Let (X(t)=A sin (omega t+Phi)), where (A) and (Phi) are independent, non-negative random variables with (Phi) uniformly
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Let \(X(t)=A \sin (\omega t+\Phi)\), where \(A\) and \(\Phi\) are independent, non-negative random variables with \(\Phi\) uniformly distributed over \([0,2 \pi]\) and \(E(A)<\infty\).
(1) Determine trend, covariance, and correlation function of \(\{X(t), t \in(-\infty,+\infty)\}\).
(2) Is the stochastic process \(\{X(t), t \in(-\infty,+\infty)\}\) weakly and/or strongly stationary?
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Related Book For
Applied Probability And Stochastic Processes
ISBN: 9780367658496
2nd Edition
Authors: Frank Beichelt
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