A stochastic process ({X(t), t>0}) has the one-dimensional distribution [left{F_{t}(x)=P(X(t) leq x)=1-e^{-(x / t)^{2}}, x geq 0,

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A stochastic process $\{X(t), t>0\}$ has the one-dimensional distribution

\[\left\{F_{t}(x)=P(X(t) \leq x)=1-e^{-(x / t)^{2}}, x \geq 0, t>0\right\}\]

Is this process weakly stationary?

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Applied Probability And Stochastic Processes

ISBN: 9780367658496

2nd Edition

Authors: Frank Beichelt

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Question Posted: Apr 26, 2024 04:00 PM

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A stochastic process ({X(t), t>0}) has the one-dimensional distribution [left{F_{t}(x)=P(X(t) leq x)=1-e^{-(x / t)^{2}}, x geq 0,

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Applied Probability And Stochastic Processes

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