EN 257 : Applied Stochastic Processes Problem Set 4
نویسنده
چکیده
where we have assumed for this problem that X[n] is a discrete random variable that takes on the values {xi}, for i = 1, . . . ,m. From the problem statement we observe that the mean function μX [n] can be written as the sum of two periodic functions (i.e., one defined for n ≥ 1, another for n < 0, and a unique value at the origin n = 0). This observation will be made more concrete shortly; first, let’s begin by determining the value of μX [0]. From the problem statement we have the following values for X[0, ζ] with ζ ∈ {a, b, c}.
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