It is given that R,(t) = e¯lt' for a certain stationary Gaussian random process (X(1)}. Find the joint pdf of the RVs X(t), X(t + 1), X(t + 2).

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It is given that R,(t) = e¯\t' for a certain stationary Gaussian random process
{X(t)}. Find the joint pdf of the RVs X(t), X(t + 1), X(t + 2).
Transcribed Image Text:It is given that R,(t) = e¯\t' for a certain stationary Gaussian random process {X(t)}. Find the joint pdf of the RVs X(t), X(t + 1), X(t + 2).
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