Simulation of Random Variables and Random Processes

In electrical systems we use voltage or current waveforms as signals for collecting, transmitting, and processing information, as well as for controlling and providing power to a variety of devices. Signals, whether they are voltage or current waveforms, are functions of time and they can be classified as deterministic or random. Deterministic signals can be described by functions in the usual mathematical sense with time t as the independent variable. In contrast to a deterministic signal, a random signal always has some element of uncertainty associated with it, and hence it is not possible to determine its value with certainty at any given point in time.

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