Let (X(t)=sin Phi t), where (Phi) is uniformly distributed over the interval ([0,2 pi]). Verify: (1) The

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Let $X(t)=\sin \Phi t$, where $\Phi$ is uniformly distributed over the interval $[0,2 \pi]$.

Verify: (1) The discrete-time stochastic process $\{X(t) ; t=1,2, \ldots\}$ is weakly, but not strongly stationary

(2) The continuous-time stochastic process $\{X(t), t \geq 0\}$ is neither weakly nor strongly stationary.

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Applied Probability And Stochastic Processes

ISBN: 9780367658496

2nd Edition

Authors: Frank Beichelt

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Question Posted: Apr 26, 2024 04:00 PM

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Let (X(t)=sin Phi t), where (Phi) is uniformly distributed over the interval ([0,2 pi]). Verify: (1) The

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Applied Probability And Stochastic Processes

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