Random wandering - page 57

 
Dmytryi Nazarchuk #:

Well, that's what is meant by ergodicity.

A strictly ergodic process is only a stationary process. But there are non-stationaryprocesses that are medium ergodicand autocovariant ergodic.

https://qastack.ru/signals/1167/what-is-the-distinction-between-ergodic-and-stationary

Terrible translation. There's just a sloppy explanation of the differences between the definitions of first- and second-order ergodicities.


 
secret #:
I've always had a question for the inventors of ergodicity. Where do they get ensembles if we have one row)?

Sort of a calculation for first, second, third, nth. In ergodic you can swap firsts with thirds, seconds with fifths, etc. I guess.

If with a coin, you can throw not one coin, but two, and record: first, second, first, second...

 
Aleksey Nikolayev #:

Where? Apparently in the Multiverse containing our universe)

Well you know the answer, textbook authors get lost at this point)
 
Aleksey Nikolayev #:

It's a terrible translation. There's just a sloppy explanation of the differences between first- and second-order ergodic definitions.


might be

 
Valeriy Yastremskiy #:

Good article.

So it's... it's simple. Playing +50% and -40% is in itself unprofitable. After all, we add interest at the bottom and withdraw it at the top, including what we earn.

$100 + 50% = $150, so we have earned $50.

$150 - 40% = $90, so we have lost $60


or in reverse order:

100$ - 40% = 60$

60$ + 50% = 90$

One way or another it will be like this. By flipping a coin for a long time, such a system will drain money.


Breakeven will be at percentages of +50 and -33.3333

 
Dmitry Fedoseev #:

Sort of a calculation for first, second, third, nth. In ergodic you can swap firsts with thirds, seconds with fifths, etc. I guess.

If with a coin, you can throw not one coin, but two, and write: first, second, first, second...

This has something in it, first an infinite number of times we toss a coin, write it all down, and when we finish, we toss a second time an infinite number of times, and so on an infinite number of times)))

Or we get an infinite number of coins and throw an infinite number of times)))

 
Aleksei Stepanenko #:

So it's... it's simple. Playing +50% and -40% is in itself unprofitable. After all, we add interest at the bottom and withdraw it at the top, including from what we earn.

$100 + 50% = $150, so we have earned $50.

$150 - 40% = $90, so we have lost $60


or in reverse order:

100$ - 40% = 60$

60$ + 50% = 90$

One way or another it will be like this. By flipping a coin for a long time, such a system will drain money.


Breakeven would be at percentages of +50 and -33.3333

So, yes, will lose at 50 and less than -33 and one third, in relative actions, in absolute ones is easier to calculate)

 

Yeah, I read it and I thought the dude was misleading =)

It's like with VAT: 20% of the amount and 20% including are different figures.

But, interesting article, learned a new word.
 
I wonder if the author of the thread got an answer to hisoutline question?)
 

I found that Excel intuition test on my old computer.

You have to guess 0 or 1.

If you're bored, you can pass the time and figure out how a series of random coin values works.

Files:
T2x.zip  16 kb