ergodic theorem

E582382

The ergodic theorem is a fundamental result in dynamical systems and probability theory that links long-term time averages of a system’s evolution to ensemble or space averages, underpinning the statistical behavior of many physical and stochastic processes.

All labels observed (8)

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Statements (51)

Predicate Object
instanceOf mathematical theorem ⓘ
result in ergodic theory ⓘ
appliesTo Markov chains with unique stationary distribution ⓘ
ergodic transformations ⓘ
measure-preserving dynamical systems ⓘ
stationary ergodic processes ⓘ
field dynamical systems ⓘ
ergodic theory ⓘ
probability theory ⓘ
statistical mechanics ⓘ
generalizationOf law of large numbers ⓘ
hasConsequence almost sure convergence of time averages ⓘ
existence of typical trajectories ⓘ
law of large numbers for dynamical systems ⓘ
hasForm Birkhoff ergodic theorem ⓘ
linked to: ergodic theorem

ergodic theorem for Markov chains ⓘ
ergodic theorem for flows ⓘ
ergodic theorem for group actions ⓘ
ergodic theorem for stationary processes ⓘ
mean ergodic theorem ⓘ
linked to: ergodic theorem

multiparameter ergodic theorem ⓘ
pointwise ergodic theorem ⓘ
linked to: ergodic theorem

subadditive ergodic theorem ⓘ
von Neumann mean ergodic theorem ⓘ
linked to: ergodic theorem
historicalDevelopment formulated in modern form in the 20th century ⓘ
implies equivalence of time and ensemble averages under ergodicity ⓘ
notableContributor George David Birkhoff ⓘ
John von Neumann ⓘ
relatedTo Kolmogorov–Sinai entropy ⓘ
Poincaré recurrence theorem ⓘ
mixing ⓘ
strong mixing ⓘ
weak mixing ⓘ
relatesConcept ensemble average ⓘ
ergodic measure ⓘ
invariant measure ⓘ
long-term statistical behavior ⓘ
measure-preserving transformation ⓘ
space average ⓘ
stationary stochastic process ⓘ
time average ⓘ
states for an ergodic measure-preserving transformation, time averages converge almost surely to space averages ⓘ
usedIn Markov chain Monte Carlo ⓘ
Monte Carlo methods ⓘ
linked to: Monte Carlo method

chaos theory ⓘ
information theory ⓘ
probabilistic number theory ⓘ
random dynamical systems ⓘ
signal processing ⓘ
statistical mechanics ⓘ
thermodynamics ⓘ

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Referenced by (16)

Full triples — surface form annotated when it differs from this entity's canonical label.

law of large numbers → relatesTo → ergodic theorem ⓘ
Garrett Birkhoff → notableConcept → Birkhoff’s ergodic theorem ⓘ
linked to: ergodic theorem
Kakutani’s random ergodic theorem → generalizes → Birkhoff’s pointwise ergodic theorem ⓘ
linked to: ergodic theorem
Kakutani’s random ergodic theorem → generalizes → von Neumann’s mean ergodic theorem ⓘ
linked to: ergodic theorem
Lectures on Ergodic Theory → subject → Birkhoff ergodic theorem ⓘ
linked to: ergodic theorem
Lectures on Ergodic Theory → subject → von Neumann mean ergodic theorem ⓘ
linked to: ergodic theorem
Khinchin–Lévy constant → relatedConcept → Birkhoff ergodic theorem ⓘ
linked to: ergodic theorem
ergodic theorem → hasForm → Birkhoff ergodic theorem ⓘ
linked to: ergodic theorem
ergodic theorem → hasForm → von Neumann mean ergodic theorem ⓘ
linked to: ergodic theorem
ergodic theorem → hasForm → pointwise ergodic theorem ⓘ
linked to: ergodic theorem
ergodic theorem → hasForm → mean ergodic theorem ⓘ
linked to: ergodic theorem
Kac's lemma → relatedTo → Birkhoff ergodic theorem ⓘ
linked to: ergodic theorem
George David Birkhoff → notableWork → Birkhoff ergodic theorem ⓘ
linked to: ergodic theorem
George David Birkhoff → notableWork → Birkhoff’s pointwise ergodic theorem ⓘ
linked to: ergodic theorem
Oseledets theorem → relatedTo → Birkhoff ergodic theorem ⓘ
linked to: ergodic theorem
theory of uniform distribution modulo 1 → basedOn → Birkhoff ergodic theorem ⓘ
linked to: ergodic theorem