4. Given a random Variable w with density f(w) and a random variable p as the uniform in the interval (-71, +77) where willo R.V.5 mean (two ( w a w and q are independent) suppose the stochastic process, xut) = a cos (wt+P). a) show that alt) is wss with zero and auto correlation equal R(T) = a E(Coswr) jwt+P) b) show that zut) =a WSS. is also a