Probability, Random Processes, and Ergodic Properties

Robert M. Gray, P., Processes, R., & Ergodic Properties, 2. e. (2009). Probability, Random Processes, and Ergodic Properties. Springer.

Type

Book

Intellectual base

Review or monograph

Year

2009

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Cited by

1 citation across 1 artifact.

Domain-specific

• Ergodic process
  • … the sample mean of one sufficiently long realization converges to the common ensemble mean rather than to a realization-specific latent mean. to A signal analyst estimates autocovariance from one long record only after establishing or assuming the relevant wide-sense ergodicity and quantifying finite-window error..

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