ABSTRACT
This chapter discusses the following parameters of the stochastic process, such as the correlation function, spectral density, characteristics of spikes, central frequency of narrowband stochastic process, and others, to describe the statistic dependence subject to specific problem. In turn, the analog measurement procedures can be divided on the methods employing a representation of investigated stochastic process both as the continuous process and as the sampled process. Under real conditions of correlation function measurement, the observation time interval is much longer compared to the correlation interval of stochastic process. In some practical conditions, the correlation function of stochastic process can be measured accurately with some parameters defining a character of its behavior. Delay and multiplication of stochastic processes can be realized very simply by circuitry. If the stochastic process is non-Gaussian, a relationship between the correlation functions of initial and transformed by the ideal limiter stochastic processes is very complex.
