Question: 2.1 Suppose X(t) is a Gaussian random process with a mean EXt 5 0 and autocorrelation function RXX 5 e2jj . Assume that the random

2.1 Suppose X(t) is a Gaussian random process with a mean E½XðtÞ 5 0 and autocorrelation function RXXðτÞ 5 e2jτj . Assume that the random variable A is defined as follows: A 5 ð1 0 XðtÞdt Determine the following:

a. E½A

b. σ2 A

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