# Question

Let X (t) be a wide sense stationary Gaussian random process and form a new process according to Y (t) = X (t) cos (ωt + θ) where ω and θ are constants and is a random variable uniformly distributed over [0, 2x] and independent of X (t).

(a) Is Y (t) wide sense stationary?

(b) Is Y (t) a Gaussian random process?

(a) Is Y (t) wide sense stationary?

(b) Is Y (t) a Gaussian random process?

## Answer to relevant Questions

Prove that the family of differential equations, leads to the Poisson distribution, Suppose the arrival of calls at a switchboard is modeled as a Poisson process with the rate of calls per minute being λ a = 0.1 (a) What is the probability that the number of calls arriving in a 10- minute interval is less ...A shot noise process with random amplitudes is defined by Where the Si are a sequence of points from a Poisson process and the Ai are IID random variables which are also independent of the Poisson points. (a) Find the mean ...A random process X (t) consists of three- member functions: x1 (t) = 1 x2 (t) = – 3, and x3(t) = sin (2πt). Each member function occurs with equal probability. (a) Find the mean function, µX (t). (b) Find the ...Two students play the following game. Two dice are tossed. If the sum of the numbers showing is less than 7, student A collects a dollar from student B. If the total is greater than 7, then student B collects a dollar from ...Post your question

0