Determine the autocorrelation function


Response to the following problem:

Let X(t) be a stationary real normal process with zero mean. Let a new process Y (t) be defined by Y(t) = X2(t) .

Determine the autocorrelation function of Y (t) in terms of the autocorrelation function of X(t).

Make sure you use enough details to support your answer.

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Basic Statistics: Determine the autocorrelation function
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