
15.1.19 Theory of random processes
Problem:
Find the expected values, correlation function and the dispersion of the random process \( X(t)=X \cdot \cos 5 t+X \cdot e^{-t^{2}}-1 \) where \( X \) is a random variable with the characteristics \( m_{X}=4,5, D_{X}=0,2 \).