Broad possibilities are demonstrated for the investigation of ergodicity of stationary random processes using characteristic functions. A stochastic interference signal model is considered that is stationary for any number of constituent modes. Its ergodicity relative to the characteristic function, probability density, and moments is proved for the number of modes $m$ = 1, 2. The question of practical application of the results for a finite averaging time is discussed.
Department of Physics of Atmosphere and Mathematical Geophysics, Faculty of Physics, Moscow State University, Leninskie Gory, Moscow, 119992, Russia
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