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In: Statistics and Probability

X(t)=Atan(wt)+Bcot(wt) and Y(t)=Btan(wt)+Acot(wt) both are random process, w is a constant, A and B are zero-mean...

X(t)=Atan(wt)+Bcot(wt) and Y(t)=Btan(wt)+Acot(wt) both are random process, w is a constant, A and B are zero-mean and variance of A and B is σ ^2, they are independent random variables,

a-) find autocorrelation function of X(t) and Y(t)

b-) find the cross correlation function of X(t) and Y(t)

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