suppose act ) ( wide sense stationary ) T process and $ = zuidt . Find es and by - T according the statistical characteristics of was xit ) . the probability 4 . Given a random variable a with density flo) and a random variable a as the uniform in the interval ( - 7, + #) where wip (two R.VS w and p are independent) Suppose the stochastic process, xu)=a cos(at+p). a) show that act) is was with zero mean and autocorrelation equal R(D) = a E (Goswz) j(wt +p) b) show that z()= de is also a wss