Question: Let U be uniformly distributed over (-, ), and let X = cos(nU). By using the trigonometric identity cos x cos y = [cos(x +

Let U be uniformly distributed over (-, ), and let X = cos(nU). By using the trigonometric identity cos x cos y = [cos(x + y) + cos(x y)], verify that {X, n 1} is a second-order stationary process.

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