Asymptotic Stationarity. Suppose that X(t) is an ergodicCTMC with stationary distribution p and, for t ≥ 0, let Z(t) be a realvalued random variable generated by the future {X(u) : u>t}. Let X¯(t)and...

Asymptotic Stationarity. Suppose that X(t) is an ergodicCTMC with stationary distribution p and, for t ≥ 0, let Z(t) be a realvalued random variable generated by the future {X(u) : u>t}. Let X¯(t)and Z¯(t) denote these processes when X¯ (t) is a stationary version of X(t).