Stationary Ergodic Process
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Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. In probability theory, stationary ergodic process is a stochastic process which exhibits both stationarity and ergodicity. In essence this implies that the random process will not change its statistical properties with time and that its statistical properties (such as the theoretical mean and variance of the process) can be deduced from a single, sufficiently long sample (realization) of the process. Stationarity is the property of a random process which guarantees th...
Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. In probability theory, stationary ergodic process is a stochastic process which exhibits both stationarity and ergodicity. In essence this implies that the random process will not change its statistical properties with time and that its statistical properties (such as the theoretical mean and variance of the process) can be deduced from a single, sufficiently long sample (realization) of the process. Stationarity is the property of a random process which guarantees that its statistical properties, such as the mean value, its moments and variance, will not change over time. A stationary process is one whose probability distribution is the same at all times. For more information see stationary process.
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