Ergodic process

cosmos 7th May 2018 at 2:51pm
Stochastic process

https://www.wikiwand.com/en/Ergodic_process

In a sense, an ergodic process is the most general dependent process for which the Strong law of large numbers holds. For finite alphabet processes, ergodicity is equivalent to the convergence of the kth-order empirical distributions to their marginals for all k.

See section 16.8 from Cover&Thomas