Question: Consider a stochastic process x, . Define x, =7 1)x, . What is the expected value of 1-D x, and the probability density for lim,


Consider a stochastic process x, . Define x, =7 1)x, . What is the expected value of 1-D x, and the probability density for lim, , x, for each of these cases 1. * = X, , 1>0 X, =-1 with probability .5; x, =1 with probability .5 2. X =-X , t>0 X, = -1 with probability .5; x, =1 with probability .5 3. x, =-1 with probability .5; x, =1 with probability .5 cov (x,, x, ) =0 if k #0 Interpret the differences in terms of the ideas of ergodicity discussed in lecture and lecture notes
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