Time averages and Ergodicity                                                                                                     Print this page
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  Time averages of a random process

  The time-average of a function of a continuous random process is defined by
      

  where the integral is defined in the mean-square sense.

  Similarly, the time-average of a function of a continuous random process is defined by
      

  The above definitions are in contrast to the corresponding ensemble average defined by

      

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