R
rajeev
Member
Hello....
In the definition of General Random walk it is said to have stationary independent increments.......it is obvious that the increments are
independent......but what does stationarity means here.......do we need
to consider X(t+u)-X(t) for all t and u at the same time and try to prove that
they form a stationary process or do we have to fix the length u = 1 in which
case we get the dicrete white noise as a single step increments (which is stationary)
In the definition of General Random walk it is said to have stationary independent increments.......it is obvious that the increments are
independent......but what does stationarity means here.......do we need
to consider X(t+u)-X(t) for all t and u at the same time and try to prove that
they form a stationary process or do we have to fix the length u = 1 in which
case we get the dicrete white noise as a single step increments (which is stationary)