Ergodic theoryErgodic 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.
ErgodicityIn 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.
Multiplicative functionIn number theory, a multiplicative function is an arithmetic function f(n) of a positive integer n with the property that f(1) = 1 and whenever a and b are coprime. An arithmetic function f(n) is said to be completely multiplicative (or totally multiplicative) if f(1) = 1 and f(ab) = f(a)f(b) holds for all positive integers a and b, even when they are not coprime.
Completely multiplicative functionIn number theory, functions of positive integers which respect products are important and are called completely multiplicative functions or totally multiplicative functions. A weaker condition is also important, respecting only products of coprime numbers, and such functions are called multiplicative functions. Outside of number theory, the term "multiplicative function" is often taken to be synonymous with "completely multiplicative function" as defined in this article.
Ergodic hypothesisIn 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.
Continuous uniform distributionIn probability theory and statistics, the continuous uniform distributions or rectangular distributions are a family of symmetric probability distributions. Such a distribution describes an experiment where there is an arbitrary outcome that lies between certain bounds. The bounds are defined by the parameters, and which are the minimum and maximum values. The interval can either be closed (i.e. ) or open (i.e. ). Therefore, the distribution is often abbreviated where stands for uniform distribution.
Discrete uniform distributionIn probability theory and statistics, the discrete uniform distribution is a symmetric probability distribution wherein a finite number of values are equally likely to be observed; every one of n values has equal probability 1/n. Another way of saying "discrete uniform distribution" would be "a known, finite number of outcomes equally likely to happen". A simple example of the discrete uniform distribution is throwing a fair die. The possible values are 1, 2, 3, 4, 5, 6, and each time the die is thrown the probability of a given score is 1/6.
Ergodic processIn 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.
Chebyshev polynomialsThe Chebyshev polynomials are two sequences of polynomials related to the cosine and sine functions, notated as and . They can be defined in several equivalent ways, one of which starts with trigonometric functions: The Chebyshev polynomials of the first kind are defined by Similarly, the Chebyshev polynomials of the second kind are defined by That these expressions define polynomials in may not be obvious at first sight, but follows by rewriting and using de Moivre's formula or by using the angle sum formulas for and repeatedly.
Möbius functionThe Möbius function μ(n) is a multiplicative function in number theory introduced by the German mathematician August Ferdinand Möbius (also transliterated Moebius) in 1832. It is ubiquitous in elementary and analytic number theory and most often appears as part of its namesake the Möbius inversion formula. Following work of Gian-Carlo Rota in the 1960s, generalizations of the Möbius function were introduced into combinatorics, and are similarly denoted μ(x). For any positive integer n, define μ(n) as the sum of the primitive nth roots of unity.