A stationary Gaussian process X t) is observed at times t1 and t2 to form the random vector X X(t1) X(t2) Ecirc sup1 with expected value E X 0 and covariance matrix range of valid values (if any) of Iuml 21 and Iuml 22 Cx 1

Question: A stationary Gaussian process X{t) is observed at times t1 and t2 to form the random vector X = [X(t1) X(t2)]Ê¹ with expected value E[X]

A stationary Gaussian process X{t) is observed at times t1 and t2 to form the random vector X = [X(t1) X(t2)]Ê¹ with expected value E[X] = 0 and covariance matrix

range of valid values (if any) of Ïƒ21 and Ïƒ22?

Cx = 1

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