Define the random process {Xt} by Xt = et + θ et−1. Show this process is weakly stationary.
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Define the random process {Xt} by Xt = et + θ et−1.
Show this process is weakly stationary.
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- Suppose Xn is an IID Gaussian process, withµX[n]=1, and σ2 X[n]=1Now, another stochastic process Yn = Xn − Xn−1. Please find:(a) The mean µY (n).(b) The variance σ2Y (n).(c) The auto-correlation RY (n, k)Assume that the variables Y1, Y2,... in a compound Poisson process have Bernoulli distribution with parameter p . Show that the process reduces to the Poisson process of parameter λp.Give the resulting rate when two independent Poisson processes with rates λ1=2.546 and λ2=3.326 are merged. What is the exact rate?
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