Random variables and Random processes.

[iHavoc]

I didn't post this in the probability section cause the questions I have are more regarded to communication system engineering.

I haven't actually been able to wrap my head around these concepts mainly cause all the study material I use have these really ambiguous explanations of each concept wherein, no physical examples are given. This whole thing seems very abstract, nothing seems intuitive.

I can't establish links between the concepts, EVERYTHING seems new and it feels like there is no relation between one another.

For example:

There was this question where a random variable that follows a gaussian pdf with μ = 0, and variance = σ, is applied to a half wave rectifier. Find the PDF of the output.

I honestly have NO idea on how to go about solving it, it just seems like nothing I've read so far can really help me with this.

It would be awesome if someone could recommend a good book or link me to course material where a few examples are solved so I can understand what's going on.

 

[NascentOxygen]

For example:

There was this question where a random variable that follows a gaussian pdf with μ = 0, and variance = σ, is applied to a half wave rectifier. Find the PDF of the output.

I honestly have NO idea on how to go about solving it, it just seems like nothing I've read so far can really help me with this. [

I'd say that the ½λ rectifying action means that values of negative input all become zeros in the output. So the PDF would have a tall spike at 0 with the right half (the positive values) of the graph remaining unchanged. That's my guess.

http://img96.imageshack.us/img96/5725/red5e5etimes5e5e45e5e25.gif