Question: Let X(t) be a Gaussian random process with X (t) = 0 and R X (t 1 , t 2 ) = min(t 1

Let X(t) be a Gaussian random process with μX(t) = 0 and RX(t1, t2) = min(t1, t2).

Find P(X(4) < 3|X(1) = 1).

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