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246 ANALYSIS AND PROCESSING OF RANDOM PROCESSES [CHAP 6
6.69. Let %(o) be the Fourier transform of a continuous-time random process X(t). Find the mean of X(o).
Ans. F[px(t)] = px(t)e-jot dt where p,(t) = E[X(t)]
6.70. Let
where E[X(n)] = 0 and E[X(n)X(k)] = an2 6(n - k). Find the mean and the autocorrelation function of
W(a).
