A random process X (t) is defined by X (t) = A cos (2? f c t), where A is a Gaussian-distributed random variable of zero means variance ?2A. This random process is applied to an ideal integrator, producing the output

(a) Determine the probability density function of the output Y (t) at a particular time tk.

(b) Determine whether or not Y (t) is stationary.

(c) Determine whether or not Y (t) is ergodic.

Transcribed Image Text:

= X(-) dr Y(t)