List questions from stationary-processes

Published on 22 Mar 2026 - 10:40

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Is the series $X_j = Z_0 \cos(c j)$ stationary?

Published on 25 Mar 2026 - 4:40

23

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$z_{n+1} = u_{n} * z_{n} + v_{n}$ stationary?

Published on 22 Mar 2026 - 12:28

43

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If $\{X_t\}_{t \geq 0}$ is stationary, $E f(X_t) < \infty$ for a continuous function $f$, is $\{f(X_t)\}_{t\geq 0}$ stationary?

Published on 03 Jun 2018 - 11:05

53

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Is the process,repeated tosses of a fair die,WSS?

Published on 25 Mar 2026 - 9:32

880

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Strict Stationary process proof

Published on 22 Mar 2026 - 2:53

477

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What does the "increment" mean in stationary increments

Published on 22 Mar 2026 - 20:03

62

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Why does $C(s,t)=\min(s,t)$ mean it is not the wide - sense stationary?

Published on 19 Mar 2026 - 11:49

35

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Why is $\sum_{i<j}^n \mathbb{P}[X_i > \alpha, X_j > \alpha] \leq n \sum_{j=2}^n \mathbb{P}[X_1 > \alpha, X_j > \alpha]$?

Published on 30 Jun 2018 - 10:35

173

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The Covariance of a Homogeneous Irreducible Aperiodic Markov Chain

Published on 25 Mar 2026 - 9:29

34

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Strict stationarity of a process defined as the product of lags of another process

Published on 20 Jul 2018 - 18:34

229

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Biased random walk

Published on 25 Mar 2026 - 14:19

1.4k

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Is an AR(p)-process a martingale?

Published on 25 Mar 2026 - 11:18

86

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Intuitive Explanation to a random variable concept

Published on 30 Aug 2018 - 14:17

73

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How do they simplify the autocorrelation function?

Published on 25 Mar 2026 - 14:19

List Question

Limit Sup of mean square error of 2 Gaussian process

Is the series $X_j = Z_0 \cos(c j)$ stationary?

$z_{n+1} = u_{n} * z_{n} + v_{n}$ stationary?

If $\{X_t\}_{t \geq 0}$ is stationary, $E f(X_t) < \infty$ for a continuous function $f$, is $\{f(X_t)\}_{t\geq 0}$ stationary?

Is the process,repeated tosses of a fair die,WSS?

Strict Stationary process proof

What does the "increment" mean in stationary increments

Why does $C(s,t)=\min(s,t)$ mean it is not the wide - sense stationary?

Why is $\sum_{i<j}^n \mathbb{P}[X_i > \alpha, X_j > \alpha] \leq n \sum_{j=2}^n \mathbb{P}[X_1 > \alpha, X_j > \alpha]$?

The Covariance of a Homogeneous Irreducible Aperiodic Markov Chain

Strict stationarity of a process defined as the product of lags of another process

Biased random walk

Is an AR(p)-process a martingale?

Intuitive Explanation to a random variable concept

How do they simplify the autocorrelation function?

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