Stationary process: Difference between revisions
From Glossary of Meteorology
imported>Perlwikibot (Created page with " {{TermHeader}} {{TermSearch}} <div class="termentry"> <div class="term"> == stationary process == </div> <div class="definition"><div class="short_definition">A [[stoc...") |
imported>Perlwikibot No edit summary |
||
| Line 9: | Line 9: | ||
</div> | </div> | ||
<div class="definition"><div class="short_definition">A [[stochastic process]], ''X''(''t''), with properties that do not change over time or space.</div><br/> <div class="paragraph">This means that the marginal distributions of the [[variate]] (its mean, [[variances]], and similar characteristics) are time independent. Furthermore, the joint distribution of the values of the process at two (or more) times, ''X''(''t'') and ''X''(''s''), can only depend on the time difference(s), ''t'' | <div class="definition"><div class="short_definition">A [[stochastic process]], ''X''(''t''), with properties that do not change over time or space.</div><br/> <div class="paragraph">This means that the marginal distributions of the [[variate]] (its mean, [[variances]], and similar characteristics) are time independent. Furthermore, the joint distribution of the values of the process at two (or more) times, ''X''(''t'') and ''X''(''s''), can only depend on the time difference(s), ''t'' - ''s''.</div><br/> </div> | ||
</div> | </div> | ||
Latest revision as of 15:12, 20 February 2012
stationary process
A stochastic process, X(t), with properties that do not change over time or space.
This means that the marginal distributions of the variate (its mean, variances, and similar characteristics) are time independent. Furthermore, the joint distribution of the values of the process at two (or more) times, X(t) and X(s), can only depend on the time difference(s), t - s.
