Example 1 Consider a sinusoidal signal where is a binary random variable with probability mass functions and 
Clearly, is a random process with two possible realizations and At a particular time is a random variable with two values and .
Continuous-time vs. Discrete-time process
If the index set
is continuous, is called a continuous-time process.
Example 2 Suppose, where and are constants and
is uniformly distributed between 0 and . is an example of a continuous-time process.
4 realizations of the process is illustrated in the next page. |