Question: 6) The Ornstein-uhlenbeck process is a Gaussian process whose mean function is 0 and whose covariance function is given by c(s,t)=est. Show that this covariance

6) The Ornstein-uhlenbeck process is a Gaussian process whose mean function is 0 and whose covariance function is given by c(s,t)=est. Show that this covariance function is positive semi-definite. Hint: Looking up the characteristic function of the Cauchy distribution might prove useful

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