In econometrics and signal processing, a stochastic process is said to be ergodic if its statistical properties can be deduced from a single, sufficiently long, random sample of the process.

How do you know if a process is ergodic?

1 Answer. A signal is ergodic if the time average is equal to its ensemble average. If all you have is one realization of the ensemble, then how can you compute the ensemble average? You can't.

What is meant by ergodicity?

From Wikipedia, the free encyclopedia. In 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.