Non-stationarity refers back to the evolving nature of the info distribution eventually. Extra exactly, it can be characterised as being a violation of the Rigorous-Sense Stationarity ailment, defined by the subsequent equation:

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, is read more definitely an extension of your Gaussian random stroll procedure, in which, at each time, we may take a Gaussian step using a chance of p or stay in exactly the same condition with a likelihood of one ??p

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