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ergodicity
This term is primarily used in statistical mechanics, probability theory, and thermodynamics to describe a system where the long-term behavior of a single entity represents the average behavior of the entire group. It implies a state of equilibrium where every possible state of the system is eventually explored.
In modern financial and decision-making contexts, the term is often used to contrast "time-average" outcomes with "ensemble-average" outcomes. This distinction is crucial for understanding risk, as a process that is non-ergodic means that a single individual's experience over time cannot be predicted by looking at the average of many individuals at a single point in time.
Meanings
Examples
The professor explained the concept of ergodicity during the thermodynamics lecture.
Does this system actually maintain ergodicity over a long period of time?
I wonder if the assumption of ergodicity holds true for this specific dataset.
The lack of ergodicity in the market means that the average outcome for a group is not the same as the average outcome for one person over time.
The lack of ergodicity in the market means that the average outcome for a group is not the same as the average outcome for one person over time.
We must consider whether ergodicity is a valid assumption for this stochastic process.
We must consider whether ergodicity is a valid assumption for this stochastic process.
The researcher focused on the ergodicity of the molecular dynamics simulation.
The researcher focused on the ergodicity of the molecular dynamics simulation.
If we assume ergodicity, we can simplify the calculation significantly.
If we assume ergodicity, we can simplify the calculation significantly.
Wait, if there is no ergodicity, then the time average is useless here.