Let X(t) = A sin(ωt + Φ), where A and Φ are independent, nonnegative random variables with Φ being uniformly distributed over [0, 2π] and E(A 2 ) (1) Determine trend-, covariance- and correlation...

Let X(t) = A sin(ωt + Φ), where A and Φ are independent, nonnegative random variables with Φ being uniformly distributed over [0, 2π] and E(A²)

(1) Determine trend-, covariance- and correlation function of {X(t), t ∈ (−∞, +∞)}.

(2) Is the stochastic process {X(t), t ∈ (−∞, +∞)} weakly and/or strongly stationary?