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The gaussian function, an exponential function with a negative square of the argument in the exponent, is interesting in signal processing because the Fourier Transform of a gaussian function is also a gaussian function.
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Is $A\cos(\omega t+\theta)$ a Gaussian random process?
I'm trying to figure out if $Z(t)$ is a Gaussian random process and whether it is strict sense stationary. … It is easy to see that it is WSS, but I can't figure out about the SSS and whether it is a Gaussian process. …