I can show that a process $X(t)$ is Wide Sense stationary (WSS) by showing that $E[X(t)]$ is constant and that its autocorrelation function is in function of $\tau=t_1-t_2$, that is, $R_X(t+\tau,t)=R_X(\tau)$.
My question is:
If $E[X(t)]$ is constant and $R_X(t+\tau,t)=0$ can I say the process is WSS? What does $R_X(t+\tau,t)=0$ mean? Can I say $R_X(t+\tau,t)=0=R_X(\tau)$ and therefore is WSS?