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Plot a sample path as a function of time t

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Reference no: EM132858082

Let X(t) = At+B be a random process, where A and B are random variables with means mA and me and variances Var[A] = O'A and Var[B] = O'8, respectively. Also let us assume that the correlation between A and B is p.

a) Plot a sample path as a function of time t.

b) Find the autocorrelation function Rx(1, (2).

c) Find the autocovariance function Cx(1,(2).

Reference no: EM132858082

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