B.

Statistical Averages
As in the case of random variables,random processes are
often described by using statistical averages (or ensemble
averages).
The mean of X(t) is defined by

x(t)

E[ X (t )]

xfx(x ; t) dx

(7.7)
Where X(t) is treated as a random variable for a fixed value of t.
The autocorrelation of X(t) is defined by
Rxx ( t 1 , t 2) =E [ X ( t ) Y ( t ) ]

x 1 x2 f x ( x 1 , x 2 ; t 1 , t 2 ) dx 1 dx2

(7.8)

The autocovariance of X(t) is defined by

Cxx ( t 1 , t 2 )=E {[ X ( t 1 ) x ( t 1 ) ][ X ( t 2 ) x ( t 2 ) ] }
Rxx ( t 1 , t 2) x (t 1 )x (t 2)

(7.9)

The nth joint moment of X(t) is defined by

E [ X ( t 1 ) X ( t n ) ]= .. x 1 x n f x ( x 1 ,.. , x n ; t 1 , .. ,t n ) dx 1 .. dx n

C. Stationarity :

(7.10)

1. Strict-Sense stationarity
A random process X(t) is called strict-sense stationarity
(SSS) if its statistics are invariant to a shift of origin. In other
words,the process X(t) is SSS if
f x ( x 1 , .., x n ; t 1 ,.. , t n ) =f x (x 1 , .. , x n ; t 1 +c , .., t n+ c)

(7.11)

for any c.
From Eq. (7.11) it follows that fx (x1;t1) = fx (x1;t1+c) for any c.
Hence the firsf-order density of a stationary X(t) is independent
of t :
fx (x1;t) = fx(x1)
Similarly
Which indicates that if X(t) is SSS,the joint density of the random
variables X(t) and X(t + ) is independent of t and depends only
on the time difference .

2. Wide-Sense Stationary
A random process X(t) is called wide-sense stationary
(WSS) if its mean is constant
E[X(t)] = x
And its autocorrelation depends only on the time difference

From Eqs.(7.9) and (7.15) it follows that the autocovariance of a

WSS process also depends only on the time difference :
Setting = 0 in Eq.(7.15),we obtain
Thus,the average power of a WSS process is independent of t
and equals Rxx(0).
Note that an SSS process is WSS but a WSS process is not
necessarily SSS.
Two processes X(t) and Y(t) are called jointly wide-sense
stationary (joinyly WSS) if each is WSS and their cross-correlation
depends only on the time difference :
Rxy(t,t + ) = E[X(t)Y(t + )] = Rxy()
From Eq.(7.18) it follows that the cross-covariance of jointly WSS
X(t) and Y(t) also depends only on the time difference :
Cxy() = Rxy() - xy