So i have been trying to understand some maths and statistics and maybe the professionals here could help. I am unable to visualize what random processes are?

Like I started with probability , understood it somewhat : its like a mathematic representation of likelihood of an event to
occur, which can't be directly formulated, like a coin throw

Then random variables are like a tabular depiction of all the probabilities mapped with their value for a "generalized" event i guess? Like if 2 coins are thrown, and "generalized" event is "find probability that x heads occurred, ", then p(x) will denote different kind of probability query and their outcome. so say x=1 , question becomes P(1 head occurs) and answer is 2/4
x=2 , P(x=2 i.e 2 heads occur) =1/4 ,.. and so on

But i couldn't for the life of me understand what are random processes and stationary/ergodic processes are in real life :/

  • 2
    Random process is a series of random variables. For each fixed moment in time, you can describe the process as a variable. But you may have a different random variable in every point in time.
    Stationary process means the statistical properties. (e.g. mean) are not time dependent. Ergodic processes are those you can deduce their statistical properties from a large enough random sampling.
  • 0
    But, things only appear random. Everything is a sequence of events and interactions. What appears to be random is a lack of understanding of the events that influenced the outcome.
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