(Solved): 8.2-1 Show that for a wide-sense stationary process x(t), (a) Rx(0) |Rx( )| = 0 Hint: (x1 ...
8.2-1 Show that for a wide-sense stationary process x(t), (a) Rx(0) ≥ |Rx(τ )| τ = 0 Hint: (x1 ±x2)2 = x2 1 +x2 2 ±2x1x2 ≥ 0. Let x1 = x(t1) and x2 = x(t2). (b) lim τ→∞Rx(τ ) = ¯x2 Hint: As τ → ∞, x1 and x2 tend to become independent.