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Mar 8, 2014 at 13:10 comment added Algernon A more common terminology for Markov processes is to call a process ergodic if it has a unique invariant measure that attracts all the other measure. This again is not consistent with the terminology of ergodic theory but consistent with Boltzmann's usage, don't you think?
Jul 21, 2013 at 1:42 comment added Tim R W: I have the same question. Thanks for the nice clarification. (1) What is the definition of "mixing" in ergodic theory used in your reply? (2) Is a Markov chain generated by a measure-preserving mapping? I know a measure-preserving mapping can generate a stationary process, but I don't know if it can also generate a (homogeneous?) Markov chain ? Thanks.
Sep 4, 2011 at 22:28 comment added Anthony Quas As you say, the more consistent definition (and I think the way I learned it) of ergodicity for Markov chains is to say that ergodic is a synonym for irreducible.
Sep 4, 2011 at 21:34 vote accept Daniel Mansfield
Sep 4, 2011 at 9:49 history edited R W CC BY-SA 3.0
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Sep 4, 2011 at 9:36 history answered R W CC BY-SA 3.0