  We use data from a two-year intensive RXTE monitoring campaign of the broad-line radio galaxy 3C 390.3 to investigate its stationarity. In order to exploit the potential information contained in a time series more efficiently, we use a multi-technique approach. Specifically, the temporal properties are first studied with a technique borrowed from non-linear dynamics. Then we utilize traditional linear techniques both in the Fourier domain, by estimating the power spectral density, and in the time domain with a structure function analysis. Finally we investigate directly the probability density function associated with the physical process underlying the signal. All the methods demonstrate the presence of non-stationarity. The structure function analysis, and (at a somewhat lower significance level) the power spectral density suggest that 3C 390.3 is not even second order stationarity. This result indicates, for the first time, that the variability properties of the active galactic nuclei light curves may also vary with time, in the same way as they do in Galactic black holes, strengthening the analogy between the X-ray variability properties of the two types of objects. 
Non-stationary variability in AGN: the case of 3C 390.3