Question: Characterization of random processesLet X, for * > 0 be a random process with zero mean and correlation function Rx(1, (2) = min(1,/2). If X,

 Characterization of random processesLet X, for * > 0 be arandom process with zero mean and correlation function Rx(1, (2) = min(1,/2).

Characterization of random processesLet X, for * > 0 be a random process with zero mean and correlation function Rx(1, (2) = min(1,/2). If X, is Gaussian for each t, write down the probability density function of X

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