Define the complex-valued stochastic process where Cl is a complex-valued RV such that and fl is a fixed real-valued constant such that Show that, whereas {Wt} must be a stationary process if...

Define the complex-valued stochastic process

where C_l
is a complex-valued RV such that

and fl is a fixed real-valued constant such that

Show that, whereas {Wt} must be a stationary process if the Cl RVs are uncorrelated, {Wt} need not be so if these RVs are correlated.