Exponentials depending on the random variable

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Reference no: EM1321075

Question: The process X(t) = eat is a family of exponentials depending on the random variable a. Express the mean η(t), the autocorrelation R(t1, t2), & the first-order density f(X, t) of X(t) in terms of the density fa(a) of a.

Reference no: EM1321075

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