Stationary ergodic process

id: stationary-ergodic-process-258-11685915
title: Stationary ergodic process
text: In probability theory, a 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 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
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original url: https://en.wikipedia.org/wiki/Stationary_ergodic_process
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date modified: 2024-01-28T18:25:11Z
main entity: {"identifier":"Q17123911","url":"https://www.wikidata.org/entity/Q17123911"}
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