Learn Exponentially Correlated Random Functions

  • Context: Graduate 
  • Thread starter Thread starter m~ray
  • Start date Start date
  • Tags Tags
    Correlation Functions
Join the discussion
Registration is free. Ask a follow-up in this thread, or start your own.
Sign up Log in
1 reply · 2K views
m~ray
Messages
29
Reaction score
0
hi, i want to learn about exponentially correlated random functions. can some one help me with some ideas or links or books.
thanks in advance.
 

Discussion

Physics news on Phys.org
In the case of autocorrelation functions - have a look at any material you can on Gauss-markov processes - a book with a little bit on them is "Introduction to Random Signals and Applied Kalman Filtering" by Brown & Hwang
 
Last edited:

Similar threads

Graduate Calculate T: Sum of Correlated Random Variables from i=1 to m

  • starblazzers
  • · Replies 3 ·
  • Set Theory, Logic, Probability, Statistics
Replies
3

Generating correlated random variables via gausssian copula

  • fignewtons
  • · Replies 1 ·
  • Calculus and Beyond Homework Help
Replies
1

Expected value/variance of continuous random functions?

  • das1
  • · Replies 11 ·
  • Set Theory, Logic, Probability, Statistics
Replies
11

Graduate Product of correlated random variables

  • benjaminmar8
  • · Replies 1 ·
  • Set Theory, Logic, Probability, Statistics
Replies
1

Graduate Random function coupled to a non-random function question.

  • KayBox
  • · Replies 6 ·
  • Set Theory, Logic, Probability, Statistics
Replies
6

Graduate Fourier representation of a random function

  • Jano L.
  • · Replies 13 ·
  • Set Theory, Logic, Probability, Statistics
Replies
13

Graduate Maximum of two correlated random variables

  • touqeerazam
  • · Replies 2 ·
  • Set Theory, Logic, Probability, Statistics
Replies
2

Graduate Fourier series for a random function

  • sukharef
  • · Replies 2 ·
  • Topology and Analysis
Replies
2

Debugging Random Function in C: Generates Only "3

  • sandy.bridge
  • · Replies 31 ·
  • Programming and Computer Science
2
Replies
31

C/C++ C++ Random Function: Generate Uniformly Distributed Numbers

  • omri3012
  • · Replies 6 ·
  • Programming and Computer Science
Replies
6