Question: . Q1a. 10 Points X(t) is a stationary-Gaussian random process with My (t) = 0 and autocorrelation function Rx (T) = 2-ItI. What is E[X(t)X(t

. Q1a. 10 Points X(t) is a stationary-Gaussian random process with My (t) = 0 and autocorrelation function Rx (T) = 2-ItI. What is E[X(t)X(t + 1)], Var[X(t)] & Var[X(t + 1)]?

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