Discrete-time discrete-valued random process

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The discussion centers on a random process defined by three distinct sequences, each chosen with equal probability. Participants explore whether this process exhibits properties such as being independent and identically distributed (i.i.d), having independent increments, and being stationary or wide-sense stationary. The consensus suggests that a clear analysis of these properties is possible given the defined sequences. Additionally, quoting the definitions of these statistical properties is recommended for clarity. The conversation emphasizes the importance of understanding the characteristics of the random process in question.
jandson
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I have the random process:

Sequence 1: 0 0 1 0 0 1 0 0 1 0 0 1 0 0 1 ...
Sequence 2: 1 0 0 1 0 0 1 0 0 1 0 0 1 0 0 ...
Sequence 3: 0 1 0 0 1 0 0 1 0 0 1 0 0 1 0 ...

where let nature choose one of these sequences at random with equal probability 1/3.

Can we say anything about this process being i.i.d, independent increments, stationary or wide-wense stationary?
 
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jandson said:
Can we say anything about this process being i.i.d, independent increments, stationary or wide-wense stationary?

Since you defined a specific process, you can give a definite yes-or-no answer to each of those properties.

I think you should at least quote the definitions of the properties you are interested in. Even if your post is not intended as a "homework type" question, it would make a good one.
 

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