Random Processes - Random Signals and Processes Primer with MATLAB - page 376

In many practical situations, it is necessary to consider only the first or
second-order stationary processes. This can be further simplified by introducing a
term of a wide-sense stationary process, considering a single process, or jointly
wide-sense stationary processes. Wide-sense and jointly wide-sense processes are
defined in Sect. 6.5 .

6.4 Mean Value

A mean value considered in Chap. 2 for a single variable can also be introduced for
a process observed in a particular time instant, as shown in Fig. 6.6 . The process in a
time instant t 1 is a random variable X 1 ( t 1 ) ¼ X 1 . Let the continuous range of
variable X 1 be divided into k elements

Dx , such that they are so small that if the

Fig. 6.6 Explanation of
mean value of process