CFD Online Logo CFD Online URL
www.cfd-online.com
[Sponsors]
Home > Wiki > Introduction to turbulence/Stationarity and homogeneity

Introduction to turbulence/Stationarity and homogeneity

From CFD-Wiki

Jump to: navigation, search

Processes statistically stationary in time

Many random processes have the characteristic that their statistical properties do not appear to depend directly on time, even though the random variables themselves are time-dependent. For example, consider the signals shown in Figures 2.2 and 2.5

When the statistical properties of a random process are independent of time, the random process is said to be stationary. For such a process all the moments are time-independent, e.g.,  \left\langle \tilde{ u \left( t \right)} \right\rangle = U , etc. In fact, the probability density itself is time-independent, as should be obvious from the fact that the moments are time independent.

The autocorrelation

My wiki