Questions tagged [ergodic]

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 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 ...
18
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3answers
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What is a good example of an ergodic process?

I'm trying to find simple examples of an ergodic process. What process comes to your mind as a good illustration of its properties? A quick research (Wikipedia, another answer) mainly gives examples ...
15
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2answers
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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 perspective ...
4
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2answers
2k views

What's the meaning of ergodicity? [duplicate]

I just read the topic about Ergodicity but I have ambiguity about its meaning (by intuition). What does mean: (for mean) Statistical average = Time average. Could you please explain it in detail. ...