Example 5: For the random process X (t) = A cos w t + B sin ot, where A and B are random variables with E [A] = E [B] = 0, E [A?] = E [B?] > 0 and E [AB] = 0, prove that the process is mean-ergodic. %3D %3D

Linear Algebra: A Modern Introduction
4th Edition
ISBN:9781285463247
Author:David Poole
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Chapter4: Eigenvalues And Eigenvectors
Section4.6: Applications And The Perron-frobenius Theorem
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Example 5: For the random process X (t) = A cos wt+ B sin wt, where A and B are
random variables with E [A] = E [B] = 0, E [A²] = E [B²] > 0 and E [AB] = 0, prove that
the process is mean-ergodic.
%3D
%3D
Transcribed Image Text:Example 5: For the random process X (t) = A cos wt+ B sin wt, where A and B are random variables with E [A] = E [B] = 0, E [A²] = E [B²] > 0 and E [AB] = 0, prove that the process is mean-ergodic. %3D %3D
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