Question: Show that theprocess Xt = Acos(t)+ Bsin(t), t= 0,1,... (where Aand Bare uncorrelated random variables with mean 0 and variance 1 and is a fixed

Show that theprocess Xt = Acos(t)+ Bsin(t), t= 0,1,... (where Aand Bare uncorrelated random variables with mean 0 and variance 1 and is a fixed frequency in the interval [0,]), is stationary and find its mean and autocovariance function. Deduce that the function (h)= cos(h),h= 0,1,...,isnonnegative definite

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