Consider the pair of integrals- show that the two random
Consider the pair of integrals
where X(t) is a Gaussian process and h1(t) and h2(t) are two different weighting functions.
Show that the two random variables Y1 and Y2, resulting from the integrations, are jointly Gaussian.
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consider the pair of integralswhere xt is a gaussian process and h1t and h2t are two different weighting functionsshow
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