본문으로 바로가기



Ensemble (앙상블): A set of samples from the same experiments


Ergodic (에르고딕): Relating to a process in which sequence or sizable sample of energy is equally representative of the whole


Ergodicity of a Random Process 

- Weakly ergodic: Ensemble and time averages are the same in the estimation of mean and covariance

- Strongly ergodic: All the ensemble properties are deducible from the corresponding time average


예를 들어, 1000대의 장비 중 1대만 뽑아서 실험해도 1대가 1000대를 대표할 때 Strongly ergodic하다고 말한다.