# Question

Let X (t) be a modified version of the random telegraph process. The process switches between the two states X (t) = 1 and X (t) = –1 with the time between switches following exponential distributions, fT (λs) = λexp (–λs) u (s). Also, the starting state is determined by flipping a biased coin so that Pr(X (0) = 1) = p and Pr (X (0) = – 1) = 1 – p.

(a) Find and Pr(X (t) = 1) and Pr (X (t) = – 1).

(b) Find the mean function, µX (t).

(c) Find the autocorrelation function, RX, X (t1, t2).

(d) Is this process WSS?

(a) Find and Pr(X (t) = 1) and Pr (X (t) = – 1).

(b) Find the mean function, µX (t).

(c) Find the autocorrelation function, RX, X (t1, t2).

(d) Is this process WSS?

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