Property 10: If there are two random processes X (t) and Y (t) such that Z (t) = X (t) + Y (t), then, R(x + Y) (X + Y) (t) = Rxx (t) + Ryy (t) + Rxy (t) + Ryx (t)

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Prove the following property

Property 10: If there are two random processes X (t) and Y (t) such that
Z (t) = X (t) +Y (t), then,
Rx + Y) (X + Y) (t) = Rxx (t) + Ryy (t) + Rxy (t) + Ryx (t)
Transcribed Image Text:Property 10: If there are two random processes X (t) and Y (t) such that Z (t) = X (t) +Y (t), then, Rx + Y) (X + Y) (t) = Rxx (t) + Ryy (t) + Rxy (t) + Ryx (t)
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