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Ergodicity — an intuitive introduction

Summary:
Ergodicity — an intuitive introduction Ergodicity is a difficult concept that many students of econom(etr)ics have problems with understanding. Trying to explain it, you often find yourself getting  lost in mathematical-statistical subtleties difficult for most students to grasp. In the video below, Luca Dellanna has made an admirably simplified and pedagogical exposition of  what it means for probability structures of stationary processes and ensembles to be ergodic. [embedded content]

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Ergodicity — an intuitive introduction

Ergodicity is a difficult concept that many students of econom(etr)ics have problems with understanding. Trying to explain it, you often find yourself getting  lost in mathematical-statistical subtleties difficult for most students to grasp.

In the video below, Luca Dellanna has made an admirably simplified and pedagogical exposition of  what it means for probability structures of stationary processes and ensembles to be ergodic.

Lars Pålsson Syll
Professor at Malmö University. Primary research interest - the philosophy, history and methodology of economics.

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