any alternative ways of proving stationarity of random process or disproving it?

From: kiki (lunaliu3_at_yahoo.com)
Date: 11/20/04


Date: Sat, 20 Nov 2004 00:28:41 -0800

Hi all,

I have a random sequence, and I have checked

their first order PDF, f(1), f(2), f(3) ... they are all the same
distribution...

I have also checked the 2nd order joint distribution,

f(1, 2) and f(2, 3), f(3, 4), ... etc. they are also the same
distribution...

I have also checked E(t) and E(1, 2) and E(2, 3), etc. they are still the
constant...

I cannot always keep checking these things... right?

Are there any other way of proving stationarity or disproving it?

Thanks a lot



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