Definitions for ergodicɜrˈgɒd ɪk
This page provides all possible meanings and translations of the word ergodic
positive recurrent aperiodic state of stochastic systems; tending in probability to a limiting form that is independent of the initial conditions
Of or relating to certain systems that, given enough time, will eventually return to previously experienced state.
Of or relating to a process in which every sequence or sample of sufficient size is equally representative of the whole.
Origin: International Scientific Vocabulary (+ -ic)
In mathematics, the term ergodic is used to describe a dynamical system which, broadly speaking, has the same behavior averaged over time as averaged over the space of all the system's states. In physics the term is used to imply that a system satisfies the ergodic hypothesis of thermodynamics. In statistics, the term describes a random process for which the time average of one sequence of events is the same as the ensemble average. In other words, for a Markov chain, as one increases the steps, there exists a positive probability measure at step that is independent of probability distribution at initial step 0.
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