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Ergodic Theory for Interested Computer Scientists

We describe ergodic theory in modern notation accessible to interested computer scientists.

The ergodic theorem (http://en.wikipedia.org/wiki/Ergodic theory (link)) is an important principle of recurrence and averaging in dynamical systems. However, there are some inconsistent uses of the term, much of the machinery is intended to work with deterministic dynamical systems (not probabilistic systems, as is often implied) and often the conclusion of the theory is mis-described as its premises.

By “interested computer scientists” we mean people who know math and work with probabilistic systems1, but know not to accept mathematical definitions without some justification (actually a good attitude for mathematicians also).Please click through to read Ergodic Theory for Interested Computer Scientists.

Categories: Computer Science Expository Writing Mathematics

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jmount

Data Scientist and trainer at Win Vector LLC. One of the authors of Practical Data Science with R.

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