Question: 6.10 Let {Xt} be a Gaussian stationary process satisfying the assumption in Theorem 6.10. Then, show that and E[log {In(A)}]E {log f(A)}, (n ) E

6.10 Let {Xt} be a Gaussian stationary process satisfying the assumption in Theorem 6.10. Then, show that

and E[log {In(A)}]E {log f(A)}, (n ) E [ log {In (\)}

and E[log {In(A)}]E {log f(A)}, (n ) E [ log {In (\)} d\+> [_*_ 1 (In(\)} log f(A)d, (n ). - -

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