현실을 모델링
먼저 결과를(outcome을) 픽스.
then, for fixed
the graph of function
다음은 시간을 픽스.
and for fixed
: random variable
Def.
For continuous-time random process
(i) the mean function
of random process
(ii) the variance function
of random process
(iii) the autocorrelation
of random process
일 때
여기서
는 joint pdf of X
1 and X
2
(iv) the autocovariance
of random process
(v) the correlation coefficient
of random process
see also
상관계수,correlation_coefficient
from 23. Specifying a Random Process