For the time delayed ramp process X(t) from Problem 10.3.1, find for any t ≥ 0
(a) The expected value function µX (t)
(b) The autocovariance function CX (t,τ).
Problem 10.3.1
Let W be an exponential random variable with PDF
Find the CDF FX(t)(x) of the time delayed ramp process X(t) = t - W.