"Understanding Random Process X(t) and Its Sample Realizations

marina87
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Problem statement: Define the random process X(t) = C where C is uniform over [-5,5].

a) Sketch a few sample realizations


I need reassurance that if I do a a few sample realizations of this random process they are all going to look the same. They are going to be an horizontal line with x(t) constant equal to 1/5.

I see how this random process is define and it doesn't depend of time. Its a WSS process
 
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marina87 said:
Problem statement: Define the random process X(t) = C where C is uniform over [-5,5].

a) Sketch a few sample realizations


I need reassurance that if I do a a few sample realizations of this random process they are all going to look the same. They are going to be an horizontal line with x(t) constant equal to 1/5.

I see how this random process is define and it doesn't depend of time. Its a WSS process

Why would you think that C always comes out equal to 1/5?
 
Ray Vickson said:
Why would you think that C always comes out equal to 1/5?

Because I understood that C is a random variable with uniform distribution over [-5,5]. The PDF is 1/(5-(-5)). That is 1/10 and not 1/5.
 
marina87 said:
Because I understood that C is a random variable with uniform distribution over [-5,5]. The PDF is 1/(5-(-5)). That is 1/10 and not 1/5.

Yes, C~U(-5,5). You are saying that C must always come out equal to either 1/5 (or maybe 1/10)! So, you are saying that C can never equal 3, or -2, or 4.5, or any other number in (-5,5). Do you honestly believe that?
 
Ray Vickson said:
Yes, C~U(-5,5). You are saying that C must always come out equal to either 1/5 (or maybe 1/10)! So, you are saying that C can never equal 3, or -2, or 4.5, or any other number in (-5,5). Do you honestly believe that?

@Ray I was very wrong. If I sketch a sample realization for x(t)=C with C been uniform over [-5,5] I will have for example a realization with a horizontal line in x1(t)=-5 (the y-axis) another realization can be x2(t)=2.5 with a horizontal line in 2.5 from t>=0.

Am I right?
 
Prove $$\int\limits_0^{\sqrt2/4}\frac{1}{\sqrt{x-x^2}}\arcsin\sqrt{\frac{(x-1)\left(x-1+x\sqrt{9-16x}\right)}{1-2x}} \, \mathrm dx = \frac{\pi^2}{8}.$$ Let $$I = \int\limits_0^{\sqrt 2 / 4}\frac{1}{\sqrt{x-x^2}}\arcsin\sqrt{\frac{(x-1)\left(x-1+x\sqrt{9-16x}\right)}{1-2x}} \, \mathrm dx. \tag{1}$$ The representation integral of ##\arcsin## is $$\arcsin u = \int\limits_{0}^{1} \frac{\mathrm dt}{\sqrt{1-t^2}}, \qquad 0 \leqslant u \leqslant 1.$$ Plugging identity above into ##(1)## with ##u...

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