Ergodic process
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For broader coverage of this topic, see Ergodicity.
In physics, statistics, econometrics and signal processing, a stochastic process is said to be in an ergodic regime if an observable's ensemble average equals the time average.[1] In this regime, any collection of random samples from a process must represent the average statistical properties of the entire regime. Conversely, a regime of a process that is not ergodic is said to be in non-ergodic regime.[2] A regime implies a time-window of a process whereby ergodicity measure is applied.