The sequences s[n], x[n], and w[n] are sample sequences of wide-sense stationary random processes where
s[n] = x[n]w[n].
The sequences x[n] and w[n] are zero-mean and statistically independent. The autocorrelation function of w[n] is
and the variance of x[n] is σ2w.
Show that s[n] is white, with variance σ2xσ2w.
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