- #1

hojoon yang

- 9

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Member warned about posting without the homework template

Stochastic process problem!

1. If Xn and Yn are independent stationary process, then Vn= Xn / Yn is wide-sense stationary. (T/F)

2. If Xn and Yn are independent wide sense stationary process, then Wn = Xn / Yn is wide sense stationary (T/F)

I solve this problem like this:

1. E[Vn]=E[Xn/Yn], since independent E[Xn]*E[1/Yn] <- using this theorem E[g(x)*f(y)]=E[g(x)]*E[f(y)]

here, I knew it E[Xn]=μx,E[Yn]=μy, clearly not depend on 'n'

But I'm not sure E[1/yn] is not depend on 'n'

Help me please...

1. If Xn and Yn are independent stationary process, then Vn= Xn / Yn is wide-sense stationary. (T/F)

2. If Xn and Yn are independent wide sense stationary process, then Wn = Xn / Yn is wide sense stationary (T/F)

I solve this problem like this:

1. E[Vn]=E[Xn/Yn], since independent E[Xn]*E[1/Yn] <- using this theorem E[g(x)*f(y)]=E[g(x)]*E[f(y)]

here, I knew it E[Xn]=μx,E[Yn]=μy, clearly not depend on 'n'

But I'm not sure E[1/yn] is not depend on 'n'

Help me please...