Lecture

Stochastic Processes: Ergodicity

Description

This lecture covers the concept of ergodicity in continuous-time stochastic processes, focusing on the properties of ergodicity and mean values. The lecture discusses the ergodic behavior of processes over time and the convergence of statistical properties as time approaches infinity.

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Official source

https://mediaspace.epfl.ch/media/0_daitsza6

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Ontological neighbourhood

Statistics

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Systems science and engineering

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