Consider a random process Y(t) defined as Y(t)=X(t)−X(t+τ) where X(t) is stationary non-periodic process and ′τ′ is constant. If RX(τ) is the autocorrelation of random process X(t), then the variance of Y(t) will be

Consider a random process Y(t) defined as Y(t)=X(t)−X(t+τ) where X(

1.	Consider a random process Y(t) defined as Y(t)=X(t)−X(t+τ) where X(t) is stationary non-periodic process and ′τ′ is constant. If RX(τ) is the autocorrelation of random process X(t), then the variance of Y(t) will be
Answer» Consider a random process $Y (t)$ defined as $Y (t) = X (t) - X (t + τ)$ where $X (t)$ is stationary non-periodic process and $^{'} τ^{'}$ is constant. If $R_{X} (τ)$ is the autocorrelation of random process $X (t)$ , then the variance of $Y (t)$ will be