Ergodic Set <Back to Last Page>     <Full Glossary>

Definition of Ergodic Set: In the context of a stochastic processes {x_t}, set E is an ergodic set if:

1. It is a subset of the state space S of possible values of x_t
2. If x_t is in E, then Pr(x_t+1 is in E}=1, and
3. No proper subset of E has the property in (2).

(Econterms)

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