Question: Let U(s) be a stationary and isotropic process with a covariance function C(h) = Cov {U(s), U(s + u)} = 2exp(-Vh), where sER, u E

Let U(s) be a stationary and isotropic process with a covariance

Let U(s) be a stationary and isotropic process with a covariance function C(h) = Cov {U(s), U(s + u)} = 2exp(-Vh), where sER, u E R2 and h = |ul| 2 0. (a) Calculate EU(s tu) - U(s -u)}. (b) Find Var{U(s tu) - U(s - u)}

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