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Absorbing Barrier (finance)
In physics and thermodynamics, the ergodic hypothesis says that, over long periods of time, the time spent by a system in some region of the phase space of microstates with the same energy is proportional to the volume of this region, i.e., that all accessible microstates are equiprobable over a long period of time. Liouville's theorem states that, for Hamiltonian systems, the local density of microstates following a particle path through phase space is constant as viewed by an observer moving with the ensemble (i.e., the convective time derivative is zero). Thus, if the microstates are uniformly distributed in phase space initially, they will remain so at all times. But Liouville's theorem does ''not'' imply that the ergodic hypothesis holds for all Hamiltonian systems. The ergodic hypothesis is often assumed in the statistical analysis of computational physics. The analyst would assume that the average of a process parameter over time and the average over the statistical ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Ergodic Hypothesis W Reflecting Rays
In mathematics, ergodicity expresses the idea that a point of a moving system, either a dynamical system or a stochastic process, will eventually visit all parts of the space that the system moves in, in a uniform and random sense. This implies that the average behavior of the system can be deduced from the Orbit (dynamics), trajectory of a "typical" point. Equivalently, a sufficiently large collection of random samples from a process can represent the average statistical properties of the entire process. Ergodicity is a property of the system; it is a statement that the system cannot be reduced or factored into smaller components. Ergodic theory is the study of systems possessing ergodicity. 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 space, compact, that is, of finite si ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Perpetual Motion
Perpetual motion is the motion of bodies that continues forever in an unperturbed system. A perpetual motion machine is a hypothetical machine that can do work infinitely without an external energy source. This kind of machine is impossible, as it would violate either the first or second law of thermodynamics or both. These laws of thermodynamics apply regardless of the size of the system. For example, the motions and rotations of celestial bodies such as planets may appear perpetual, but are actually subject to many processes that slowly dissipate their kinetic energy, such as solar wind, interstellar medium resistance, gravitational radiation and thermal radiation, so they will not keep moving forever. Thus, machines that extract energy from finite sources will not operate indefinitely, because they are driven by the energy stored in the source, which will eventually be exhausted. A common example is devices powered by ocean currents, whose energy is ultimately derived from ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Loschmidt's Paradox
Loschmidt's paradox, also known as the reversibility paradox, irreversibility paradox or ', is the objection that it should not be possible to deduce an irreversible process from time-symmetric dynamics. This puts the time reversal symmetry of (almost) all known low-level fundamental physical processes at odds with any attempt to infer from them the second law of thermodynamics which describes the behaviour of macroscopic systems. Both of these are well-accepted principles in physics, with sound observational and theoretical support, yet they seem to be in conflict, hence the paradox. Origin Josef Loschmidt's criticism was provoked by the H-theorem of Boltzmann, which employed kinetic theory to explain the increase of entropy in an ideal gas from a non-equilibrium state, when the molecules of the gas are allowed to collide. In 1876, Loschmidt pointed out that if there is a motion of a system from time ''t''0 to time ''t''1 to time ''t''2 that leads to a steady decrease of ''H'' ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Ergodicity
In mathematics, ergodicity expresses the idea that a point of a moving system, either a dynamical system or a stochastic process, will eventually visit all parts of the space that the system moves in, in a uniform and random sense. This implies that the average behavior of the system can be deduced from the trajectory of a "typical" point. Equivalently, a sufficiently large collection of random samples from a process can represent the average statistical properties of the entire process. Ergodicity is a property of the system; it is a statement that the system cannot be reduced or factored into smaller components. Ergodic theory is the study of systems possessing ergodicity. 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 ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Ergodic Theory
Ergodic theory (Greek: ' "work", ' "way") is a branch of mathematics that studies statistical properties of deterministic dynamical systems; it is the study of ergodicity. In this context, statistical properties means properties which are expressed through the behavior of time averages of various functions along trajectories of dynamical systems. The notion of deterministic dynamical systems assumes that the equations determining the dynamics do not contain any random perturbations, noise, etc. Thus, the statistics with which we are concerned are properties of the dynamics. 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. The first result in this direction is the Poincaré recurrence theorem, which claims that almost all points in any subset of the ph ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Ergodic Process In physics, statistics, econometrics and signal processing, a stochastic process is said to be in |
