autocovariance and power spectral density

bhumi

New Member
#1
I need to find the solution to this question, could someone help?

Consider the stochastic process {Xt;t ∈ Z}.
Let fX(λ) = |1 +1/3 eiλ|2 be the spectral density function and RX (t) be the
autocovariance function of {Xt; t ∈ Z}. What is the value of RX(1).