Question: Let t, < t < be independent and identically distributed random variables with Et = 0 and Et^2 = 1. Define xt = (1/81)(xt2) +

Let t, < t < be independent and identically distributed random variables with Et = 0 and Et^2 = 1. Define xt = (1/81)(xt2) + t, < t < . Show that xt is a stationary sequence and compute the spectral density function.

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