X = (Y(t))^2 where Y(t) is zero mean Gaussian process and correlation function R_YY = exp(-λ|τ|)
i want to check if X is weakly stationary.So i guess for the first part, i checked if mean is constant
σ^2=R_YY = exp(-λ|0|) = 1
E(X^2) = μ^2+ σ^2 = 1 since μ is zero and σ = 1
I wanted to check if...