TOPICS
Search

Ergodicity


Ergodicity is the property of a measure-preserving dynamical system that every invariant measurable set has either zero or full measure. For a measure-preserving transformation T of a probability space (X,F,mu), the precise condition is

 mu(T^(-1)A△A)=0 ==> mu(A) in {0,1}

for every A in F, where △ denotes the symmetric difference. Thus the system cannot be decomposed into two invariant measurable parts of positive measure (Walters 1982, Tao 2008).

An ergodic transformation is a map with this property relative to the specified invariant measure. An ergodic measure is an invariant measure that gives the property for a specified map. Ergodicity therefore concerns the transformation and the measure together.

Every mixing transformation is ergodic. A Bernoulli scheme is mixing and hence ergodic, so the Bernoulli property is a stronger condition than ergodicity (Walters 1982).


See also

Bernoulli Property, Bernoulli Scheme, Ergodic Measure, Ergodic Theory, Ergodic Transformation, Invariant Measure, Mixing Transformation

Explore with Wolfram|Alpha

References

Tao, T. "254A, Lecture 9: Ergodicity." What's New. Feb. 4, 2008. https://terrytao.wordpress.com/2008/02/04/254a-lecture-9-ergodicity/.Walters, P. An Introduction to Ergodic Theory. New York: Springer-Verlag, 1982.

Cite this as:

Weisstein, Eric W. "Ergodicity." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/Ergodicity.html

Subject classifications