From AMS Glossary
Revision as of 18:03, 25 April 2012 by Perlwikibot
(Also called stationary Gaussian process, stationary Gaussian time series.) A stationary time series in which the joint probability distribution of any sequence of values, x(t1), x(t2), . . ., x(tn), is a multivariate normal distribution, or a stationary random process that is completely determined by its spectrum or autocorrelation function.