Let (X(t)=A sin (omega t+Phi)), where (A) and (Phi) are independent, non-negative random variables with (Phi) uniformly

Question:

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?

Fantastic news! We've Found the answer you've been seeking!

Step by Step Answer:

Related Book For  book-img-for-question
Question Posted: