A random process is defined by X (t) = exp ( At) u (t) where A is

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A random process is defined by X (t) = exp (– At) u (t) where A is a random variable with PDF, fA (a).
(a) Find the PDF of X (t) in terms of fA (a).
(b) If is an exponential random variable, with fA (a) = e– au (a), find µX (t) and RX, X( t1, t2). Is the process WSS?
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