3.8 The WSS random process X(1) has autocorrelation function Rx(1) = 2 exp(-1).

(a) What is the value of E[X(t+1)-X(t-1)]²?

(b) If X(t) is also Gaussian with zero mean, find P(X²(1) > 1) in terms of the standard Gaussian distribution function defined by

√exp(-u²/2)du.

D(x) =