Random Processes: Intro
Loading...
Loading...
2:22:29
Lecture 5: Introduction to Monte Carlo in Financeby TAUVOD2,894 views- 2:50
stochastic processby 97905504 views
- 7:16
Creating a Random Process Fitted Line Plot in Excel 2007by ProfTDub642 views
- 5:17
Multivariate Gaussian Random Vectors - Part 2 - Propertiesby npatwari1,367 views
- 8:35
Example of Transformations of Multiple r.v.s -- The Sum Of Two r.v.sby npatwari2,707 views
- 3:54
Transformations Of Multiple r.v.s - Method of Momentsby npatwari2,087 views
- 55:19
Lecture -29 Random Processesby nptelhrd8,220 views
- 9:01
Stochastic Processes part 1by BUkeithwebber8,156 views
- 0:49
Gaussian process image inpaintingby alkalait704 views
- 5:58
Intro to Slow Stochasticsby IraEpsteinFutures4,831 views
- 59:37
Lecture - 4 Introduction to Random Variablesby nptelhrd31,377 views
- 3:24
A Random Process?by thetestoffaith1,978 views
- 55:20
Lecture - 4 Probability and Random Processesby nptelhrd34,533 views
- 47:12
Lecture - 32 Gaussian Random Processesby nptelhrd9,567 views
- 7:49
Probability: Random Variable Introduction (1)by msj12029,816 views
- 9:51
Sep22-g-PowerSpectralDensityby CSE4214YorkUniv2,168 views
- 5:18
Introduction to Random Vibrationby wtustin5,566 views
- 59:46
Lecture - 2 Introduction to Stochastic Processesby nptelhrd40,096 views
- 6:24
Covariance Matrix Of a Random Vectorby npatwari6,380 views
- 10:01
ENE327 - Random Signals and Stochastic Process : Chapter 1 Part 1by eKMUTT1,527 views
No, I don't discuss power spectral density in this video. Perhaps next year I will have more complete video lectures for random processes.
npatwari 2 years ago
Hello Dr. Patwari,
would you be able to explain the way the power spectral density is calculated for a random process? Usually we deal with a finite, discrete, time realization of the process...
Different realizations would have different FT, amplitude and phase, ie. different power spectra.
IS the power spectrum of the process the average of the power spectra of the single finite realizations?
How come we cannot define a phase spectrum for a stationary random process?
TheAntennaboy 2 years ago