Thanks for the kind words, I’m glad you enjoyed the video! Make sure to check out my website adampanagos.org for additional content (600+ videos) you might find helpful. Thanks much, Adam
Thanks for the kind words. Make sure to check out my website adampanagos.org where I have a lot of other videos and resources available that you might find helpful. Thanks, Adam.
Glad I could help, thanks for watching. Make sure to check out my website adampanagos.org for additional content (600+ videos) you might find helpful. Thanks, Adam
Thanks for the kind words, I’m glad you enjoyed the video! Make sure to check out my website adampanagos.org for additional content (600+ videos) you might find helpful. Thanks much, Adam
Thank you for the kind words, I appreciate you watching. Make sure to check out my website adampanagos.org for additional content (600+ videos) you might find helpful. Thanks, Adam
In 5:31, isn't that the formula for Covariance? I beliebe it needs to be divided by variance, if we want to get the correlation. Am I missing something?
You're very welcome, thanks for watching. Make sure to check out my website adampanagos.org for additional content (600+ videos) you might find helpful. Thanks, Adam.
Thanks for the kind words, I’m glad you enjoyed the video! Make sure to check out my website adampanagos.org for additional content (600+ videos) you might find helpful. Thanks much, Adam
Theta is a uniform random variable on [-pi, pi], so it is a constant value of 1/2pi on that interval. That's just the definition of a uniform random variable. Hope that helps, Adam
Excellent catch! It ended up "not mattering" because that term eventually went to zero, but you're correct, it should have been a minus sign instead of a plus sign for the second term. I'll add an annotation to the video to correct it. Thanks for noting this!
Thanks for the kind words, I’m glad you enjoyed the video! Make sure to check out my website adampanagos.org for additional content (600+ videos) you might find helpful. Thanks much, Adam
Glad I could help, thanks for watching. Make sure to check out my website adampanagos.org for additional content (600+ videos) you might find helpful. Thanks, Adam
THX! Good explanation, saw the same problem elsewhere and it was calculated directly with the integral for the expactation. My question is, would it be a single or a double integral if you would write the integral for the expecation? Becaue X(t1) and X(t1) or two random variables.
what if the value of x(t)=k where k is random variable uniformly distributed in range (-1,1) ??? is it wide-sense stationary? or it is ergodic? if it is wide-sense stationary, what it is power?? appreciate for your help sir!!!
Thanks for the kind words, I’m glad you enjoyed the video! Make sure to check out my website adampanagos.org for additional content (600+ videos) you might find helpful. Thanks much, Adam
You're very welcome, thanks for watching. Make sure to check out my website adampanagos.org for additional content (600+ videos) you might find helpful. Thanks, Adam.
Hey I am taking a Random Processes graduate course, and was wondering where I should begin on your channel and other channels. Thanks! Further, I have no signals background, so do I need to start from the very beginning or can I jump right into the concept of random processes?
I have videos for a complete graduate-level random processes course on my website here: www.adampanagos.org/rp The site also has a large amount of signals-and-systems material which would probably be best to start with as well. Hope that helps, Adam
Hi Adam. Thanks for a very helpful video. I was wondering what tablet and software did you use? For a long time I've been wanting to buy a thinkpad tablet to write lecture notes on for easy navigation instead of writing on a paper and then later losing them. The device and program that you are using for hand writing seems very neat.
Gulf Shores I use an iPad app called Doceri (www.doceri.com) for most of my videos. This app lets you record all you handwriting ahead of time and use "breakpoints" to pause as needed. Once all the writing is down you can "play" the handwriting back while recording audio over it. I find this works much better than trying to write and talk at the same time. I'd definitely recommend checking out the app, I've found it very useful. Hope that helps!
I'm not sure if I understand your comment regarding the notation. The notation used here for the autocorrelation function is typical of all random process texts that I'm familiar with.
Thanks a lot for this video. Can you also give a similar example on finding the auto-covariance function? Both of a general stochastic process and of a stationary increment schotastic process. Thanks.
You’re welcome, thanks for watching. If you found the video useful make sure to check out my website adampanagos.org where I have a ton of other resources available. Thanks, Adam.
Glad I could help, thanks for watching. Make sure to check out my website adampanagos.org for additional content (600+ videos) you might find helpful. Thanks, Adam
Hello dear, First of all thanks for these grat jobs. In 3.30, integration outcome (cos(wct+pi)-cos(wct-pi)) is determined -2. But should it be 0 ? İf i wrong, sorry. Thank you again.
Essentially, yes. I like the term autocorrelation because I think it's a little more precise. It means correlating with oneself, hence the "auto" prefix. Crosscorrelation means correlating with something else.
