ergodic process

If is a stationary ergodic process, then converges almost surely to .

An important example of an ergodic processes is the stationary Gaussian process with continuous spectrum.

An ergodic process is one which conforms to the ergodic theorem.

Also see ergodic theory and ergodic process.

The CIR is an ergodic process, and possesses a stationary distribution.

In probability theory, stationary ergodic process is a stochastic process which exhibits both stationarity and ergodicity.

It is true that we differed in our style of thinking; I was fascinated by ergodic processes, a field that Dill made light of.

The AEP can also be proven for a large class of stationary ergodic processes, allowing typical set to be defined in more general cases.

An important class of such continuous-time stationary process is the bandlimited stationary ergodic process with the sample space being a subset of the continuous functions.

The drift-plus-penalty algorithm is known to ensure similar performance guarantees for more general ergodic processes , so that the i.i.d. assumption is not crucial to the analysis.

These definitions have the advantage that they give sensible well-defined single-parameter results for periodic functions, even when those functions are not the output of stationary ergodic processes.