Var[Y(t)] = Var[X(t)] * (1 / (2 * pi) ) * ∫|H(jω)|^2 dω = 1/2
Here is a longer list of problems and solutions: Var[Y(t)] = Var[X(t)] * (1 / (2 *
where Q(x) is the Q-function and Φ(x) is the cumulative distribution function of the standard Gaussian distribution. Var[Y(t)] = Var[X(t)] * (1 / (2 *