What is it? - page 22

 
lasso >>:

Спасибо. Хочу уточнить: этот эксперимент будет поставлен на примере торговли или рулетки? т.е. по MathRand будут осуществляться только входы в позу? Или будет генериться вся последовательность СВ?

Я тоже моделировал рулетку. )) И будет очень интересно увидеть Ваши рез-ты.

Using the example of trading on the terms specified in that very simple question that requires an answer. A lot of Bernoulli series of 30,000 random trades will be generated. This has nothing to do with the tester.

 
lasso писал(а) >>

Yep. Well, as an option taken just from your link. Quote:

And this is where you took <<.... A number of events can deviate any far from n*P(A)......>> ??? Especially: as far as you like

....

And, please, let's refer to materials causing any trust, at least close to scientific.

For you Mr. Safonov V.S. from site PO-LBU.RU is an authority in TheorWer? All the more so, he is a mess... Quoting again:

Even the numbers are scattered.

In general, the article looks like chewing gum from the School of Trading at DC. (or is that the right school?)

It does not follow from the fact that frequency converges to probability when the number of trials tends to infinity that "With great number of trials n, number of events A will tend to n*P(A)". And just from the law of large numbers ;)

As for "as far away as possible", you can read it in any book on TV. For example, Kolmogorov "Introduction to Probability Theory" p. 86.

And you yourself gave the correct formula for calculating dispersion and RMS. The range of the possible deviation of a particle increases with the number of trials proportional to the square root of the number of trials. I think Einstein discovered this:

"Einstein was able to derive the law by which random wandering of particles occurs: their average distance from the starting point increases as the square root of time. " http://slovari.yandex.ru/dict/krugosvet/article/d/d7/1002307.htm

The frequency of the event will still converge to the probability in the limit, no matter how far the particle has strayed.

So it's not clear what you don't understand :)

 
Avals писал(а) >>

It does not follow from the fact that frequency converges to probability when the number of trials tends to infinity that "With a large number of trials n, the number of events A will tend to n*P(A)". And just from the law of large numbers ;)

You say it doesn't follow and then you quote the giant Kolmogorov who says: "It should" :: , understand that in this case n*P(A) and the baseline are one and the same.

 
lasso писал(а) >>

You say it doesn't follow and then you quote the giant Kolmogorov who says: "It should", understand that in this case n*P(A) and the initial position are one and the same.

Not the same thing. It says any and zero as well. And this conclusion is purely yours and it does not correspond to TV.

The greater the number of tests, the further the particle can deviate from the origin. Will it return to zero with infinite number of trials? Yes, it will return, as well as to any other level in case the SB is reversible (0.5/0.5 probabilities). With an infinite number of trials it will reach any level with probability 1.

Practically all this means is that you can be in the black at roulette for a very long time. For how long - the arcsinus theorem says. But of course, if you have finite capital, you will sooner or later go bust. The only thing is that the time may be very long.

 
Avals писал(а) >>

is not the same thing. It says any and all, including zero. And this conclusion is purely yours and it does not correspond to TV.

The greater the number of tests, the further the particle can deviate from the origin of coordinates. Will it return to zero with infinite number of trials? Yes, it will return, as well as to any other level in case the SB is reversible (0.5/0.5 probabilities). With an infinite number of trials it will reach any level with probability 1.

Practically all this means is that you can be in the black at roulette for a very long time. For how long - the arcsinus theorem says. But of course, if you have the finite capital, you will sooner or later go bust. Except that this time may be very stretched out.

I can say that we are very close to an understanding. The theorems are the same. We understand them in the same way. But everyone has their own level of abstraction.

1. You write: "Any level", Kolmogorov says: "... crosses any constant level...", what he put into this word I can't say, but I'm sure that such personalities have no superfluous words.

2. Can not be "Any level", because you yourself have confirmed the correctness of the calculation of RMS. And since there is a RMS value, that means there are limits to that level, albeit fuzzy, but not ANY level. This is important.

If n = 1000 (I won't describe it in detail in our case), RMS = 15.8 If n = 1000000, RMS = 500 (I think).

