Let {X(t); t ϵ R be defined by X(t) = tA for all t ϵ R where A ~ N(0, 1). Show that this is a Gaussian process. Find its mean for each t and find its covariance function. Note: The purpose of this...

Let {X(t); t ϵ R be defined by X(t) = tA for all t ϵ R where A ~ N(0, 1). Show that this is a Gaussian process. Find its mean for each t and find its covariance function. Note: The purpose of this exercise is to show that Gaussian processes can be very degenerate and trivial.