## Definition

### Strictly Stationary Process

A stochastic process , with T being a totally ordered set (which usually denotes time), is **strictly stationary process (SSS) **if its mapping is invariant under time. i.e. For its *n*-dimensional outcome:

where

### Weakly Stationary Process

A stochastic process is **weakly stationary **or **covariance stationary** if its mean function or expectation value remains constant against variation of *T*. Expectation value can be defined formally:

## References

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## 5 thoughts on “Stochastic – Stationary Process Stochastic”