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Stationary sequence : ウィキペディア英語版 | Stationary sequence In probability theory – specifically in the theory of stochastic processes, a stationary sequence is a random sequence whose joint probability distribution is invariant over time. If a random sequence ''X'' ''j'' is stationary then the following holds: : where ''F'' is the joint cumulative distribution function of the random variables in the subscript. If a sequence is stationary then it is wide-sense stationary. If a sequence is stationary then it has a constant mean (which may not be finite): : ==See also==
*Stationary process
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