Ergodic theory
Ergodic theory is a branch of mathematics that studies statistical properties of deterministic dynamical systems; it is the study of ergodicity. In this context, "statistical properties" refers to properties which are expressed through the behavior of time averages of various functions along trajectories of dynamical systems. The notion of deterministic dynamical systems assumes that the equations determining the dynamics do not contain any random perturbations, noise, etc. Thus, the statistics with which we are concerned are properties of the dynamics.
Ergodic theory - Wikipedia Jump to content From Wikipedia, the free encyclopedia Branch of mathematics that studies dynamical systems Ergodic theory is a branch of mathematics that studies statistical properties of deterministic dynamical systems ; it is the study of ergodicity . In this context, "statistical properties" refers to properties which are expressed through the behavior of time averages of various functions along trajectories of dynamical systems. The notion of deterministic dynamical systems assumes that the equations determining the dynamics do not contain any random perturbation
related reading
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- A Primer on Stochastic Partial Differential Equationsmath.utah.edu