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Mean and autocorelation

  1. May 19, 2012 #1
    1. The problem statement, all variables and given/known data
    Let V₁,V₂,r be independant random variables where V₁,V₂ are gausian with the same distribution and r is uniformly distributed in [0,1] and


    a)find the mean of this process:
    b) find the autocorelation function of this process

    2. Relevant equations

    3. The attempt at a solution
    a) EX(t)=E[V₁I(r<t)+V₂I(r≥t)] by independance of V₁,r and V₂,r
    =EV₁∗E I(r<t)+EV₁EI(r≥t)=

    b) i am stuck on this bit:
  2. jcsd
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