A random process has sample functions of the form X(t) = Acos(wt+Θ) where w is constant, A is a random variable that has a magnitude of +1 and −1 with equal probability, and Θ is a random variable that is uniformly distributed between 0 and 2π. Assume that the random variables A and Θ are independent. 1. Is X(t) a wide-sense stationary process?