Stationary sequence
In probability theory - specifically in the theory of stochastic processes, a stationary sequence is a random sequence whose joint probability distribution is invariant over time. If a random sequence X j is stationary then the following holds:
where F is the joint cumulative distribution function of the random variables in the subscript.
If a sequence is stationary then it is wide-sense stationary.
If a sequence is stationary then it has a constant mean :
