The basic focus of classical ergodic theory was the development of conditions under which sample or time averages consisting of arithmetic means of a sequence of measurements on a random process converged to a probabilistic or ensemble average of the measurement as expressed by an integral of the measurement with respect to a probability measure. Theorems relating these two kinds of averages are called ergodic theorems.
KeywordsRandom Process Integrable Function Ergodic Theorem Prob Ability Discrete Measurement
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- 1.R. B. Ash, Real Analysis and Probability, Academic Press, New York, 1972.Google Scholar