Random wandering - page 44

 
Aleksey Nikolayev #:

Well, the variance for SB is determined

Huh?

Always thought SB was a non-stationary process at constant MO because the variance is not a constant - it depends on time....

Typed popcorn and read carefully how "the variance of SB is defined"!

 
Clearly, there is a problem even at the level of understanding what the variance of a random process is)
 
Aleksey Nikolayev #:
I see, the problem is already at the level of understanding what the variance of a random process is)

no, not like that...

the problem is at the level of understanding "random" "independent" "uniform" "normal" "probability".

it's not about variance, it's the beginning of 8th grade modern school (as a parent I know it's in the 8th grade textbook "probability theory and statistics")

 
Aleksey Nikolayev #:
I see, there is a problem even at the level of understanding what the variance of a random process is)

this is already izersky level - should be ashamed....

 
Dmitry Fedoseev #:

Why? Then again, what about infinity? Uladzimir is getting tired of flipping a coin. When he gets to infinity, then we'll count.

Only Chuck Norris can count to infinity)

Mathematicians have had problems with infinity since Cantor's time)

 
Dmytryi Nazarchuk #:

this is Isersky level - should be ashamed....

So be ashamed if you should be...

You make it sound like only stationary processes have dispersion.)

 
Aleksey Nikolayev #:

So be ashamed if there has to be...

You say that only stationary processes have dispersion) This is nonsense)

For stationary processes the variance is a constant.

In non-stationary processes, it depends on time.

Why be stupid when that is what is written above?

 
Dmytryi Nazarchuk #:

For stationary processes, the variance is a constant.

In non-stationary processes, it is time dependent.

Why be stupid when that is what is written above?

I don't know why you are being obtuse by saying that the variance of a random process means that it is constant.)

The variance of a random process, by definition, is a function of time) It may or may not be constant.)

 
Maxim Kuznetsov #:

no, not like that...

the problem is at the level of understanding "random" "independent" "uniform" "normal" "probability".

it's not about variance, it's the beginning of 8th grade modern school (as a parent I know it's in the 8th grade textbook "Theory of Probability and Statistics")

The variance is there too, but only a sample, as in matstat) Without an integral, there is no normal definition) Well, except for discrete random variables.

 
Aleksey Nikolayev #:

The variance of a random process is, by definition, a function of time

HQ???

I always thought the variance of a random variable was a function of MO....

Where am I gonna get so much popcorn?