[cryptography] Question on Entropy Gathering

Jeffrey Walton noloader at gmail.com
Sun Mar 3 16:17:44 EST 2013


On Sun, Mar 3, 2013 at 4:11 PM, Stephan Neuhaus
<stephan.neuhaus at tik.ee.ethz.ch> wrote:
>
> On Mar 3, 2013, at 21:30, Jeffrey Walton wrote:
>
>> What does it mean to be an AR(1) process?
>
> A sequence X(n) of real numbers (integer n >= 0) describes an AR(1) process if X(n+1) = aX(n) + b + epsilon(n), where epsilon(n) is independent and normally distributed with zero mean.
>
Thanks Stephan. That was definitely covered in my statistics class years ago.

Jeff



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