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| − | In Lecture 37, | + | In Lecture 37, we finished our discussion of sum processes. In particular, we obtained simple expressions for the variance and autocovariance of a sum process. We also described two important properties of sum processes, namely the "independent increment property" and the "stationary increment property". |
Latest revision as of 06:44, 12 April 2013
Lecture 37 Blog, ECE302 Spring 2013, Prof. Boutin
Wednesday April 10, 2013 (Week 14) - See Course Outline.
(Other blogs 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29, 30, 31 32) 33) 34) 35) 36)
In Lecture 37, we finished our discussion of sum processes. In particular, we obtained simple expressions for the variance and autocovariance of a sum process. We also described two important properties of sum processes, namely the "independent increment property" and the "stationary increment property".
Action items for students (to be completed before next lecture)
- Solve problems 9.21, 9.22, and 9.23 in the textbook. (You will hand in your solution as part of homework 7.)
Previous: Lecture 36
Next: Lecture 38
