WHITE NOISE PROCESS

Discussion in 'CT4' started by Kunjesh Parikh, Jul 28, 2017.

  1. Kunjesh Parikh

    Kunjesh Parikh Very Active Member

    I could not understand how white noise process can be used as a starting point to construct more elaborate processes? How is it useful?
     
    Last edited: Jul 28, 2017
    Kunjesh Parikh, Jul 28, 2017
    #1
  2. Mark Mitchell

    Mark Mitchell Member

    We're told that discrete-time white noise is a set of IID RVs (independent, identically-distributed random variables).

    These could be used to generate a general random walk ("a more elaborate process"), as the definition of a general random walk starts with a set of IID RVs.
     
    Mark Mitchell, Aug 3, 2017
    #2
  3. Kunjesh Parikh

    Kunjesh Parikh Very Active Member

    OK, thanks!
     
    Kunjesh Parikh, Aug 3, 2017
    #3

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