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Suppose (Xt)teN is a discrete time stochastic process Xn = 091 H Xn-1+ Zn where Xo ~N(0, 4.5) is independent of iid random variables Z;

Suppose (Xt)teN is a discrete time stochastic process Xn = 091 H Xn-1+ Zn where Xo ~N(0, 4.5) is independent of iid random variables Z; ~ N(0, 4)

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