Xt and yt are independent wide sense stationary processes, Basic Statistics

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Xt and yt are independent wide sense stationary processes

X(t) and Y(t) are independent wide sense stationary processes with expected values µX and µY and autocorrelation functions R_X (τ ) and R_Y (τ )respectively. Let W(t) = X(t)Y(t).

(a) Find µ_W and RW (t,τ) and show that W(t) is wide sense stationary.

(b) Are W(t) and X(t) jointly wide sense stationary?

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Basic Statistics: Xt and yt are independent wide sense stationary processes

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Basic Statistics: Xt and yt are independent wide sense stationary processes

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