Stochastic Processes I - MIT OpenCourseWare

← Back to document page

Lecture 5 : Stochastic Processes I 1 Stochastic process ... (Stationary) For all h 1 and k 0, the distribution of X k+h X k is the same as the distribution of X h. Proof. The proofs are straightforward and are left as an exercise. Note ... [4]). The lesson to learn is ...

  Processes, Lesson, Mit opencourseware, Opencourseware, Stationary, Stochastic, Stochastic processes