Random wandering - page 56
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How so? The coin toss is an ergodic process. And SB, based on coin tosses, is not.
In fact, ergodicity is similar to WBC. If you take a sequence of random variables suitable for WBC and do something bad to them (e.g. multiply by a divergent sequence of numbers), they will no longer fit for WBC.
It turns out that non-stationarity associated with unbounded variance necessarily contradicts ergodicity, while bounded variability does not necessarily contradicts ergodicity.
Stationarity is not necessary, it is just much easier to deal with. Therefore, for simplicity, ergodicity is usually defined for stationary processes only.
And can you remind me the pronunciation of all those strokes and squiggles? Because, I'm afraid, only the author can read it).
Why? You're not likely to need it in your real life, are you?)
By the way, the textbook seems to be Belarusian, so you are closer there)
I love formulas like that)) The question always arises - will the person who wrote them be able to do the calculations? There's always one problem with them - they know how to write formulas, but they don't know how to write code... so everything is left at the level of hovering uncertainty.
Not quite sure, but it seems that such (non-stationary) ergodicity is used in radio theories. The mean and variance are not constant there, but always bounded (oscillatory processes).
Stationarity is not necessary, it is just much easier to deal with. Therefore, for simplicity, one usually defines ergodicity only for stationary processes.
Well, it depends on what is meant by ergodicity.
A strictly ergodic process is only a stationary process. But there are non-stationaryprocesses that are mean ergodicand autocovariant ergodic.
https://qastack.ru/signals/1167/what-is-the-distinction-between-ergodic-and-stationary
Why? You're not likely to need it in your real life, are you?)
I've always had a question for the inventors of ergodicity. Where do they get ensembles if we have one row)?
where in our country? In the financial markets?
where in our country? In the financial markets?
Yes practically everywhere in life, except in casinos and the MSE)
There are ensembles in life.
In financial markets, non-stationarity is important
I've always had a question for the inventors of ergodicity. Where do they get ensembles if we have a single row)?
Where? Apparently in the Multiverse containing our universe)