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.


Random Process Integrable Function Ergodic Theorem Prob Ability Discrete Measurement 
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Copyright information

© Springer Science+Business Media New York 1988

Authors and Affiliations

  • Robert M. Gray
    • 1
  1. 1.Department of Electrical EngineeringStanford UniversityStanfordUSA

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