Question: Check whether for any positve (tau) the stochastic process ({V(t), t geq 0}) defined by [V(t)=B(t+tau)-B(t)] is weakly stationary.

Check whether for any positve \(\tau\) the stochastic process \(\{V(t), t \geq 0\}\) defined by

\[V(t)=B(t+\tau)-B(t)\]

is weakly stationary.

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