Page 317 - Schaum's Outlines - Probability, Random Variables And Random Processes

310 Index
States (continued)
recurrent, 167
null, 168
positive, 168
transient, 168
Stationary
distributions, 169
independent increments, 163
processes, 163
strict sense, 163
wide sense (WSS), 163
transition probability, 165
Statistic, 247
sufficient, 277
Stochastic, continuity, 209
derivative, 209
integral, 210
matrix, (see Markov matrix)
periodicity, 216
process, (see Random process)
System, linear, 213
linear time invariance (LTI), 213-216
response to random inputs, 213-216
parallel, 33
series, 12

T
Threshold value, 266
Time-average, 165
Time autocorrelation function, 165
Total probability, 8
Traffic intensity, 283-284
Transient states, 168
Transition probability, 165
matrix, 165
stationary, 165
Type I error, 264
Type II error, 264

U
Unbiased estimator, 247
Uncorrelated r.v.'s, 85
Uniform, distribution, 45
r.v., 45
Union of sets, 2
Unit, impulse function (see Dirac d function)
impulse sequence, 213
sample response, 214
sample sequence, 213
Universal set, 1

V
Variance, 42
conditional, 85
Vector mean, 89