In mathematics and physics, the adjective ergodic is used to imply that a system satisfies the ergodic hypothesis of thermodynamics or that it is a system studied in ergodic theory.
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Let (X,Σ,μ) be a probability space, and T : X → X be a measurepreserving transformation, i.e.
so μ is an invariant measure under T. We call T an ergodic transformation (with respect to μ) and call μ an ergodic measure (with respect to T) if, whenever T^{−1}(E) = E for some E ∈ Σ, then either μ(E) = 0 or μ(E) = 1. That is, T takes "almost all sets all over the space". The only sets it "essentially does not move" are the sets of measure zero and sets that are almost the entire space. The collection of probability measures on X that are ergodic with respect to T is sometimes denoted E_{T}(X).
In a Markov chain, a state i is said to be ergodic if it is aperiodic and positive recurrent. If all states in a Markov chain are ergodic, then the chain is said to be ergodic.
