Question: A Guassian process X (t) of zero means and variance ?2X is passed through a full-wave rectifier, which is described by the input-output relation of

A Guassian process X (t) of zero means and variance ?2X is passed through a full-wave rectifier, which is described by the input-output relation of Figure. Show that the probability density function of the random variables Y (tk), obtained by observing the random process Y (t) at the rectifier output at time tk, is as follows:

expl-2r) y 20 fr(y) [0,

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