Let X(t) be a WSS process. We say that X(t) is mean ergodic if X(t) (defined above) is equal to X . Let A

Let X(t) be a WSS process. We say that X(t) is mean ergodic if 〈X(t)〉 (defined above) is equal to μ_X. Let A₀, A₁, A₋₁, A₂, A₋₂, ⋯ be a sequence of i.i.d. random variables with mean EA_i = μ

where, g(t) is given by

Show that X(t) is mean ergodic.

1 -{ 0 g(t) = 0 < t < 1 otherwise