Question: The stochastic process X(t) is known to be normal and zero mean for all t with autocorrelation R(t, 7) = 20-3 t-| a) Find the

The stochastic process X(t) is known to be normal and zero mean for all t with autocorrelation R(t, 7) = 20-3 t-| a) Find the first-order density f(x, t) for this process b) Find the second-order joint density function f(1,T2, (1, t, + 1) for this process. c) Find El(a(t + 1) - x(t - 1))3]. d) Determine the fraction of time that (X(t)| 2 4

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