Ergodic process
Particular type of stochastic processes
In physics, statistics, econometrics and signal processing, a stochastic process is said to be in an ergodic regime if an observable's ensemble average equals the time average. In this regime, any collection of random samples from a process must represent the average statistical properties of the entire regime.
Nº Q2298136 ★
Common · Knowledge
Ergodic process
Particular type of stochastic processes
In physics, statistics, econometrics and signal processing, a stochastic process is said to be in an ergodic regime if an observable's ensemble average equals the time average. In this regime, any collection of random samples from a process must represent the average statistical properties of the entire regime.
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From Wikipedia
In physics, statistics, econometrics and signal processing, a stochastic process is said to be in an ergodic regime if an observable's ensemble average equals the time average. In this regime, any collection of random samples from a process must represent the average statistical properties of the entire regime. A regime implies a time-window of a process whereby ergodicity measure is applied.
Text: Wikipédia, CC BY-SA 4.0. ·
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