  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.
