Im studying old exams and came across this one
a. Find a (discrete time or continuous time) random process that is wide-sense stationary (WSS) but not strict-sense stationary.
b. Also, is it possible for a strict-sense stationary random process not to be wide-sense stationary?
a. A sequence of uncorrelated random variables with common expected values and common variances constitute a WSS discrete time process, but is not strict-sense stationary if the random variables are not identically distributed.
b. A seqeunce of independent identically distributed random variables with infinite variances constitute a strict-sense stationary discrete time process that is not WSS.
a. Can anyone give a simple example of such a process?
b. Our course litterature says WSS processes are always strict-sense stationary?!?