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Random Process: Some Examples

A sinusoid with random phase
Consider a sinusoidal signal with random phase, defined by

X(t) = a sin(0 t + )
where 0 and a are constants, and is a random variable that
is uniformly distributed over a range of 0 to 2 (see Figure 1)
1
, 0 2
2
= 0, elsewhere

f () =

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sin( t+)
0

Figure 1: A sinusoid with random phase

This means that the random variable is equally likely to
have any value in the range 0 to 2. The autocorrelation
function of X(t) is
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RX (t) = E[X(t + )X(t)]
= E[sin(0 t + 0 ) + ) sin(0 t + )]
1
1
= E[sin(20 t + 0 + 2)] + E[sin(0 )]
2
2
Z 2
1
1
cos(4fc t + 0 + 2)] cos(0 ) d
=
2 0 2
The first term intergrates to zero, and so we get

RX ( ) =

1
cos(0 )
2

The autocorrelation function is plotted in Figure 2.

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cos( )
0

2
0

Figure 2: Autocorrelation function of a sinusoid with random phase

The autocorrelation function of a sinusoidal wave with random
phase is another sinusoid at the same frequency in the domain
Random binary wave
Figure 3 shows the sample function x(t) of a random process
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X(t) consisting of a random sequence of binary symbols 1 and

0.

+1

1
t

delay

Figure 3: A random binary wave

1. The symbols 1 and 0 are represented by pulses of amplitude
+1 and 1 volts, respectively and duration T seconds.
2. The starting time of the first pulse, tdelay , is equally likely
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to lie anywhere between zero and T seconds

3. tdelay is the sample value of a uniformly distributed random

variable Tdelay with a probability density function

1
fTdelay (tdelay ) = , 0 tdelay T
T
= 0, elsewhere
4. In any time interval (n 1)T < t tdelay < nT , where n is
an interger, a 1 or a 0 is determined randomly (for example
by tossing a coin: heads = 1, tails = 0
E[X(t)] = 0, for all t since 1 and 0 are equally likely.
Autocorrelation function RX (tk , tl ) is given by
E[X(tk )X(tl )], where X(tk ) and X(tl ) are random variables
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Case 1: when |tk tl | > T . X(tk ) and X(tl ) occur in different
pulse intervals and are therefore independent:

E[X(tk )X(tl )] = E[X(tk )]E[X(tl )] = 0, f or|tk tl | > T

Case 2: when |tk tl | < T , with tk = 0 and tl < tk . X(tk ) and
X(tl ) occur in the same pulse interval provided tdelay satisfies
the condition tdelay < T |tk tl |.
E[X(tk )X(tl )|tdelay ] = 1, tdelay < T |tk tl |
= 0, elsewhere
Averaging this result over all possible values of tdelay , we get
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E[X(tk )X(tl )] =

T |tk tl |

fTdelay (tdelay ) dtdelay

0
T |tk tl |

1
dtdelay
=
T
0
|tk tl |
), |tk tl | < T
= (1
T
The autocorrelation function is given by
| |
), | | < T
RX ( ) = (1
T
= 0, | | > T
This result is shown in Figure 4
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Figure 4: Autocorrelation of a random binary wave

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