Why is a random walk not a stationary process?
80801
Why does the variance of the Random walk increase?
143214
Brownian motion - Hölder continuity
43536
Proof that a standard Brownian motion visits zero infinitely often at the beginning
99218
Does a MCMC fulfilling detailed balance yields a stationary distribution?
106549
Simple Random Walk Absorbing Barriers
35207
Martingale that is not a Markov process
40835
Can stationary time series contain regulary cycles and periods with different fluctuations
59894
Finite expectation of renewal process
20246
Why is "stationarity" assumed in time series data?
134504
What is $\mathbb{E}[W(s)\mathrm{e}^{W(S)}]$ where W(S) is a standard Brownian Motion?
18862
Autocorrelation vs Non-stationary
73439
show that the solution is a local martingale iff it has zero drift
62964
Relativity: stationary vs moving
40501
Why are these two random variables identically distributed?
153723
Conditional expectation for random walks
26975
Probability that random walk will reach state $k$ for the first time on step $n$
136624
What is meant by a continuous-time white noise process?