Stationarity (Stochastic Process) Natural & Formal Sciences Dictionary Definition A property of a stochastic process whose finite-dimensional distributions are invariant under time shifts: for all t and all finite index tuples, the joint law of (X_{t+t1},…,X_{t+tk}) does not depend on t.
Stationarity (Stochastic Process) Natural & Formal Sciences Dictionary Definition A property of a stochastic process whose finite-dimensional distributions are invariant under time shifts: for all t and all finite index tuples, the joint law of (X_{t+t1},…,X_{t+tk}) does not depend on t.