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Stationary Process
Stationary Process
g qua ph ca qu trnh dng, l bin i Fourier ca hm t tng quan ca qu trnh. Trung bnh theo thi gian (time average) Trung bnh theo tp hp (ensemble average) Phn b dng khc qu trnh dng (Chui Markov thi gian ng nht c th c gi l phn b dng) Qu trnh dng vi thi gian ri rc l Bernoulli scheme Qu trnh cp 2 c gi l dng (ngha rng) nu: m(t) = constant hm t tng quan ch ph thuc vo s- t