34. Let {X(t), denote the power spectral density of the process. (i) Show that R(w) >...

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34. Let {X(t), −∞ denote the power spectral density of the process.

(i) Show that R(w) > = R( > −w). It can be shown that R(s) = 1 2π

 ∞

−∞

R(w)e > iws dw

(ii) Use the preceding to show that

 ∞

−∞

R(w)dw > = 2πE[X2(t)]

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