Time averages and Ergodicity                                                                                                     Print this page
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  Time averages and Ergodicity

  Often we are interested in finding the various ensemble averages of a random process by means of the   corresponding time averages determined from single realization of the random process. For example we can   compute the time-mean of a single realization of the random process by the formula
      
  which is constant for the selected realization. Note that represents the dc value of .

                            Another important average used in electrical engineering is the rms value given by

      
   Can and represent

  To answer such a question we have to understand various time averages and their properties.


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