Stationary process

From Glossary of Meteorology



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.


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