Second order stationary random process

1. What is an example of a stationary method?
2. What is stationary random process?
3. Is random walk a stationary process?
4. What is second order stationary process?

What is an example of a stationary method?

White noise is the simplest example of a stationary process. An example of a discrete-time stationary process where the sample space is also discrete (so that the random variable may take one of N possible values) is a Bernoulli scheme.

What is stationary random process?

A random process at a given time is a random variable and, in general, the characteristics of this random variable depend on the time at which the random process is sampled. A random process X(t) is said to be stationary or strict-sense stationary if the pdf of any set of samples does not vary with time.

Is random walk a stationary process?

In fact, all random walk processes are non-stationary. Note that not all non-stationary time series are random walks. Additionally, a non-stationary time series does not have a consistent mean and/or variance over time. A review of the random walk line plot might suggest this to be the case.

What is second order stationary process?

second-order stationarity. [spatial statistics use for geostatistics] In geostatistics, the assumption that a set of data comes from a random process with a constant mean, and spatial covariance that depends only on the distance and direction separating any two locations.