1. Variable:
2. Random Variable: is a variable described by a probability density function (PDF)
3. Random Process: is a function of time t. The function value is a random variable described by a PDF.

• Random Variable: key features
Expectation value: E(x)
Variance: Var(x)
Covariance: Var(x,y)
• Random Process: key features
Expectation value: E[x(t)]
Variance: Var[x(t)]
Auto-correlation function: $\varphi_{xx}=E[x(t_1), x(t_2)]$.
Cross-correlation function: $\varphi_{xy}=E[x(t_1), y(t_2)]$.

The main difference between random variables and random processes is the auto-correlation function, which describes the change of the process over time. Another important feature is power spectral density (PSD) function. Power spectral density function is equivalent to auto-correlation function because they can be converted to each other using Fourier transformation.