Question: Let {X(t), t R} be a WSS random process. Show that for any > 0, we have P(|X(t + r) - X(t)| >
Let {X(t), t ∈ R} be a WSS random process. Show that for any α > 0, we have
P(|X(t + r) - X(t)| > a) 2Rx(0) -2RX(T) a
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The inequality youve presented is an application of Chebyshevs inequality for random processes Le... View full answer
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