I'm studying thistleton and sadigov ts analysis course, and the text says that
for a strict stationary stochastic process:
(A) The joint distribution of $X(t1),X(t2)$ is the same as the joint distribution of $X(t1+tau), X(t2+tau)$.
(B) Which means that the joint distribution depends only on the lag spacing, so the autocovariance function $l(t1, t2) = l(t2-t1) = l(tau)$
I'm at loss here. Is it the same t1, t2 in (A) and (B)? is it the same tau? Why is $t2-t1=tau$ in (B)? Why is (A) talking specifically about joint distribution of 2 random variables in the process and not about 3/4/7 random variables - is this the minimum needed for proving (B)?