Homogeneity:
A stochastic process is defined as homogeneous if the following holds:
The probability , do NOT depend on and , but they depend only on the difference:

Search
Jul 31, 20241 min read
A stochastic process is defined as homogeneous if the following holds:
P(X(s′+Δ)=x′∣X(s+Δ)=x)==P(X(s′)=x′∣X(s)=x)⇒ The probability P(X(s′)=x′∣X(s=x), do NOT depend on s and s′, but they depend only on the difference: t=s′−s
