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Ergodic

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Definition
InfoTheory

An ergodic source has the property that all its convergent sample averages (of the form 1nāˆ‘i=1nf(xi)\frac{1}{n}\sum\limits_{i=1}^{n}f(x_{i}), for all functions ff with ∣E[f(xn)]<āˆžĀ āˆ€n|E[f(x_{n})]<\infty \ \forall n) converge to a constant (as nā†’āˆžn\to\infty).

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