Ergodic process

Ergodic process

Ergodic process



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  • ergodic process — ergodinis procesas statusas T sritis automatika atitikmenys: angl. ergodic process vok. ergodischer Prozeß, m rus. эргодический процесс, m pranc. processus ergodique, m …   Automatikos terminų žodynas

  • Ergodic process — In signal processing, a stochastic process is said to be ergodic if its statistical properties (such as its mean and variance) can be deduced from a single, sufficiently long sample (realization) of the process. Specific definitions One can… …   Wikipedia

  • Stationary ergodic process — In probability theory, stationary ergodic process is a stochastic process which exhibits both stationarity and ergodicity. In essence this implies that the random process will not change its statistical properties with time.Stationarity is the… …   Wikipedia

  • Ergodic theory — is a branch of mathematics that studies dynamical systems with an invariant measure and related problems. Its initial development was motivated by problems of statistical physics. A central concern of ergodic theory is the behavior of a dynamical …   Wikipedia

  • Ergodic hypothesis — In physics and thermodynamics, the ergodic hypothesis says that, over long periods of time, the time spent by a particle in some region of the phase space of microstates with the same energy is proportional to the volume of this region, i.e.,… …   Wikipedia

  • Ergodic sequence — In mathematics, an ergodic sequence is a certain type of integer sequence, having certain equidistribution properties.DefinitionLet A = {a j} be an infinite, strictly increasing sequence of positive integers. Then, given an integer q , this… …   Wikipedia

  • ergodic — adjective Etymology: International Scientific Vocabulary erg + ode Date: 1926 1. of or relating to a process in which every sequence or sizable sample is equally representative of the whole (as in regard to a statistical parameter) 2. involving… …   New Collegiate Dictionary

  • ergodic — System or process in which the final state is independent of the initial state …   Dictionary of molecular biology

  • ergodic — adjective a) Of or related to certain systems that, given enough time, will eventually return to previously experienced state. b) Of or relating to a process in which every sequence or sample of sufficient size is equally representative of the… …   Wiktionary

  • Stationary process — In the mathematical sciences, a stationary process (or strict(ly) stationary process or strong(ly) stationary process) is a stochastic process whose joint probability distribution does not change when shifted in time or space. Consequently,… …   Wikipedia

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