Strictly Stationary Stochastic Process/Examples/Joint Probability Mass Function

Example of Strictly Stationary Stochastic Process
Let $S$ be a strictly stationary stochastic process giving rise to a time series $T$.

It is necessary that:
 * The joint probability mass function of any set of $m$ successive values $\set {z_1, z_2, \dotsb, z_m}$

is the same as:
 * the joint probability mass function of any other set of $m$ successive values $\set {z_{1 + k}, z_{2 + k}, \dotsb, z_{m + k} }$

for an arbitrary lag $k$.