Talk:Ergodic process

It would be useful to have a definition of an "integral" of a stochastic process

Since the article refers to integrating a stochastic process, it would be useful to have a link to the definition of such an integral. In browsing the current articles related to stochastic processes, I didn't see such a definition for a continuous time stochastic process, so I can't provide a link. It would also be useful to emphasize the distinction between an integral of a stochastic process vs the integral of a realization of that process.

Clarify Difference between a Stationary Process and Ergodic Process?

The article on "Time Series" contains the following:

"There are two sets of conditions under which much of the theory is built:

• Stationary process
• Ergodic process

However, ideas of stationarity must be expanded to consider two important ideas: strict stationarity and second-order stationarity. Both models and applications can be developed under each of these conditions, although the models in the latter case might be considered as only partly specified. In addition, time-series analysis can be applied where the series are seasonally stationary or non-stationary. Situations where the amplitudes of frequency components change with time can be dealt with in time-frequency analysis which makes use of a time–frequency representation of a time-series or signal.[9]"

This doesn't really clarify the difference between a Stationary process and an Ergodic process, and neither does this article... clarification maybe?