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Course# MATH-518: Ergodic theory

Summary

This is an introductory course in ergodic theory, providing a comprehensive overlook over the main aspects and applications of this field.

Official source

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Related concepts (68)

Ergodic theory

Ergodic theory is a branch of mathematics that studies statistical properties of deterministic dynamical systems; it is the study of ergodicity. In this context, "statistical properties" refers to properties which are expressed through the behavior of time averages of various functions along trajectories of dynamical systems. The notion of deterministic dynamical systems assumes that the equations determining the dynamics do not contain any random perturbations, noise, etc.

Ergodic hypothesis

In physics and thermodynamics, the ergodic hypothesis says that, over long periods of time, the time spent by a system in some region of the phase space of microstates with the same energy is proportional to the volume of this region, i.e., that all accessible microstates are equiprobable over a long period of time. Liouville's theorem states that, for a Hamiltonian system, the local density of microstates following a particle path through phase space is constant as viewed by an observer moving with the ensemble (i.

Ergodicity

In mathematics, ergodicity expresses the idea that a point of a moving system, either a dynamical system or a stochastic process, will eventually visit all parts of the space that the system moves in, in a uniform and random sense. This implies that the average behavior of the system can be deduced from the trajectory of a "typical" point. Equivalently, a sufficiently large collection of random samples from a process can represent the average statistical properties of the entire process.

Ergodic process

In physics, statistics, econometrics and signal processing, a stochastic process is said to be in an ergodic regime if an observable's ensemble average equals the time average. In this regime, any collection of random samples from a process must represent the average statistical properties of the entire regime. Conversely, a process that is not in ergodic regime is said to be in non-ergodic regime. One can discuss the ergodicity of various statistics of a stochastic process.

Bachelor's degree

A bachelor's degree (from Middle Latin baccalaureus) or baccalaureate (from Modern Latin baccalaureatus) is an undergraduate academic degree awarded by colleges and universities upon completion of a course of study lasting three to six years (depending on institution and academic discipline). The two most common bachelor's degrees are the Bachelor of Arts (BA) and the Bachelor of Science (BS or BSc).