Independent wide sense stationary processes with expected

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X(t) and Y(t) are independent wide sense stationary processes with expected values µX and µY and autocorrelation functions RX (τ ) and RY (τ )respectively. Let W(t) = X(t)Y(t).

(a) Find µW and RW (t,τ) and show that W(t) is wide sense stationary.

(b) Are W(t) and X(t) jointly wide sense stationary?

Reference no: EM131083649

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