Definition:Ergodicity
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Definition
Ergodicity is the property of a time-dependent process such that the limiting distribution of states is independent of the initial state.
Examples
Markov Chain
Certain Markov chains possess the property of ergodicity.
Also see
- Results about ergodicity can be found here.
Sources
- 1998: David Nelson: The Penguin Dictionary of Mathematics (2nd ed.) ... (previous) ... (next): ergodicity
- 2008: David Nelson: The Penguin Dictionary of Mathematics (4th ed.) ... (previous) ... (next): ergodicity