Stationarity means, for every $B$, $$P((X_n)_{n\geqslant0}\in B)=P((X_{n+1})_{n\geqslant0}\in B)$$ Identical distribution means, for every $n$, $$P(X_0\in B)=P(X_n\in B)$$
What would be an example of identically distributed process, not stationary?
2026-05-17 00:00:01.1778976001
Example of identically distributed process, not stationary
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