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Suppose that X(n) is a discrete-time process with mean m(n)=3 and autocovariance function R(n1, n2) =...

Suppose that X(n) is a discrete-time process with mean m(n)=3 and autocovariance function R(n1, n2) = 4e−0.2|n2−n1|. Here n = 0, ±1, ±2, .... Determine the mean, the variance and the covariance of the random variables X(5) and X(8). Is the process stationary? Does the process have mean-ergodicity?

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