A random process is defined by the sample functions X i . (t) = A i t

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A random process is defined by the sample functions Xi. (t) = Ait + Bi, where t is time in seconds, the As are in dependent random variables for each i, which are Gaussian with 0 means and unit variances, and the Bis are independent random variables for each ¡ uniformly distributed in [-0.5,0.5].

(a) Sketch several typical sample functions.

(b) Is the random process stationary?

(c) Is the random process ergodic?

(d) Write down an expression for its mean at an arbitrary time t.

(e) Write down an expression for its mean-squared value at an arbitrary time 1.

(f) Write down an expression for its variance at an arbitrary time t.

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