Stationary Random Process                                                                                                                    Print this page
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We can also define the joint stationarity of two random processes. Two processes

and are called jointly strict-sense stationary if their joint probability distributions of any order is invariant under the translation of time. A complex random process is called SSS if and are jointly SSS.

Example 1 An iid random process is SSS.

This is because

Example 2 The Poisson process not stationary, because

which varies with time.

 

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