In mathematics, the term ergodic is used to describe a dynamical system which, broadly speaking, has the same behavior averaged over time as averaged over space.

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What is Stochastic process? [on hold]

I'm wondering if and how the understanding from Stochastic processes can be applied to the framework of Welfare Economics. I don't have a foundation in mathematics so please keep the explanations ...
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Ergodicity of joint process

If we have two processes and both of them are ergodic. Does this mean that the joint proces is ergodic? Or other way around? If we have the dynamics for both components of the joint process what are ...
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Is ergodic in mean a property defined only for WSS stochastic processes?

I understand the definition of a random process $X(t)$ being ergodic in mean (first-order ergodic) is that the expectation of the sample mean $<u_X>_T=\frac{1}{T} ...
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WSS Ergodic Process with Power Spectrum

I was given a WSS ergodic process $x(t)$ with power spectrum : $$ \begin{array}{rcl} G_x(f) &=&1−\left|\frac{f}{B}\right| &\mbox{for } |f|<B\\ G_x(f) &=& 0 & ...
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Difficulty in understanding ergodicity and ensemble averaging

Literature says that a stationary signal is ergodic, if its ensemble average = time averages. Should it be the statistics computed by time averaging = statistics computed by ensemble averaging?The way ...
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How to show that an ergodic process must be a strict-sense stationary one? [duplicate]

I have trouble to distinguish these two concepts namely ergodic process and strict-sense stationary process. I look at one of the books about the signal processing that says an ergodic process must be ...
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What is the distinction between ergodic and stationary?

I have trouble distinguishing between these two concepts. This is my understanding so far. A stationary process is a stochastic process whose statistical properties do not change with time. For a ...
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Does the determination of the ergodicity of a signal force any changes in methodology?

In mathematics, the term ergodic is used to describe a dynamical system which, broadly speaking, has the same behavior averaged over time as averaged over space. -from wikipedia From the ...