Question
For any random process $$X_{t}$$, the Autocorrelation at time instants $$t_{1}$$ and $$t_{2}$$ is: [...]

$$\displaystyle\mathbf{E}[X_{t_{1}}X_{t_{2}}]=\int_{\Omega}X_{t_{1}}(\alpha)X_{t_{2}}(\alpha)P(d\alpha)=\int_{\mathbb{R}^{2}}x_{1}x_{2}\mu_{t_{1}t_{2}}(dx_{1}\times dx_{2})$$

where $$\mu_{t_{1}t_{2}}(dx_{1}\times dx_{2})$$ is a joint probability distribution.

Question
For any random process $$X_{t}$$, the Autocorrelation at time instants $$t_{1}$$ and $$t_{2}$$ is: [...]
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Question
For any random process $$X_{t}$$, the Autocorrelation at time instants $$t_{1}$$ and $$t_{2}$$ is: [...]

$$\displaystyle\mathbf{E}[X_{t_{1}}X_{t_{2}}]=\int_{\Omega}X_{t_{1}}(\alpha)X_{t_{2}}(\alpha)P(d\alpha)=\int_{\mathbb{R}^{2}}x_{1}x_{2}\mu_{t_{1}t_{2}}(dx_{1}\times dx_{2})$$

where $$\mu_{t_{1}t_{2}}(dx_{1}\times dx_{2})$$ is a joint probability distribution.

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For any random process $$X_{t}$$, the Autocorrelation at time instants $$t_{1}$$ and $$t_{2}$$ is: $$\displaystyle\mathbf{E}[X_{t_{1}}X_{t_{2}}]=\int_{\Omega}X_{t_{1}}(\alpha)X_{t_{2}}(\alpha)P(d\alpha)=\int_{\mathbb{R}^{2}}x_{1}x_{2}\mu_{t_{1}t_{2}}(dx_{1}\times dx_{2})$$ where $$\mu_{t_{1}t_{2}}(dx_{1}\times dx_{2})$$ is a joint probability distribution.

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