Problem # 2.0 A stochastic process X(t) is defined via: X(t, ) = A()t + B(), t [1, 1], where A() U([1, 1]) and B() U([1, 1]) are statistically independent random variables. For this process: 2.a) plot two sample realizations x1(t) and x2(t). 2.b) Determine the first-order PDF fX(x;t) associated with it. 2.c) Determine the mean x(t) and variance 2 x (t). 2.d) Determine the autocorrelation Rxx(t1, t2) and the auto-covariance Cxx(t1, t2) associated with it.