Media, Varianza correlacion

Procesos aleatorios Discretos en tiempo

Media:
mX(n)=E[X(n)] m_X(n) = E[X(n)]
Varianza:
VAR[X(n)]=E[(X(n)mX(n))2] VAR[X(n)] = E[(X(n) - m_X(n))^2]

Autocorrelación
RX(n1,n2)=E[X(n1,n2)] R_X(n_1,n_2) = E[X(n_1,n_2)]

Autocovarianza:
CX(n1,n2)=E[{X(n1)mX(n1)}{X(n2)mX(n2)} C_X(n_1,n_2) = E[\{X(n_1) - m_X(n_1) \} \{ X(n_2) - m_X(n_2)\}
CX(n1,n2)=RX(n1,n2)mX(n1)mX(n2) C_X(n_1,n_2) = R_X(n_1,n_2) - m_X(n_1) m_X(n_2)