What Solutions Exist for Understanding Random Processes?

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random process

Hello everybody,
Does any of few familier with random numbers?
I have a problem, i cannot resolve...
I just copied paste from the pdf file. Since it won't be displayed here nicly, the .doc file is attached.
I 'll be very thankfull.

Thanks.
 

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What worries me is that I find nothing in that problem that has to do with "random numbers". You have a random process and a number of questions having to do with an "iid", "stationary process", "mean zero process", and "ergodic process". Do you know the definitions of those terms?
 
Dear HallsofIvy,
you are right, I have changed the title for "random process".
I guess this is more correct.
But can you help me with that?
 
Prove $$\int\limits_0^{\sqrt2/4}\frac{1}{\sqrt{x-x^2}}\arcsin\sqrt{\frac{(x-1)\left(x-1+x\sqrt{9-16x}\right)}{1-2x}} \, \mathrm dx = \frac{\pi^2}{8}.$$ Let $$I = \int\limits_0^{\sqrt 2 / 4}\frac{1}{\sqrt{x-x^2}}\arcsin\sqrt{\frac{(x-1)\left(x-1+x\sqrt{9-16x}\right)}{1-2x}} \, \mathrm dx. \tag{1}$$ The representation integral of ##\arcsin## is $$\arcsin u = \int\limits_{0}^{1} \frac{\mathrm dt}{\sqrt{1-t^2}}, \qquad 0 \leqslant u \leqslant 1.$$ Plugging identity above into ##(1)## with ##u...

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