Yes, the RMS increased, so what? But for such an amount .... Let's calculate n = 1 000 000 "Red" = 500500 f = 0.5005 so even with the most biased rounding p(Red) = 0.5 (I mean that there is no contradiction with TV)

Avals wrote >>

Moreover, you yourself have given the correct formula for calculating dispersion and RMS. The range of possible deviation of a particle increases with the number of tests proportional to the square root of their number. I think Einstein discovered this:

"Einstein was able to derive the law by which particles wander randomly: their average distance from the starting point increases as the square root of time. " http://slovari.yandex.ru/dict/krugosvet/article/d/d7/1002307.htm

The frequency of the event will still converge to the probability in the limit, no matter how far the particle has strayed.

So it's unclear what you don't understand :)

Einstein = giant^12. The reference is correct. But it's a little off the mark. It does say that <<... with each such particle thousands of molecules collide randomly every second...> Let's not mix... Just starting to get out. ))

.....

 
getch писал(а) >>
What could be the practical application of what has been discussed?

The practical application has sort of already taken place. )) See above.

There is an assumption that this real gain is not accidental. (In any case a simple explanation cannot be found.)

It must be proved (and preferably done purely mathematically - the purpose of my address here).

If it can be proved, the system can be easily enough projected onto Forex.

Very briefly, but hopefully answered you.

 
Mathemat писал(а) >>

Using the example of trading on the terms specified in that very simple question that requires an answer. A lot of Bernoulli series of 30,000 random trades will be generated. This has nothing to do with the tester.

Everything is clear. Waiting.

 

Dear friends!

I would like to congratulate all of us with the year 2010 that has finally and irrevocably arrived!

Ahead of the Ten!!! Full of hopes and achievements. And may each of you reach your own milestone, reach your own heights this year.

We argue, we seek the truth, we make mistakes. And it is normal. We are like-minded.

Drinking champagne. A little drunk. And good....

...........

Also, my youngest son turns one today. I wish him to grow up to be a decent man.

And I wish us to be role models for our children.

...........

Already yesterday, on the 13th, a poem was sent to me. I liked it, it was really good. A person wrote twelve lines of poetry. And how many people got high, how many people laughed?

How much energy was released? Who's counting? .......

So:

Спят котёнки, спят мышонки,

A flying asteroid sleeps,

In the warm folds of his scrotum

Sleeps the funny spermatozoon

A cockroach asleep under the wardrobe,

Sleeps a drunk who fell in a puddle,

Sleeping in his tummy

♪ Don't want to come out ♪

Don't give in!!!

There's cognac and compote on the table,

Olivier, cheese, sausage.

Let's celebrate the Old New Year!!!

Good luck. )))))))))
 

Now I counted... There are five of my posts on the page. What is this? (MO = 0.5 ? The magic of numbers? Or am I already annoying everyone?

 
lasso писал(а) >>

2. Can't be "Any level" because you yourself have confirmed the correctness of the RMS calculation. And if there is a RMS value, then there are limits to that level, albeit fuzzy, but not ANY level. This is important.

If n = 1000 (in our case. I won't describe it in detail), RMS = 15.8 If n = 1000000, RMS = 500 (I think).

Yes, the RMS increased, so what? But for such an amount .... Let's calculate n = 1 000 000 "Red" = 500500 f=0.5005 so even with the most biased rounding p(Red) = 0.5 (I mean, there is no contradiction with TV)

Einstein = giant^12. The reference is correct. But it's a little off the mark. It does say that <<... with each such particle thousands of molecules collide randomly every second..."> let's not mix... Just starting to get out. ))

.....

It was a question of tending the number of tests to infinity, which, by the way, is what Kolmogorov considered. Hence "any". Constant means not changing as you test and finite. More details can be found in his textbook, to which I referred.

Einstein's point. The physical model of SB is fully consistent with the mathematical model of SB, which is what we are talking about all the time and the formulas are exactly the same.

And even if we are close to a mutual understanding, the paradox you have discovered is still not understood by me :(

However, to repeat, your premise II) is not correct. There is no aspiration of the number of events to the probability of that event *by the number of trials. There is no such aspiration, just as there is no aspiration of the SB particle to return to the reference point. It simply "doesn't remember" it. You could say that after each test its new position is the new reference point.

Have you received practical data not fitting into an ideal SB model? Or do you have theoretical reflections leading to a contradiction of TV axioms or their corollaries?