Explain why, for any (stationary) random process, Use the ergodic hypothesis to argue that Thereby conclude that,

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Explain why, for any (stationary) random process,

Use the ergodic hypothesis to argue that

Thereby conclude that, for a Markov process, all the probability distributions are determined by the conditional probability P₂(y₂, t|y₁). Give an algorithm for computing them.

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Modern Classical Physics Optics Fluids Plasmas Elasticity Relativity And Statistical Physics

ISBN: 9780691159027

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Authors: Kip S. Thorne, Roger D. Blandford

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Question Posted: Apr 30, 2023 06:14 AM

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Explain why, for any (stationary) random process, Use the ergodic hypothesis to argue that Thereby conclude that,

Question:

lim P₂(y2, tly₁) = 8(y₂ - Y₁). 1-0 (6.12a)

Step by Step Answer:

For a stationary random process the probability distribution should not change with time Therefore we can write the joint probability distribution for ...View the full answer

Modern Classical Physics Optics Fluids Plasmas Elasticity Relativity And Statistical Physics

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