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A stochastic process is a collection of random variables usually indexed by a totally ordered set.

4 votes
1 answer
2k views

Multiplication of two ergodic and stationary processes

If X and Y are stationary and ergodic processes, then, is XY a stationary and ergodic process? I think the answer is true, but I do not know how to find the mean (we do not know Y and X are independen …