Timeline for Ergodicity explained in layman terms
Current License: CC BY-SA 4.0
8 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Oct 10, 2021 at 5:17 | comment | added | Sam Weisenthal | @Alexis I am not sure actually, I wrote this so long ago. I guess if there exists some initial distribution such that it doesn't converge to steady state from that distribution, then it cannot be ergodic. I can reread the chapter I referenced, or possibly develop another more rigorous answer soon. | |
| Oct 9, 2021 at 22:16 | comment | added | Alexis | Your first sentence does not jibe well with the "eventually visits all parts of a sample space" meaning of "ergodic" to my intuition. The second sentence nails it though. Can you help connect the two sentences for me? | |
| May 9, 2018 at 19:41 | history | edited | Nick Cox | CC BY-SA 4.0 |
edited body
|
| S May 7, 2018 at 18:52 | history | edited | Sam Weisenthal | CC BY-SA 4.0 |
The above sufficient condition is likely to mean "in one step"
|
| S May 7, 2018 at 18:52 | history | suggested | user12075 | CC BY-SA 4.0 |
The above sufficient condition is likely to mean "in one step"
|
| May 7, 2018 at 18:36 | review | Suggested edits | |||
| S May 7, 2018 at 18:52 | |||||
| May 7, 2018 at 17:07 | comment | added | Emil | I wonder if it might be necessary to add "in finite time" after the nonzero probability part. Even if the chain is made of recurrent states, these states still need to be positive recurrent, no? | |
| May 7, 2018 at 16:16 | history | answered | Sam Weisenthal | CC BY-SA 4.0 |