Abstract
Random functions and random fields are applied in current engineering and scientific tasks more and more frequently. Random functions are actually random variables that are functions of deterministic arguments, for example of time, planar or spatial coordinates. A brief introduction to random functions includes a definition of the basic parameters such as the mean, variance and autocorrelation function. The definition of the stationary and ergodic functions is supplemented by a description of the spectral representation of stationary random functions. The fundamental properties of random functions and operations with commonly used random functions are illustrated by practical examples.
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© 2013 Springer-Verlag Berlin Heidelberg
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Holický, M. (2013). Random Functions. In: Introduction to Probability and Statistics for Engineers. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-38300-7_12
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DOI: https://doi.org/10.1007/978-3-642-38300-7_12
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Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-38299-4
Online ISBN: 978-3-642-38300-7
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