6) The Ornstein uhlenbeck process is a Gaussian process whose mean function is 0 and whose covariance function is given by c(s,t) est Show that this covariance function is positive semi definite Hint Looking up the characteristic function of the Cauchy distribution might prove useful

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6) The Ornstein uhlenbeck process is a Gaussian process whose mean function is 0 and whose covariance function is given by c(s,t) est  Show that this covariance function is positive semi definite  Hint  Looking up the characteristic function of the Cauchy distribution might prove useful

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6) The Ornstein-uhlenbeck process is a Gaussian process whose mean function is 0 and whose covariance function is given by c(s,t)=est. Show that this covariance

6) The Ornstein-uhlenbeck process is a Gaussian process whose mean function is 0 and whose covariance function is given by c(s,t)=est. Show that this covariance function is positive semi-definite. Hint: Looking up the characteristic function of the Cauchy distribution might prove useful

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