Consider the random process (U(t)=A), where (A) is a random variable uniformly distributed on ((-1,1)). (a) Sketch

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Consider the random process $U(t)=A$, where $A$ is a random variable uniformly distributed on $(-1,1)$.

(a) Sketch some sample functions of this process.

(b) Find the time autocorrelation function of $U(t)$.

(c) Find the statistical autocorrelation function of $U(t)$.

(d) Is $U(t)$ wide-sense stationary? Is it strictly stationary?

(e) Is $U(t)$ an ergodic random process? Explain.

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Statistical Optics Wiley Pure And Applied Optics

ISBN: 271133

2nd Edition

Authors: Joseph W Goodman

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Question Posted: Apr 27, 2024 01:01 AM

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Consider the random process (U(t)=A), where (A) is a random variable uniformly distributed on ((-1,1)). (a) Sketch

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Statistical Optics Wiley Pure And Applied Optics

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