Stationary sequence
Random sequence whose joint probability distribution is invariant over time / From Wikipedia, the free encyclopedia
In probability theory – specifically in the theory of stochastic processes, a stationary sequence is a random sequence whose joint probability distribution is invariant over time. If a random sequence X j is stationary then the following holds:
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where F is the joint cumulative distribution function of the random variables in the subscript.
If a sequence is stationary then it is wide-sense stationary.
If a sequence is stationary then it has a constant mean (which may not be finite):