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Thread: ACF of stochastic process

  1. September 11th 2011, 12:23 AM #1
    Mondreus
    Mondreus is offline
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    ACF of stochastic process

    This is probably a really easy question, but the material I've been given doesn't explain things like this at all. I know the definitions of the expected value, ACF etc, but I'm not sure how to apply it to this situation.

    X[n]=\pm 1 is a discrete stochastic process. Determine the ACF, i.e. E(X[n_1]X[n_2]).

    The process is SSS (strict sense stationary) if that helps.
    Last edited by Mondreus; September 11th 2011 at 08:40 AM.
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