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Suppose B(t) is a standard Brownian motion (2 = 1). What are the mean and autocorrelation functions for the derived random process X (t) =
Suppose B(t) is a standard Brownian motion (2 = 1). What are the mean and autocorrelation functions for the derived random process X (t) = B'(t)? You might find it useful to know that the 4th moment of N(0, o?) is 304
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