Let 
be a sequence of IID zero-mean Gaussian random variables with variance 
a) Write a MATLAB program to generate the process
(b) Estimate the mean function of this process by generating a large number of realizations of the random process and computing the sample mean.
(c) Compute the time-averaged mean of the process from a single realization. Does this seem to give the same result as the ensemble mean estimated in part (b)?