stationarity (stochastic process)

Let \(\{X_t\}\) be a stochastic process. And let \(F_X(x_{t_1},...,x_{t_n})\) be the cumulative distribution function of the joint distribution. Then the process is stationar if: \[ F_X(x_{t_1},...,x_{t_n}) = F_X(x_{t_1 + \tau},...,x_{t_n+\tau}) \] for all \(t_1,...,t_n \in \mathbb{R}\) and all \(\tau\in \mathbb{\)}$ and all integer \(n > 0\).