Definition of ‘Joint Stationarity’


Properties of the Covariance Matrix of SPs


Definition of ‘Normalized Covariance’


~Examples of SPs.


~Ex.:

SIandDAHomework


Definition of ‘White SP’


Definition of ‘Wiener Process (or Brownian Motion)’


~Ex.:


Definition of ‘Exponentially Correlated SPs’

NOTE: The following graph is not the plot of but of