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In practice, sequences of random variables can be correlated in a structured way that makes it easier to analyze. For example this general idea is
In practice, sequences of random variables can be correlated in a structured way that makes it easier to analyze. For example this general idea is used to study speech recognition since there is lots of structure in the way we speak despite there being variations in people voices and the recording environment. In this question, we will analyze the covariance of a sequence of structured RVs. Let X1, X21 - - - be independent RVs with common mean a and common variance 02.. and set Y\" = X11 + Xn+1 + Xn+2- For j 2 U, nd COV(K11Y+j). In this question, a and j are positive integers
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