Question

When two stochastic processes are
correlated?​

Answer 1

Answer:

Step-by-step explanation:

Consider two continous-time stochastic processes {A(t)}t≥0 and {B(t)}t≥0 with A(t)=t and B(t)=t. Each process starts at t=0 and emits "ticks" at increasing time slots. For instance, the trajectories (realizations) of three processes A, B and C could be described as:

A:0,0.4s,0.8s,1.3s,2.1s,2.5s,3.1s,4.5s,4.6s,5.8s,… B:0,1.8s,1.9s,2.7s,2.8s,2.8s,2.9s,4.7s,6.5s,… C:0,0.5s,0.9s,1.4s,2.2s,2.6s,3.2s,4.6s,4.7s,5.9s,…

We can say that A and C are correlated, or might be generated by the same source.