we assume that vectors X(k)are independent and identically distributed (i.i.d.).what's does it mean?

we assume that the input is a white Gaussian noise (WGN) signal and vectors are independent and identically distributed (i.i.d.)

this expression is used to study the convergence analysis of an algorithm and i want know and undrestand why did they assume it ??

Answer 1

[Voss]

https://en.wikipedia.org/wiki/Independent_and_identically_distributed_random_variables

[ad lyn]

thank you ! but i need to know why did they utilize it in convergence analysis of an algoriithm?

[Voss]

They assume it because it makes the math much easier (and it's usually pretty accurate to assume).