About stationary and ws-stationary stochastical processes
I have started few days ago studying stochastical processes, and I'm trying to do and exercise that has me stuck.
Is the following:
If is a mean square differentiable wide-sense stationary stochastical process then the processes and are orthogonal.
If is a twice mean square differentiable, stationary and Gaussian stochastical process, such that
, then is independent of but not independent of
My teacher told me to use the formula: , where , but it seems to get me nowhere...
Thanks a lot for any help.(Nod)