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| kb:ergodicity [2021-05-05 01:03] – ↷ Page moved from kb:probstat:ergodicity to kb:ergodicity jaeyoung | kb:ergodicity [2024-04-30 04:03] (current) – external edit 127.0.0.1 | ||
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| For an ergodic random process, the time average of each of its instances equals the ensemble mean of the process. | For an ergodic random process, the time average of each of its instances equals the ensemble mean of the process. | ||
| - | A process is ergodic if its autocovariance goes to zero as $n$ or $t$ goes to $\pm \infty$. | + | A process is ergodic if its autocovariance goes to zero as $n$ or $t$ goes to $\pm \infty$. Alternatively, |