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Lecture
Are you an EPFL student looking for a semester project?
Work with us on data science and visualisation projects, and deploy your project as an app on top of Graph Search.
This lecture covers the concept of stationarity in continuous-time stochastic processes, including definitions of wide-sense stationarity (WSS) and strict-sense stationarity (SSS), properties of autocorrelation and cross-correlation functions, and conditions for stationarity. It also discusses the relationship between stationarity and the mean and autocovariance functions, providing examples to illustrate the theoretical concepts.