Questions tagged [random-functions]

This tag is for questions relating to the functions of random variables which is a function from $Ω$ into a suitable space of functions (where $Ω$ is the sample space of a probability space that has been specified). Technically, there is also a measurability condition on this function.

A function of an arbitrary argument $~t~$ (defined on the set $~ \mathcal{T}~$ of its values, and taking numerical values or, more generally, values in a vector space) whose values are defined in terms of a certain experiment and may vary with the outcome of this experiment according to a given probability distribution.

In probability theory, attention centres on numerical (that is, scalar) random functions $~X(t)~$; a random vector function $~X(t)~$ can be regarded as the aggregate of the scalar functions $~X_a(t)~$, where $~a~$ ranges over the finite or countable set $~A~$ of components of $~X~$, that is, as a numerical random function on the set $~T_1=T\times A~$ of pairs $~(t,a),~t\in ~T,~a\in~A~.$

For more details, find

$1.~$ "Theory of Random Functions" by A. Blanc-Lapierre & R. Fortet

$2.~$ "The theory of stochastic processes" by I. Gikhman

$3.~$ https://en.wikipedia.org/wiki/Random_variable#Functions_of_random_variables

$4.~$ https://encyclopediaofmath.org/wiki/Random_function

244 questions
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lottery numbers in parallel universes

i have a question about how randomly generated lottery tickets. recently a woman won the lottery with a random ticket. it turns out that someone let her cut in line ahead of her and this second person was ALSO planning to get or did get a randomly…
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Power Spectral Density of a non-stationary signal

We know that power spectral density (PSD) can be defined for any wide-sense stationary (WSS) signal as the Fourier Transform of its autocorrelation function, i.e. if for a signal $x(t)$: $$E\{x(t)\}=\eta\quad…
Mostafa Ayaz
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Random process and statistics

Im trying to solve this and im really having trouble with understanding how to do this lets say given two random variables x1,x2 that are independent and uniformly distributed between 0 and 1 we are given the next random process y = ln(1/x1) z =…
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Reversing an LCG

I'm having a hard time finding an answer to this. I've found several places that discuss it, but they do a very poor job of helping me (specifically me, maybe I'm dumb) understand what they're doing. For the below example, the solution should work…
Daniel
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Determine pdf of a random process given a fixed parameter

Given a random process $X(t) = Y \cos(\omega t)$, where $Y$ is a uniform RV on $[0,1]$, $t \geq 0$ and $\omega$ is a constant. Determine the pdf at $t = \frac{\pi}{2}$. For any other given $t$ I could solve as usual for functions of a random…
Tony_V
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