Question: (14 pts) A Gaussian Random Process is one where all finite order distributions are jointly Gaussian distributed. Suppose that X(t) is a continuous-time Gaussian random

(14 pts) A Gaussian Random Process is one where all finite order distributions are jointly Gaussian distributed. Suppose that X(t) is a continuous-time Gaussian random process with mean and covariance functions given by mx(t) = =[X(0)] = COS (2) and Cx(ty ty) = 2e-05lty-tal (a) Write the variance function for X(t), Var[X(t)], for all -wo

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