Question: Consider, the stochastic process defined by X (t) = U Cos (t) + V Sin (t) for ( -inf < t < inf). Being U
Consider, the stochastic process defined by X(t) = U Cos(t) + V Sin(t) for ( -inf < t < inf). Being U and V independent and identically distributed variables. Each of them takes values -2 and 1 with probabilities 1/3 and 2/3 respectively. Checks whether the stochastic process is stationary and/or stationary in the broad sense.
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