Ergodic (adjective)
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For other uses, see ergodic (disambiguation).
In mathematics and physics, the adjective ergodic is used to imply that a system satisfies the ergodic hypothesis of thermodynamics or that it is a system studied in ergodic theory.
A more rigorous definition may be given as follows:
Let (X,Σ,μ) be a probability space, and be a measure-preserving transformation, i.e.
- for all
so μ is an invariant measure under T. We call T an ergodic transformation (with respect to μ) and call μ an ergodic measure (with respect to T) if, whenever T(E) = E for some , then
- μ(E) = 0 or μ(E) = 1.
That is, T takes "almost all sets all over the space". The only sets it "doesn't move" are some sets of measure zero and the entire space itself.
The collection of probability measures on X that are erogdic with respect to T is sometimes denoted ET(X).
[edit] References
- This article incorporates material from ergodic on PlanetMath, which is licensed under the GFDL.