0
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0answers
207 views

jointly stationary random process

If two wide-sense stationary processes $X(t)$ and $Y(t)$ are uncorrelated, then the cross correlation is $R_{XY}(t_1,t_2) = E\{X(t_1)Y(t_2)\} = E\{X(t_1)\}E\{Y(t_2)\}$, which will be a constant, ...
1
vote
2answers
785 views

Correlations between 3 random variables

I have a question as follows: The correlation coefficients between three random variables are x, y, and z respectively. What relation do x, y, and z have to satisfy? Can someone help me? Thanks very ...
0
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0answers
554 views

Pseudo-random binary sequence generated by shift register

Binary sequence generated by shift register with feedback have periodic properties. A simple 4-bit shift register shown in Fig (a). For the initial condition shown, it can be verified that the ...
1
vote
0answers
91 views

Correlated Random Numbers Between A Range

I am trying to generate random numbers within a range say 57 to 107 which are correlated by a factor of 0.8. The numbers are for illustration simplicity only.
1
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1answer
77 views

Pearson's Correlation, for comparing a PRNG?

Other than uniformity tests on random numbers of which can be done with other methods, I had wondered if the result of the Pearson Product Moment Correlation function would be an effective means to ...