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  • noun

Words related to ergodicity

an attribute of stochastic systems

References in periodicals archive ?
Single particle tracking in systems showing anomalous diffusion: the role of weak ergodicity breaking.
Since the ergodicity assumption is false as indicated above, the assumption that agents choose on the basis of expected utility maximisation is implausible--the Bank of England with which we illustrated the decision process in Part 1 is no exception in this regard.
We give sufficient conditions for a general system to exhibit strong ergodicity (tendency towards a fixed population structure independent of the initial conditions).
Keywords: evolutionary computation, simulated annealing, thermodynamics of equilibrium, detailed balance, ergodicity.
Lucas and Prescott demonstrate that this induced Markov process satisfies certain ergodicity conditions that are sufficient to ensure that this Markov process possesses a stationary distribution.
g], the average height of barriers exceeds the energy of thermal fluctuations, which slows down structural relaxation and results in ergodicity breaking [33].
Even in the presence of indivisibilities in investment, substantial stochastic perturbations might restore ergodicity, by simply permitting different wealth levels to communicate (though possibly with very small probability).
If you believe in the law of everything's return, alias the ergodicity of the universe, the initial state might not even play any explanatory role.
This is determined by the ergodicity of the persistent factor.
First, assumptions (a) and (b) would naturally hold under standard conditions governing stationarity and ergodicity of the variables in the reduced form.
The assumption of ergodicity has two desirable properties.
The Henon map is one of the most studied examples in dynamical systems, but it is difficult to analyze hyperbolicity, SRB measures, ergodicity and chaos using it.
The property of ergodicity may be summarized as follows: statistical averages can be expressed by limits of arithmetic or spatial averages (Stoyan et al, 1987, p.
During last one and half decade an interesting relationship between chaos and cryptography has been developed, according to which many properties of chaotic systems such as: ergodicity, sensitivity to initial conditions/system parameters, mixing property, deterministic dynamics and structural complexity can be considered analogous to the confusion, diffusion with small change in plaintext/secret key, diffusion with a small change within one block of the plaintext, deterministic pseudo randomness and algorithmic complexity properties of traditional cryptosystems.
Papers describe recent work in areas including trace formulae, isospectral problems, zeta functions, quantum ergodicity, random waves, discrete geometric analysis, value distribution, and semiclassical analysis.