All random variables have some statistical characteristics associated with them (i.e. some mean, some variance, etc.). The specific values chosen for this video weren't chosen for any particular reason, just to provide a specific example. Thanks for watching. Adam
Can you please provide me the lectures on econophysics - Introduction I want to study this subject from start to end please help me in learning econophysics please provide the link
God bless you soon much🙏🙏🙏.A video you made 6 years ago is helping me celebrate today, thanks so much for this🥳🥳🥳.
Thanks for the kind words, I’m glad you enjoyed the video! Make sure to check out my website adampanagos.org for additional content (600+ videos) you might find helpful. Thanks much, Adam
Anyone that can explain a concept in a clear way definitely understands it, and YES YOU DO UNDERSTAND! LEGEND!
Thanks!
Couldn't get more simpler and easy to digest! Bravo!
Thanks for the kind words. Make sure to check out my website adampanagos.org where I have a lot of other videos and resources available that you might find helpful. Thanks, Adam.
Adam this is such a fantastic explanation. You have no idea how much this helped on my grad school final exam!
Glad I could help, thanks for watching. Make sure to check out my website adampanagos.org for additional content (600+ videos) you might find helpful. Thanks, Adam
You made something complicated very simple to understand, a true engineer, what a boss!
Daniel James Carter Thank you! Glad you liked the video.
You are the best you simplified this for me...I went through tonnes of videos before I found this.
Glad I could help, thanks for watching. Make sure to check out my website adampanagos.org for additional content you might find helpful. Thanks, Adam
Thank you so much for these videos! Cannot begin to tell you how much these have helped me!
Thanks for the kind words, I’m glad you enjoyed the video! Make sure to check out my website adampanagos.org for additional content (600+ videos) you might find helpful. Thanks much, Adam
You are a genius and We need more of your examples
Thank you for the kind words, I appreciate you watching. Make sure to check out my website adampanagos.org for additional content (600+ videos) you might find helpful. Thanks, Adam
@@AdamPanagos Done!!
In 5:31, isn't that the formula for Covariance? I beliebe it needs to be divided by variance, if we want to get the correlation. Am I missing something?
Thank you so much!
Searched for a good example of such calculations for quite a long time, could have saved me some hours if i found it earlier :D
You're very welcome, thanks for watching. Make sure to check out my website adampanagos.org for additional content (600+ videos) you might find helpful. Thanks, Adam.
Great job man, this is incredibly clear. Now I see how autocorrelation is related to expectation values ;)
+Sebastian Gil Glad it helped, thanks for the nice feedback.
Adam
You are the best!!!
Thanks for the kind words, I’m glad you enjoyed the video! Make sure to check out my website adampanagos.org for additional content (600+ videos) you might find helpful. Thanks much, Adam
Thank you so much for the lesson Adam 👍
You're welcome, thanks for watching.
Adam
how did you take the PDF of theta as 1/2pi ??
Theta is a uniform random variable on [-pi, pi], so it is a constant value of 1/2pi on that interval. That's just the definition of a uniform random variable. Hope that helps,
Adam
@@AdamPanagos Oo Yeah , Got it . THANKS!!
The trig-identity used above has a little mistake.
sin(X)sin(Y) = (1/2) [ cos (X - Y) - cos (X + Y) ]
Excellent catch! It ended up "not mattering" because that term eventually went to zero, but you're correct, it should have been a minus sign instead of a plus sign for the second term. I'll add an annotation to the video to correct it. Thanks for noting this!
Yes, that's right
Yess
Are you making currently more vedioz on stochastic processes
Yes, I know have a full course of these videos on my website: www.adampanagos.org/rp
Superman without a cape!
Thanks for the kind words, I’m glad you enjoyed the video! Make sure to check out my website adampanagos.org for additional content (600+ videos) you might find helpful. Thanks much, Adam
Salvou minha prova! Obrigada
Glad I could help, thanks for watching. Make sure to check out my website adampanagos.org for additional content (600+ videos) you might find helpful. Thanks, Adam
Hi! Do you know a good book of exercises/problems about stochastic processes with solutions? I would like to practice before my exam
Thanks in advance
THX! Good explanation, saw the same problem elsewhere and it was calculated directly with the integral for the expactation. My question is, would it be a single or a double integral if you would write the integral for the expecation? Becaue X(t1) and X(t1) or two random variables.
Amazing! So crisp!
Thanks!
thank you, it really helped me.
+Idroj17 Glad to hear that, thanks for watching!
what if the value of x(t)=k where k is random variable uniformly distributed in range (-1,1) ???
is it wide-sense stationary? or it is ergodic? if it is wide-sense stationary, what it is power??
appreciate for your help sir!!!
