Random Process, Ensemble, Time Average, Ergodic

• Random Process

 

The set of Random Variables. The process that a Random Variables is deployed in time.

 

• Ensemble Average

 

Calculate the average with an infinite number of sample functions with fixed time. 

For example, choose a specific date and count the number of visitors to all parks on that day. (No. 1 is Haneul Park. No. 2 is Dosan Park...)

 

• Time Average

 

The average of all times for a sample which is selected an arbitary sample from the population.

For example, choose one of the citizens of Seoul, and count how many times that person goes to which park in the next year. (No. 1 is Seoul Grand Park, No. 2 is Dosan Park...)

 

• Ergodic

 

The case that Ensemble and Time Average are same in the Random Process.

 

https://blog.naver.com/PostView.naver?blogId=dbtkdwh0&logNo=90096196874&parentCategoryNo=&categoryNo=&viewDate=&isShowPopularPosts=false&from=postView

https://blog.naver.com/PostView.naver?blogId=dbtkdwh0&logNo=90096157747&parentCategoryNo=&categoryNo=&viewDate=&isShowPopularPosts=false&from=postView