Let X(t) be a WSS random process. Show that for any a > 0, we have P{|X(t +T)= X(t)| > a} < 2Rx(0) - 2Rx(T) 0²

Linear Algebra: A Modern Introduction
4th Edition
ISBN:9781285463247
Author:David Poole
Publisher:David Poole
Chapter3: Matrices
Section3.7: Applications
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Let X(t) be a WSS random process. Show that for any a > 0, we have
P{|X(t +T) - X(t)| > a}
2Rx (0) - 2Rx (T)
a²
Transcribed Image Text:Let X(t) be a WSS random process. Show that for any a > 0, we have P{|X(t +T) - X(t)| > a} 2Rx (0) - 2Rx (T) a²
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