Thanks for all your videos
You're welcome, I'm glad you like them. Thanks.
clean and clear!
it very helped me
thank u go a head.
Thanks for the kind words, I’m glad you enjoyed the video! Make sure to check out my website adampanagos.org for additional content (600+ videos) you might find helpful. Thanks much, Adam
where doest the 1/2pi come in
Thank you sir 🙏
You're very welcome, thanks for watching. Make sure to check out my website adampanagos.org for additional content (600+ videos) you might find helpful. Thanks, Adam.
Thanks sir, but what if I put a constant A, Is it still independent?
this is sooo helpfull thanks
Glad I could help. Thanks for watching!
the real mvp
Thanks for the kind words and thanks for watching!
Thanks, dear
It is really helpful
Glad I could help, thanks for watching!
Adam
good job.this was very helpful.
Glad to help, thanks!
is it ergodic?
What a legend!
Thanks a lot, this explains it really well.
+Shivank Sharma Great, glad to have helped!
this was very helpful! thanks for your help
Hey I am taking a Random Processes graduate course, and was wondering where I should begin on your channel and other channels. Thanks!
Further, I have no signals background, so do I need to start from the very beginning or can I jump right into the concept of random processes?
I have videos for a complete graduate-level random processes course on my website here:
www.adampanagos.org/rp
The site also has a large amount of signals-and-systems material which would probably be best to start with as well. Hope that helps,
Adam
good explanation sir....good work
Thank you, glad you like it.
Hi Adam. Thanks for a very helpful video. I was wondering what tablet and software did you use? For a long time I've been wanting to buy a thinkpad tablet to write lecture notes on for easy navigation instead of writing on a paper and then later losing them. The device and program that you are using for hand writing seems very neat.
Gulf Shores I use an iPad app called Doceri (www.doceri.com) for most of my videos. This app lets you record all you handwriting ahead of time and use "breakpoints" to pause as needed. Once all the writing is down you can "play" the handwriting back while recording audio over it. I find this works much better than trying to write and talk at the same time. I'd definitely recommend checking out the app, I've found it very useful. Hope that helps!
dose a autocorrelation function of gamma process exist？
Very Helpful !
Glad I could help. Thanks for watching!
Well explained thank you.
Thank you....
You're welcome, thanks for watching!
good job, clean and clear.
Thanks!
Adam, do you have some videos about application of Autocorrelation? I mean, the example for real world. Thanks.
Why we use a different mathematical equation to find correlation when computing autocorrelation, why not normalised covarience?
I'm not sure if I understand your comment regarding the notation. The notation used here for the autocorrelation function is typical of all random process texts that I'm familiar with.
Thanks a lot for this video.
Can you also give a similar example on finding the auto-covariance function? Both of a general stochastic process and of a stationary increment schotastic process.
Thanks.
How did 1/2 pie come
Thank you very much.
it is really helpful
Glad to hear, thanks for the nice comment.
good video, but if A is a random variable
like you said y is it's expected value not computed
It was computed. The mean of A was provided in the problem statement as muA.
Thanks alot 😀
You're welcome, glad I could help.
thankyou .. it was helpful :)
+AASTHA SINGH Great, glad it helped!
Thanks a lot
You’re welcome, thanks for watching. If you found the video useful make sure to check out my website adampanagos.org where I have a ton of other resources available. Thanks, Adam.
thanks
life saver
Glad I could help, thanks for watching. Make sure to check out my website adampanagos.org for additional content (600+ videos) you might find helpful. Thanks, Adam
Hello dear,
First of all thanks for these grat jobs.
In 3.30, integration outcome (cos(wct+pi)-cos(wct-pi)) is determined -2. But should it be 0 ? İf i wrong, sorry.
Thank you again.
No, it's definitely zero. The integration ends up equaling a term times sin(pi), and sin(pi) is zero. Hope that helps,
Adam
good
hey! autocorrelation and correlation mean the same thing right?
Essentially, yes. I like the term autocorrelation because I think it's a little more precise. It means correlating with oneself, hence the "auto" prefix. Crosscorrelation means correlating with something else.
+Adam Panagos ohh! Understood! Thanx alot sir! :)
+Adam Panagos ohh! Understood! Thanx alot sir! :)
Why are we analysing random variables using these parameters
All random variables have some statistical characteristics associated with them (i.e. some mean, some variance, etc.). The specific values chosen for this video weren't chosen for any particular reason, just to provide a specific example.
Thanks for watching.
Adam
Can you please provide me the lectures on econophysics - Introduction
I want to study this subject from start to end
please help me in learning econophysics
please provide the link
Unfortunately, I've not studied that field in much detail myself so I don't think I'd be much help. Good luck though!