V2EX ergodic

Ergodic

释义 Definition

遍历的;各态历经的(统计/动力系统):指一个系统在足够长时间内的行为,能够“走遍”其所有可能状态;因此时间平均等于总体(空间)平均。在概率论中也可指“(随机过程)遍历的”。

发音 Pronunciation (IPA)

/dk/

例句 Examples

An ergodic process has the same long-term average no matter where it starts.
遍历过程无论从哪里开始,其长期平均值都是一样的。

Under certain conditions, the system is ergodic, so time averages along one trajectory match the ensemble average.
在某些条件下,该系统是遍历的,因此沿单一轨道的时间平均与总体平均相一致。

词源 Etymology

ergodic 来自希腊语词根:ergon(“工作、作用”)+ hodos(“道路、路径”)。早期用于描述系统沿着“路径”演化时,是否能充分“走过”所有可能状态;后来成为概率论与动力系统中的重要术语。

相关词 Related Words

文学与经典著作 Literary & Notable Works

  • George David Birkhoff, Proof of the Ergodic Theorem(遍历定理相关经典论文,确立了“ergodic”在动力系统中的核心地位)
  • Peter Walters, An Introduction to Ergodic Theory(遍历理论入门经典教材)
  • Karl Petersen, Ergodic Theory(遍历理论经典著作之一)
  • Yakov G. Sinai, Introduction to Ergodic Theory(遍历理论与混沌研究的重要著作)
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