15.1.8 Theory of random processes

Problem: The characteristics of the random process \( X(t) \) are known: \( m_{X}(t)=2 t^{2}-1, R_{X}\left(t_{1}, t_{2}\right)=2 e^{-3 t_{1}-t_{2}} \). Find the expected value and the dispersion of the process \( Y(t)=\frac{d X(t)}{d t}-2 \).