Consider a pair of stationary processes X (t) and Y (t). Show that the cross-correlations R_XY (τ) and R_YX (τ) of these processes have the following properties:

(a) R_XY (τ) = R_YX (-τ)

(b) | R_XY (τ) | < ½ [R_X (0) + R_Y (0)]

Where R_X (τ) and R_Y (τ) are the auto correlation function of X (t) and y (t), respectively