Mean Square Ergodic for Multiple Parameter Widesense Stationary Processes

Presents several necessary and sufficient conditions of the mean square ergodic with regard to the mean value and the correlation function for a multiple parameter widesense stationary process , viz . when the process is mean square continuous , a necessary and sufficient condition of the mean square ergodic with regard to the mean value is that the jump value F(0) - F(0 - )at the origin of the process' spectral function equals | m |2, where m is the mean value of the process; and if the process' mean value is zero and the process is mean square continuous, real valued and normal ,then a necessary and sufficient condition of the mess square ergodic with regard to the correlation function is that the process spectral function be continuous .