Question: Let X(t) be a zero-mean WSS Gaussian process with R X () = e 2 , for all R. 1. Find P(X(1)

Let X(t) be a zero-mean WSS Gaussian process with RX(τ) = e−τ 2 , for all τ ∈ R.

1. Find P(X(1) < 1).

2. Find P(X(1) +X(2) < 1).

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