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Ergodicity Library

A Python library for ergodicity economics and time-average analysis

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3D stochastic visualization
About

About

The Ergodicity Library is a Python-based open-source library focused on the study of stochastic processes, ergodicity, and time-average behaviours.

Initially inspired by the work of Ole Peters and Alexander Adamou in ergodicity economics, the library can be applied in fields such as biology, physics, finance, and more.

It provides tools for simulating and analyzing stochastic processes, with a particular focus on processes with heavy tails, and enables research on non-ergodic dynamics.

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Useful Links

PyPI Package

Automated library download and package installation for the current release.

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GitHub Repository

Library codebase, description, development, and documentation for contributors and users.

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ErgodicityGPT

A custom GPT that can help with questions, examples, and explanations related to the library.

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Medium Article

Introducing the initial release of the library and the research motivation behind it.

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Ergodicity Library Modules For Every Task

Stochastic process trajectories

Processes

Provides many stochastic process objects with methods related to ergodicity, and the ability to create and manage your own objects.

3D ergodicity plot

Tools

Functions for computation, analysis, fitting, and symbolic and numerical solutions for stochastic processes and their time averages.

Levy process visualization

Agents

Tools to create and train artificial agents making decisions under random dynamics using evolutionary algorithms and machine learning models.