Consider a stochastic process defined on a finite sample space with three sam-ple
Chapter 6, Problem 3(choose chapter or problem)
Consider a stochastic process defined on a finite sample space with three sam-ple points. Its description is provided by the specifications of the three samplefunctions:X(t, s1)=3, X(t, s2) = 3 cos(t), X(t, s3) = 4 sin(t).( )1R Figure 6.8. Autocorrelation function of the telegraph processAlso given is the probability assignment:P(s1) = P(s2) = P(s3) = 13.Compute (t) = E[X(t)] and the autocorrelation function R(t1, t2). Now answerthe following questions: Is the process strict-sense stationary? Is it wide-sensestationary?
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