Prove that every continuous function m(t) that satisfies is of the form Suppose that the stationary process has the covariance function Find its spectral density. Determine the corresponding...

Prove that every continuous function m(t) that satisfies

is of the form

Suppose that the stationary process

has the covariance function

Find its spectral density.

Determine the corresponding spectral densities to the following covariance functions of stationary processes in continuous time: