A question on autocorrelation

Susheem wrote:

> No, Peter is correct.  What we have to understand is that at each time
> instant in the random process, the value of the random process is
> uniformly distributed.  However, for the next time instant, the value
> of the random process will be uniformly distributed and independent of
> the previous time instant.  This process is a white random process
> with uniformly distributed samples.

Not according to the original description.  Yes, this is exactly
what the OP meant (indeed, a white noise process), but it is *not*
what he wrote.  So, I have to disagree with your "what we have to
understand" -- if you want to understand that, then you're not
understanding what the OP wrote in his first message.

Carlos
--
PS: But I know, discussing this is pointless now  :-)

innocent_802000@yahoo.com (Jay) writes:

> > 
> > Nope!
> > 
> > E{X(n)X(n-m)} = E{Y.Y} if m=0 
> >                 0      if m != 0
> > 
> > This is because X(n) and X(n-m) are independent random variables.
> > 
> 
> 
> Thanks for your tip on independence. 
>                             1       1
> rxx(m) = E{X(n)X(n-m)} = integral integral x y joint pdf of (x,y) dx dy
>                             0       0
>  
>                              1                        1
>                        =  integral x pdf of x dx * integral y pdf of y dy
>                              0                        0
> this is by independence
>                        = 1/2 * 1/2 = 1/4. 
> Matlab also gave me the same answer 0.254 for m != 0.

Errk! You're correct.  I usually assum zero-mean random variables,
hence the slip.

Ciao,

Peter K.

-- 
Peter J. Kootsookos

"I will ignore all ideas for new works [..], the invention of which
 has reached its limits and for whose improvement I see no further
 hope."

- Julius Frontinus, c. AD 84

Carlos Moreno <moreno_at_mochima_dot_com@xx.xxx> writes:

> PS: But I know, discussing this is pointless now  :-)

Yup.

Ciao,

Peter K.

-- 
Peter J. Kootsookos

"I will ignore all ideas for new works [..], the invention of which
 has reached its limits and for whose improvement I see no further
 hope."

- Julius Frontinus, c. AD 84