are G, G and U realised once or are they random processes G(t) G'(t) and U(t)?
G ,G′ and U are independant random variables. G and G′ are iid gausian and U is uniform [0,1].
If we have a random process Y(t) such trhat Y(t)=G if t>u
G′ if t≤u
Find the mean and autocorelation of the process Y(t)
The mean I can find, i am getting the wrong answer for the autocorelation, it is tricky because U is a random variable