ECE 534 RANDOM PROCESSES FALL 2007
PROBLEM SET 4 Due October 17, 2007
Please visit the course website: http://courses.ece.uiuc.edu/ece534/fall07/index.html
4. Random Processes
Assigned reading: Chapter 4 of the course notes.
Problems to be handed in:
4.1, 4.3, 4.7, 4.11, 4.13, 4.15, 4.17, 4.21, 4.23, and 4.25 from the course notes.
•Hint for Problem 4.11: Here are the answers: (a) False, (b) True, (c) False, (d) True, (e)
False, (f) False, (g) False, (h) False. If the answer is True, give a justification. If not, give a
simple counter example.
•Hint for Problem 4.15 (d): Argue that Z is a Gaussian process. Then, show that it has the
same autocorrelation function as W.
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