So might be a silly question, but if I have $ X(t) $ a strict sense stationary process and $ h(t) $ is a Gaussian density function with mean zero, then can we guarantee the convolution process $ (X*h)(t) $ to be strictly stationary? For wide sense stationary I know it to hold but for strict stationary I need help here.
2026-03-26 22:51:41.1774565501
Is convolution with Gaussian distribution a stationary process
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