If {X(t)} is a random process with constant mean u and if XT T 1 | X(t) dt, then {X(t)} is mean-ergodic (or ergodic in the mean), provided 2T -T lim {Var XT} = 0. %3D

MATLAB: An Introduction with Applications
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Prove the property

If {X(t)} is a random process with constant mean
u and if X,
T
1
| X(t) dt, then {X(t)} is mean-ergodic (or ergodic in the mean), provided
2T
- T
lim {Var X7} = 0.
II
Transcribed Image Text:If {X(t)} is a random process with constant mean u and if X, T 1 | X(t) dt, then {X(t)} is mean-ergodic (or ergodic in the mean), provided 2T - T lim {Var X7} = 0. II
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