Stationary process
STOCHASTIC PROCESS WHOSE UNCONDITIONAL JOINT PROBABILITY DISTRIBUTION DOES NOT CHANGE WHEN SHIFTED IN TIME
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In mathematics and statistics, a stationary process (or a strict/strictly stationary process or strong/strongly stationary process) is a stochastic process whose unconditional joint probability distribution does not change when shifted in time. Consequently, parameters such as mean and variance also do not change over time.