00:01
I know in this question, we look at a gaussian random process, with an auto -corrence function given by this.
00:07
So you ask you find joint pdf of xt and xt plus a, right? now, you know, xt and xt plus a is according to the gaussian process, they are impending, right? so the joint probability density function, of course, is simply given by the product of fxt times fxt plus fxt plus a's, right.
00:30
So that would be the, that would be just the distribution function, right? and so the pgf is just given by this, the product of this.
00:39
And you know for this, it's going to be, you know, according to gossip prices, process is simply given by, i think, a square root of 2 pi sigma, right? sigma is the standard deviation and times 1 minus x squared t, right, divided by 2 sigma square times.
00:56
Of course, for this, it's also 2 pi, sigma times 1 minus x squared t plus s over sigma squared, right? so the only thing we need to know is the sigma, right? now you can find a sigma from this equation, from the all -degree function...