== stationary? == 

 This is supposed to be a stationary process.  At the very least, that should mean that the probability distributions of xt and xs should be the same.  I had imagined that the covariance between values of the process at different times would depend on those times only through how far apart those times were, i.e. it would depend on s and t only through |s − t|.  But the article says 
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 and I am suspicious.  Should I be? 
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 (OK, next I'll try working through the details myself and maybe figure out what I'm missing.)