4. Given a random variable w with den sity F(w) and a random variable p as the umiform im the interval (-71, +71) where wlP (two w and p are independent) R.V.S Suppose the stochastic process, xt) =a...

Extracted text: 4. Given a random variable w with den sity F(w) and a random variable p as the umiform im the interval (-71, +71) where wlP (two w and p are independent) R.V.S Suppose the stochastic process, xt) =a Cos (wt+P). meam a) show that xlt) is wss with zero and auto correlation equal R(E) = E (Coswr) j(wt+P) b) show that zt)=aé is also a Wss.