Let X(t) = A(t) sin(ωt + Φ), where A(t) and Φ are independent, nonnegative random variables for all t, and let Φ be uniformly distributed over [0, 2π].
Verify: If {A(t), t ∈ (−∞, +∞)} is a weakly stationary process, then the stochastic process {X(t), t ∈ (−∞, +∞)} is also weakly stationary.
Already registered? Login
Not Account? Sign up
Enter your email address to reset your password
Back to Login? Click here