# Let X and Y are statistically independent Gaussian-distributed

# Let X and Y are statistically independent Gaussian-distributed

Let X and Y are statistically independent Gaussian-distributed random variables, each with zero mean and unit variance. Define the Gaussian process Z (t) = Z cos (2pt) + Y sin (2pt)

(a) Determine the joint probability density function of the random variables Z (t1) and Z (i2) obtained by observing Z (t) at times t= and t2 respectively.

(b) Is the process Z (t) stationary? Why?