In this exercise, (chi) is the chordal metric on the unit circle. From the results of the
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In this exercise, \(\chi\) is the chordal metric on the unit circle. From the results of the preceding exercise, show that \(4 / \pi-\chi\left(t, t^{\prime}ight)\) is positive definite on \([0,2 \pi)\). Use the Choleski decomposition to simulate and plot a random function having this covariance function as follows:
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