Reducing Non-Stationary Stochastic Processes to Stationarity By a Time Deformation
Olivier Perrin, Rachid Senoussi · 1998
A necessary and sufficient condition is given to reduce a non-stationary random process to stationarity via a bijective differentiable time deformation [Phi] so that its correlation function r(t, t') depends only on the difference [Phi](t')-[Phi](t) through a stationary correlation function R: r(t, t')=R([Phi](t')-[Phi](t)).