We are given that X(t) and Y(t) are uncorrelated jointly wide sense stationary Gaussian random process with autocorrelation functions Rx(T) and Ry(T), where Rx (T) = 10 for |t| $ 1 and Otherwise RY (T ) = = 8(T). a) Are X(t) and Y(t) independent random process? Why or why not? b) Is X(t) strict sense stationary? Why or why not? c) Find the cross correlation between X(t) and Y(t), that is Rxy(T). d) Find the power spectral density of Y(t), that is Syy (jw)