Are All Stationary Process Ergodic?
Popular Answers (1) This Definition Implies That with Probability 1, Any Ensemble Average Ensemble Average in Statistical Mechanics, the Ensemble Average Is...
Is stationary process is not necessarily ergodic?
A stationary process is one whose probability distribution is the same at all times. ... Although the measured process may be stationary in the long term, it is not appropriate to consider the sampled distribution to be the reflection of a single (ergodic) process: The ensemble average is meaningless.
What's the difference between ergodic and stationary?
For a strict-sense stationary process, this means that its joint probability distribution is constant; for a wide-sense stationary process, this means that its 1st and 2nd moments are constant. An ergodic process is one where its statistical properties, like variance, can be deduced from a sufficiently long sample.