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Assumption of the ergodic hypothesis allows proof that certain types of perpetual motion machines of the second kind are impossible. Systems that are ergodic are said to have the property of ergodicity; a broad range of systems in geometry, physics, and probability are ergodic. Ergodic systems are studied in ergodic theory.
Ergodic systems occur in a broad range of systems in physics and in geometry. This can be roughly understood to be due to a common phenomenon: the motion of particles, that is, geodesics on a hyperbolic manifold are divergent; when that manifold is compact , that is, of finite size, those orbits return to the same general area , eventually ...
Ergodic theory, like probability theory, is based on general notions of measure theory. Its initial development was motivated by problems of statistical physics. A central concern of ergodic theory is the behavior of a dynamical system when it is allowed to run for a long time.
Quantum ergodicity states, roughly, that in the high-energy limit, the probability distributions associated to energy eigenstates of a quantized ergodic Hamiltonian tend to a uniform distribution in the classical phase space. This is consistent with the intuition that the flows of ergodic systems are equidistributed in phase space.
In physics, statistics, econometrics and signal processing, a stochastic process is said to be in an ergodic regime if an observable's ensemble average equals the time average. [1] In this regime, any collection of random samples from a process must represent the average statistical properties of the entire regime.
In mathematics, a measure-preserving dynamical system is an object of study in the abstract formulation of dynamical systems, and ergodic theory in particular. Measure-preserving systems obey the Poincaré recurrence theorem, and are a special case of conservative systems.
Birkhoff's most durable result has been his 1931 discovery of what is now called the ergodic theorem. Combining insights from physics on the ergodic hypothesis with measure theory, this theorem solved, at least in principle, a fundamental problem of statistical mechanics. The ergodic theorem has also had repercussions for dynamics.
This time may vary greatly depending on the exact initial state and required degree of closeness. The result applies to isolated mechanical systems subject to some constraints, e.g., all particles must be bound to a finite volume. The theorem is commonly discussed in the context of ergodic theory, dynamical systems and statistical mechanics.