ABSTRACT

A large number of classes of random processes exist, and many variations are recognized within each class. Extensive treatments of random processes, from differing perspectives, can be found in Mandelbrot, 1 Box and Jenkins, 2 Parzen, 3 and Bendat and Piersol. 4 This chapter only attempts to show those one-dimensional processes that are of simple form or are in common usage. There is a large and complex suite of random processes called Markov processes; they are of such variety that no representative examples are even given here.