Question: 6.1) A stochastic process {X(t), t > 0} has the one-dimensional distribution {Fr(x) = P(XD) 0}. Is this process weakly stationary

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

distribution {Fr(x) = P(XD) 0}. Is this process weakly stationary

6.1) A stochastic process {X(t), t > 0} has the one-dimensional distribution {Fr(x) = P(XD) 0}. Is this process weakly stationary

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