4. Given a random variable w with density F(w) and a random variable p as the umiform im the interval (-71, +71) where wlP (two w and p are independent) R.V.S Suppose the stochastic process, xt) = a Cos (wt+P). %3D a) show that xlt) Wss with zero mean ond auto correlation equal R(E) = E(Coswe) 2 j(wt+P) b) show that zt)=aë is also Wss.

4. Given a random variable w with density F(w) and a random variable p as the umiform im the interval (-71, +71) where wlP (two w and p are independent) R.V.S Suppose the stochastic process, xt) = a Cos (wt+P). %3D a) show that xlt) Wss with zero mean ond auto correlation equal R(E) = E(Coswe) 2 j(wt+P) b) show that zt)=aë is also Wss.

Database System Concepts

7th Edition

ISBN:9780078022159

Author:Abraham Silberschatz Professor, Henry F. Korth, S. Sudarshan

Publisher:Abraham Silberschatz Professor, Henry F. Korth, S. Sudarshan

Chapter1: Introduction

Section: Chapter Questions

Problem 1PE

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