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Consider a Gaussian random process X(t), which is stationary in a wide sense (weak stationarity). It has an expectation and autocorrelation functions given by ux

Consider a Gaussian random process X(t), which is stationary in a wide sense (weak stationarity). It has an expectation and autocorrelation functions given by ux (t) = t and Rx (t1, t2 ) = 4vtit2 respectively. Find Cov[X(1), X(4)]

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