Averages

Robert M. Gray
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Robert M. Gray: Stanford University, Department of Electrical Engineering

Chapter 4 in Probability, Random Processes, and Ergodic Properties, 1988, pp 92-132 from Springer

Abstract: Abstract 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.

Keywords: Random Process; Integrable Function; Ergodic Theorem; Prob Ability; Discrete Measurement (search for similar items in EconPapers)
Date: 1988
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DOI: 10.1007/978-1-4757-2024-2_4

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