Originating in thermodynamics, the concept of ergodicity posits that systems, over extended periods, equally traverse every possible state. Beyond its foundational role in physics, ergodicity impacts disciplines from mathematics to economics, shaping understanding of prolonged system dynamics.


Ergodicity is a concept originating from statistical mechanics and thermodynamics. At its most basic level, it refers to the property of a system wherein, over a long period of time, the system will explore all possible states with an equal probability. In essence, the time average equals the ensemble average.

Origins & Application

  • Primarily used in physics, particularly in thermodynamics, to understand statistical properties of systems.
  • Has applications in mathematics, especially in the study of dynamical systems, probability, and ergodic theory.

Time Averages vs. Ensemble Averages

  • Time Average: The average of a property over a long period of time for a single system.
  • Ensemble Average: The average of a property across an ensemble (or collection) of systems at a single point in time.
  • If a system is ergodic, these two averages will be the same.

Conditions for Ergodicity

  • Ergodic Theorem: A theorem that outlines the conditions under which the time averages of an observable property will be the same as the ensemble average for almost all initial conditions.
  • Ergodic systems do not have any correlations that persist indefinitely.

Implications of Ergodicity

  • If a system is ergodic, one can gain statistical information about the whole system by observing a single part of it over a long period.
  • It simplifies the process of gathering statistical data in certain physical systems.

Limitations and Non-ergodic Systems

  • Not all systems are ergodic. Many real-world systems might only be partially ergodic or non-ergodic altogether.
  • In non-ergodic systems, certain states may never be realized or might be persistent, leading to differences between time and ensemble averages.

Ergodicity Economics

  • A relatively newer field applying the concept of ergodicity to economic systems.
  • Challenges traditional economic models by suggesting that they might not be ergodic, which has implications for understanding wealth distribution and economic mobility.

Ergodic Decomposition

  • A method to decompose a non-ergodic system into ergodic components.
  • Useful in understanding complex systems with both ergodic and non-ergodic characteristics.

Practical Example – Random Walks

  • Random walks, a common model in many scientific disciplines, can be analyzed for ergodic behavior.
  • Over long periods, if a random walker visits every state with equal probability, it can be described as ergodic.

Interconnection with Other Concepts

  • Chaos Theory: Ergodicity plays a role in the understanding of chaotic systems, where systems have deterministic yet unpredictable behavior.
  • Information Theory: The concept of entropy, a measure of unpredictability, has links with ergodic systems.