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 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)