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Definition of Stationary stochastic process
1. Noun. A stochastic process in which the distribution of the random variables is the same for any value of the variable parameter.
Lexicographical Neighbors of Stationary Stochastic Process
Literary usage of Stationary stochastic process
Below you will find example usage of this term as found in modern and/or classical literature:
1. Statistics and Science: A Festschrift for Terry Speed by Darlene Renee Goldstein, T. P. Speed (2003)
"A consequence of the random hypothesis is that the output, seismic traces, is a
zero mean stationary stochastic process whose second order statistical ..."
2. Geometry and Identification: Proceedings of Apsm Workshop on System Geometry by Peter E. Caines, Robert Hermann (1983)
"Michel Gevers and Vincent Wertz ABSTRACT. When identifying a (state-space or
ARMA) model for a multivariate stationary stochastic process using a ..."
3. An Introduction to Continuity, Extrema, and Related Topics for General by Robert J. Adler (1990)
"... it should not be confused with the usual spectral measure of a stationary
stochastic process. ^-radial processes provide an interesting generalisation ..."
4. Balancing Agricultural Development and Deforestation in the Brazilian Amazon by Andrea Cattaneo (2002)
"A Markov process is one that describes a stationary stochastic process with
discrete, identifiable states, where the future state of the system depends only ..."
5. Selected Proceedings of the Sheffield Symposium on Applied Probability by Ishwar V. Basawa, Robert Lee Taylor (1991)
"... (t,dx) <~ (4.13) s that is a stationary stochastic process, such that le} = l.
(4.14) The wandering motion of a coherent distribution can be described ..."
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