A random process X (t) is said to be mean square continuous at some point in time t, if

(a) Prove that X (t) is mean square continuous at time if its correlation function RX, X (t1, t2), is continuous at the point t1 = t, t2 = t.
(b) Prove that if X (t) is mean square continuous at time , then the mean function must be continuous at time
(c) Prove that for a WSS process X (t), if RX, X (Ï„) is continuous at Ï„ = 0, then X (t)is mean square continuous at all points in time.

linn. E[(X( t + to)-x(t))2] = 0