b. Let X(t) = X(u, t) denote a random process described by X(t) = {o -ut...

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b. Let X(t) = X(u, t) denote a random process described by X(t) = {o -ut t 0 0, elsewhere where, u is a realization of a uniform (0,1) random variable. Define Y(t) = Y(u,t) as follows: Y(t) = = { 1, x(t) > e-2 0, elsewhere. Compute the correlation Ry (t1, t2). b. Let X(t) = X(u, t) denote a random process described by X(t) = {o -ut t 0 0, elsewhere where, u is a realization of a uniform (0,1) random variable. Define Y(t) = Y(u,t) as follows: Y(t) = = { 1, x(t) > e-2 0, elsewhere. Compute the correlation Ry (t1, t2).