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The theory of (wide sense) stationary stochastic sequences describes second-order random variables ξ( m), \(m \in \mathbb {Z}\) , such that the mean value a = E ξ( m) and the covariance function γ( h) = Cov( ξ( m), ξ( m + h)) = E( ξ( m) ξ( m + h)) are finite and do not depend on m.

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Stationary Increments

  • 工具书词条

  • 发表日期：

    2025年

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  • Maksym Luz,
  • Mikhail P. Moklyachuk

摘要

The theory of (wide sense) stationary stochastic sequences describes second-order random variables ξ( m), \(m \in \mathbb {Z}\) , such that the mean value a = E ξ( m) and the covariance function γ( h) = Cov( ξ( m), ξ( m + h)) = E( ξ( m) ξ( m + h)) are finite and do not depend on m.