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A random process X(t) = A, where A is random variable uniformly distributed over [0,1] can be described as a. Neither mean-ergodic nor correlation-ergodic
A random process X(t) = A, where A is random variable uniformly distributed over [0,1] can be described as a. Neither mean-ergodic nor correlation-ergodic O b. Mean-ergodic and not correlation-ergodic O . Not mean-ergodic and correlation-ergodic O d. Mean-ergodic and correlation-ergodic
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In econometrics and signal processing a stochastic process is said to be ergodic if its statistical properties can be deduced from a single sufficient...
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Probability and Random Processes With Applications to Signal Processing and Communications
Authors: Scott Miller, Donald Childers
2nd edition
123869811, 978-0121726515, 121726517, 978-0130200716, 978-0123869814
