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Q.4. We are given that X(t) and Y(t) are uncorrelated jointly wide sense stationary Gaussian random process with autocorrelation functions Ry(t) and Ry(t), where RX

Q.4. We are given that X(t) and Y(t) are uncorrelated jointly wide sense stationary Gaussian random process with autocorrelation functions Ry(t) and Ry(t), where RX (T) = 1 - IT for |t)

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