Speaker
Prof.
I. Papadakis
Description
Content: This lecture will introduce the concept of random processes, and in particular stationary random processes, which are of significant importance in the study of variable phenomena in Astrophysics. I will give the definition of the auto-covariance and of the power spectral density function of a random process. I will then discuss how we estimate these random functions, and why it is preferable to work in the frequency rather than in the time domain.