Lecture 4

2
Example of a random process

• Consider a random process consisting of tossing a
  die at t0. Depending on outcomes we assign the
  following functions of time
• 1 gives x1(t) -4
• 2 gives x2(t) -2
• 3 gives x3(t) 2
• 4 gives x4(t) 4
• gives x5(t) -t/2
• gives x6(t) t/2

3
Example of Random Process
4
Example of SSS