SI&DA - Properties of the Covariance Matrix of SPs

Suppose that: $X(t)$ and $Y(t)$ are joint stationary processes, then:

1. $R_x(\tau )=R_x^T(-\tau )$
2. $R_x(0)$ has positive elements on the diagonal.

4. $R_{xy}(\tau )=R_{xy}^T(-\tau )$