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I have been reading about topics that include statistics, and slowly start to get a grasp. However sometimes it seems to me that I dont get the simplest concepts.

White noise seems to have several definitions, from what i found out, but the most important is the constant amplitude in the frequency domain. It can be specifially gaussian distributed or not- which is not what i want to discuss.

The fact, that gives to trouble is whether the outcome of a point depends on the previous or not. If it doesnt(which makes sense to me) how would continuous-time white noise look like? Wikipedia (https://en.wikipedia.org/wiki/White_noise#Continuous-time_white_noise) mentions it but I dont really understand it. Sadly there is no entry in my mothertongue either.

Since this is my first question I would appreciate constructive feedback on possible improvements/standards for posts I should respect.

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  • $\begingroup$ Are you asking how a time series consisting only of white noise looks like? $\endgroup$ – user2974951 Jan 10 at 11:30
  • $\begingroup$ Not a series but continuous, in time domain! I think i have seen it only in discrete steps with lines connected inbetween. And maybe generally the idea of continuous white noise? Is the concept even important? $\endgroup$ – Kero Jan 10 at 22:04
  • $\begingroup$ So instead of there being fixed intervals between data points the intervals are also random? You can expect the same shape to appear as in the fixed interval case. $\endgroup$ – user2974951 Jan 11 at 12:11
  • $\begingroup$ No with continuous I mean no(infinitesimaly small) interval in between 2 data points. But maybe this is a retarded question and not useful for getting an idea about noise. $\endgroup$ – Kero Jan 13 at 10:24

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