Question: A stationary Gaussian random process x ( t ) with zero mean and power spectral density S x ( f ) is applied to a

A stationary Gaussian random process x(t) with zero mean and power spectral density Sx(f) is applied to a linear filter hay frequency response
H(f)={1T,|f|T20,elsewhere
Let Y(t) denote the random process at the filter output. The power spectral density of Y(t) is given by:
SY(f)={Sx(f)T,|f|T20,elsewhere
Dum
SY(f)={Sx(f)2T,|f|T0,elsewhere
A stationary Gaussian random process x ( t ) with

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