Question: Let {X(t), t R} be a continuous-time random process, defined as where A 0 , A 1 , , A n are i.i.d. N(0,

Let {X(t), t ∈ R} be a continuous-time random process, defined asx(t) = Axt", k=0

where A0, A1, ⋯, An are i.i.d. N(0, 1) random variables and n is a fixed positive integer.

a. Find the mean function μX(t).

b. Find the correlation function RX(t1, t2).

c. Is X(t) a WSS process?

d. Find P(X(1)

e. Is X(t) a Gaussian process?

x(t) = Axt", k=0

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