# Why does it mean that the process/signal is not stationary when its variance varied with time? [closed]

Why does it mean that the process/signal is not stationary when its variance varied with time? that is,

$VAR[X(t)]= \alpha \times t$,$t$ is time,and $\alpha$ is a constant,then $X(t)$ is not the WSS process

## closed as unclear what you're asking by Marcus Müller, lennon310, Dilip Sarwate, Stanley Pawlukiewicz, Peter K.♦Jun 28 '18 at 8:48

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• ... because that's the very definition of stationarity. Things are stationary that don't move. – Marcus Müller Jun 19 '18 at 11:05

From the Wiki page - A stationary random process is a stochastic process whose unconditional joint probability distribution does not change when shifted in time. Consequently, parameters such as mean and variance, if they are present, also do not change over time.