Question: Problem 5 - 16 POINTS TOTAL. Assume that a WSS stochastic process X ((; t) has an auto-correlation function of Rx,X (T) = 02 e-

Problem 5 - 16 POINTS TOTAL. Assume that a WSS stochastic

Problem 5 - 16 POINTS TOTAL. Assume that a WSS stochastic process X ((; t) has an auto-correlation function of Rx,X (T) = 02 e- BT2 . 4 POINTS Is X ((; t) mean-square continuous? . 4 POINTS Does a mean-square derivative exist for X((; t), call it X'(t)? If so, determine my' (t) and Rx' x' (t, s)? . 4 POINTS Does a mean-square integral exist for X ((; t), call it Y (t)? If so, determine my(t) and Ry,y(t, s)? . 4 POINTS Is X((; t) a Gaussian Process? Why or Why not

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