Howtosignalprocessing
- What is a stationary random process?
- How do you know if a random process is stationary?
- What are the types of stationary process?
What is a stationary random process?
A random process is called stationary if its statistical properties do not change over time. For example, ideally, a lottery machine is stationary in that the properties of its random number generator are not a function of when the machine is activated.
How do you know if a random process is stationary?
Intuitively, a random process X(t),t∈J is stationary if its statistical properties do not change by time. For example, for a stationary process, X(t) and X(t+Δ) have the same probability distributions. In particular, we have FX(t)(x)=FX(t+Δ)(x), for all t,t+Δ∈J.
What are the types of stationary process?
Types of Stationary
First-order stationarity series have means that never changes with time. Any other statistics (like variance) can change. Second-order stationarity (also called weak stationarity) time series have a constant mean, variance and an autocovariance that doesn't change with time.
