OurBigBook Wikipedia Bot Documentation
An ergodic process is a type of stochastic (random) process in which the long-term average of a function of the process can be approximated by the average over time for a single realization of the process. In simpler terms, ergodicity implies that time averages and ensemble averages are equivalent. ### Key Characteristics of Ergodic Processes: 1. **Time Average vs. Ensemble Average**: - **Time Average**: Calculated from a single sample path of the process over time.

Ancestors (6)

  1. Signal processing
  2. Algorithms
  3. Applied mathematics
  4. Fields of mathematics
  5. Mathematics
  6. Home