Continuous-Time Stochastic Processes
Chapter 19 contains the theory of continuous-time stochastic processes, including their mathematical presentation in the time and frequency domains. The typical processes, including Gaussian, white noise, binary, and harmonic processes, are presented. A comprehensive analysis of stationary and ergodic processes and linear-time-invariant systems with stochastic inputs is presented. The processes are analysed in terms of their autocorrelation functions and power spectral densities, which are related via the Wiener–Khintchine theorem. This chapter is important for understanding the theory of digital communication systems. The notation used in this chapter complies with the notation used in other chapters of the book, which makes the book self-sufficient. For readers who are not familiar with continuous-time stochastic processes, it is highly advisable to read this chapter and become familiar with its notation, due to its importance for understanding the content of Chapters 3 to 9.