For the Matrn process, show that the sequence of partial averages (bar{X}_{n}) has a limit (bar{X}_{infty}=lim _{n
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For the Matérn process, show that the sequence of partial averages \(\bar{X}_{n}\) has a limit \(\bar{X}_{\infty}=\lim _{n ightarrow \infty} \bar{X}_{n}\). For \(n \geq 2\), what can you say about the conditional distribution of \(\bar{X}_{\infty}\) given \(X[n]\) ? Consider separately the cases \(v=0\) and \(v>0\).
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