Question: Exercise A random process has sample functions of the form X(t) = Y where Y is a zero-mean Gaussian random variable having a variance

Exercise A random process has sample functions of the form X(t) = Y where Y is a zero-mean Gaussian random variable having a variance of 4. a) Find the expected value and the correlation function of X(t). b) Is this process wide-sense stationary? c) Is this process ergodic? Answer: (a) 0, 4; (b) Yes; (c) No

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