Let {X(t), t R} be a WSS random process. Show that for any > 0,
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Let {X(t), t ∈ R} be a WSS random process. Show that for any α > 0, we have
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P(|X(t + r) - X(t)| > a) ≤ 2Rx(0) -2RX(T) a²
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The inequality youve presented is an application of Chebyshevs inequality for random processes Le...View the full answer
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Related Book For
Introduction To Probability Statistics And Random Processes
ISBN: 9780990637202
1st Edition
Authors: Hossein Pishro-Nik
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