1. A stochastic process {X(t), t > 0} has the one-dimensional distribution Is this process weakly stationary? 2. The one-dimensional distribution of the stochastic process {X(t), t > 0} is With μ > 0,...


1. A stochastic process {X(t), t > 0} has the one-dimensional distribution


Is this process weakly stationary?


2. The one-dimensional distribution of the stochastic process {X(t), t > 0} is


With μ > 0, σ > 0; x ∈ (−∞ + ∞).


Determine its trend function m(t) and, for μ = 2 and σ = 0.5, sketch the functions



May 06, 2022
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