Let e 0 ,e 1 ,... be a sequence of independent, identically distributed random variables with mean m and variance   be the stochastic process defined by   Compute the mean   and the covariance...

Let e₀,e₁,... be a sequence of independent, identically distributed random variables with mean m and variance
  be the stochastic process defined by
  Compute the mean
  and the covariance function

   that
  is weakly stationary.