stationary

A stochastic process is (strictly) stationary if all of its joint distributions are invariant under time displacement.

It is wide-sense stationary (a weaker condition) if its first and second moments are invariant to time displacement. Such moments can be described by a time-invariant mean function $\mu$ and covariance function $\text{cov}(x_t, x_s) = c(t-s)$.