The co-variance function, Cx(τ) of a stationary stochastic

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The co-variance function, C_x(τ) of a stationary stochastic process, x(t), is said to be positive definite. This means that—

1. C_x (τ) ≥ 0 for all τ
2. ∫^∞_{– ∞} C_x(τ )dτ ≥ 0
3. ∫^∞_{– ∞} C_x(τ) ex(– jωτ)dτ ≥ 0
4. C_x(0) ≥ 0

Correct Option: C

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