Can the SB chart be distinguished from the price chart? - page 24

 
Yuriy Asaulenko:

And why (why on earth) should random processes satisfy anything learned, a distribution, say? SPs can have no distribution at all.

SP is characterised by only one parameter - the degree of your ignorance. It may be quite deterministic, but it will remain random for you.

Right on the money!

 
Yuriy Asaulenko:

Here's an example. The SB has no distribution.

What do you mean "has no distribution"? Random walk - ideally it has a uniform distribution.

 
Georgiy Merts:

I mean, what do you mean "doesn't"? Random walk - ideally it has a uniform distribution.

I'm not going to argue. Look in the maths handbook.

 
Vizard_:

And this is a recursive grid on a sine. What will be
on real data - we'll find out for ourselves)))


It's a periodic function, so how do we fit the price into the periodicity?

 
Georgiy Merts:

What do you mean it "doesn't"? Random walk - ideally it has a uniform distribution.

It depends on which SB.

 
Georgiy Merts:

What do you mean, "it doesn't"? Random walk - ideally it has a uniform distribution.

The definition of SB contains no requirements for the shape of the distribution of the increments.
 
secret:
The definition of SB does not contain requirements for the form of incremental distribution.

It was not a question of distributing the increments, but of distributing the SB itself.

 
secret:
The definition of SB does not contain requirements for the form of distribution of increments.
Yuriy Asaulenko:

It wasn't about the distribution of increments, it was about the distribution of SB itself.

I'm sorry, I didn't read it carefully either.

 
SB through increments is defined, it is an integrated process. No one is interested in the distribution of SB itself, especially as it is infinite in both directions.
 
secret:
SB is defined through increments. Nobody cares about the distribution of SB itself, especially since it is infinite in both directions.

The comrade was interested. Let's not discuss anyone's interests. By the way, SB has no distribution, at all. See the maths handbook. One has already been posted before).