A voltage signal applied across a resistor
dissipates instantaneous power
(1)
For a periodic signal of period (T), The average power is obtained by integrating over one cycle
(2)
For a random signal, the average power is obtained by integrating over infinitely time
(3)
To simplify calculations, the average power of a random signal () is expressed as
(4)
For a random process, the auto-correlation function is defined as
(5)