Stationary sequence
id:
stationary-sequence-295-15691651
title:
Stationary sequence
text:
In probability theory – specifically in the theory of stochastic processes, a stationary sequence is a random sequence whose joint probability distribution is invariant over time. If a random sequence X j is stationary then the following holds: where F is the joint cumulative distribution function of the random variables in the subscript. If a sequence is stationary then it is wide-sense stationary. If a sequence is stationary then it has a constant mean:
brand slug:
wiki
category slug:
encyclopedia
description:
Random sequence whose joint probability distribution is invariant over time
original url:
https://en.wikipedia.org/wiki/Stationary_sequence
date created:
date modified:
2024-03-13T03:43:16Z
main entity:
{"identifier":"Q7604346","url":"https://www.wikidata.org/entity/Q7604346"}
image:
fields total:
13
integrity:
14