Examples of continuous-time random processes
• Let W(t) be the thermal noise voltage generated across a
resistor in an electric circuit at time t, for t∈[0,∞).
Here, W(t) can take real values.
• Let T(t) be the temperature in New York City at time t ∈ [0,∞).
We can assume here that t is measured in hours and t = 0 refers
to the time we start measuring the temperature.