Electronics and Communication Engineering - Exam Questions Papers - Discussion

Statistical independence:

Suppose that A_j and B_k are the possible outcomes of two successive experiments or the joint outcome of a single experiment.

And suppose that it turns out that the probability of the occurrence of outcome B_k simply does not depend at all on which outcome A_j accompanies it.

Then we say that the outcomes A_j and B_k are independent.

Auto correlation also implies comparison of two signals of same source.

Hence for random Gaussian process. Auto correlation also implies statistical independence.