【正确答案】命题似与切比雪夫不等式相关联．因X(t)是平稳过程，故有
   E[X(t)]=μ_X(常数)，
   E[X(t)X(t+τ)]=R_X(τ)，
   E[X²(t)]=E[X²(t+τ)]=R_X(0)．
   记Y(t)=X(t+τ)-X(t)，即有
   E[Y(t)]=E[X(t+τ)]-E[X(t)]=μ_X-μ_X=0，
   D[Y(t)]=E[Y²(t)]=E{[X(t+τ)-X(t)]²}
   =E[X²(t+τ)]-2E[X(t)X(t+τ)]+E[X²(t)]
   =2[R_X(0)-R_X(τ)]．
   对Y(t)=X(t+τ)-X(t)引用切比雪夫不等式，即有
   P{|X(t+τ)-X(t)|≥a}≤2[R_X(0)-R_X(τ)]/a²。a＞0．