Let X(t) be a zero-mean WSS Gaussian process with R X () = e 2 ,

Let X(t) be a zero-mean WSS Gaussian process with R_X(τ) = e^{−τ 2} , for all τ ∈ R.

1. Find P(X(1) < 1).

2. Find P(X(1) +X(2) < 1).