29 Stationarity, Ergodicity and theAutocorrelation Function
Samopriya Basu and Sugata Sen Roy
![](http://statp10.epgpbooks.inflibnet.ac.in/wp-content/uploads/sites/137/2018/12/15325130679757_et_spts_stationarity_ergodicity_and_the_autocorrelatin_function-04.jpg)
![](http://statp10.epgpbooks.inflibnet.ac.in/wp-content/uploads/sites/137/2018/12/15325130679757_et_spts_stationarity_ergodicity_and_the_autocorrelatin_function-05.jpg)
![](http://statp10.epgpbooks.inflibnet.ac.in/wp-content/uploads/sites/137/2018/12/15325130679757_et_spts_stationarity_ergodicity_and_the_autocorrelatin_function-11.jpg)
![](http://statp10.epgpbooks.inflibnet.ac.in/wp-content/uploads/sites/137/2018/12/15325130679757_et_spts_stationarity_ergodicity_and_the_autocorrelatin_function-16.jpg)
![](http://statp10.epgpbooks.inflibnet.ac.in/wp-content/uploads/sites/137/2018/12/15325130679757_et_spts_stationarity_ergodicity_and_the_autocorrelatin_function-21.jpg)
![](http://statp10.epgpbooks.inflibnet.ac.in/wp-content/uploads/sites/137/2018/12/15325130679757_et_spts_stationarity_ergodicity_and_the_autocorrelatin_function-22.jpg)
![](http://statp10.epgpbooks.inflibnet.ac.in/wp-content/uploads/sites/137/2018/12/15325130679757_et_spts_stationarity_ergodicity_and_the_autocorrelatin_function-24.jpg)
![](http://statp10.epgpbooks.inflibnet.ac.in/wp-content/uploads/sites/137/2018/12/15325130679757_et_spts_stationarity_ergodicity_and_the_autocorrelatin_function-25.jpg)
![](http://statp10.epgpbooks.inflibnet.ac.in/wp-content/uploads/sites/137/2018/12/15325130679757_et_spts_stationarity_ergodicity_and_the_autocorrelatin_function-26.jpg)
![](http://statp10.epgpbooks.inflibnet.ac.in/wp-content/uploads/sites/137/2018/12/15325130679757_et_spts_stationarity_ergodicity_and_the_autocorrelatin_function-27.jpg)
![](http://statp10.epgpbooks.inflibnet.ac.in/wp-content/uploads/sites/137/2018/12/15325130679757_et_spts_stationarity_ergodicity_and_the_autocorrelatin_function-28.jpg)
![](http://statp10.epgpbooks.inflibnet.ac.in/wp-content/uploads/sites/137/2018/12/15325130679757_et_spts_stationarity_ergodicity_and_the_autocorrelatin_function-29.jpg)
![](http://statp10.epgpbooks.inflibnet.ac.in/wp-content/uploads/sites/137/2018/12/15325130679757_et_spts_stationarity_ergodicity_and_the_autocorrelatin_function-32.jpg)
![](http://statp10.epgpbooks.inflibnet.ac.in/wp-content/uploads/sites/137/2018/12/15325130679757_et_spts_stationarity_ergodicity_and_the_autocorrelatin_function-35.jpg)
![](http://statp10.epgpbooks.inflibnet.ac.in/wp-content/uploads/sites/137/2018/12/15325130679757_et_spts_stationarity_ergodicity_and_the_autocorrelatin_function-36.jpg)
![](http://statp10.epgpbooks.inflibnet.ac.in/wp-content/uploads/sites/137/2018/12/15325130679757_et_spts_stationarity_ergodicity_and_the_autocorrelatin_function-39.jpg)
![](http://statp10.epgpbooks.inflibnet.ac.in/wp-content/uploads/sites/137/2018/12/15325130679757_et_spts_stationarity_ergodicity_and_the_autocorrelatin_function-41.jpg)
![](http://statp10.epgpbooks.inflibnet.ac.in/wp-content/uploads/sites/137/2018/12/15325130679757_et_spts_stationarity_ergodicity_and_the_autocorrelatin_function-44.jpg)
you can view video on Stationarity, Ergodicity and theAutocorrelation Function | ![]() |
References :
- S.Karlin&H.M.Taylor : A First Course in Stochastic Process, Vol-1
- J Medhi : Stochastic Process
- D.R.Cox: : Renewal Theory
- S.Ross : Stochastic Process
- A.K.Basu : Stochastic Process
- P.G.Hoel, S.C.Port&C.J.Stone : An Introduction to Stochastic Process
- R.N.Bhattacharyya&E.Waymire : Stochastic Processes and Application