Pillai: Grad lecture 11 'Discrete Time Stochastic Processes'

The concept of stationarity - both strict sense stationary ( S.S.S) and wide sense stationarity (W.S.S) - for discrete-time stochastic processes is explained here, in addition to the input-output autocorrelation properties of such a stochastic process when applied to a discrete time linear time-invariant system.