Question: Let X(t) be a stationary random process, E[X(t)] = 1 and the auto- correlation R(t) = 3+ exp(-|t|). Define a new random variable, Compute E[Y(t)]

Let X(t) be a stationary random process, E[X(t)] = 1 and the auto- correlation R(t) = 3+ exp(-|t|). Define a new random variable,

Compute E[Y(t)] and .

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