[time-nuts] ergodicity vs 1/f

Poul-Henning Kamp phk at phk.freebsd.dk
Mon Dec 18 03:35:37 EST 2017


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In message <ec6c7c98-5788-4acd-ee06-116a0ff988d3 at rubidium.dyndns.org>, Magnus D
anielson writes:

Years ago I ran into this paper:

	https://fas.org/irp/agency/dod/jason/statistics.pdf

What is amazing about it, is that back in 1992 they nailed the
odds of climate change to north of 100k, in a statistically
rigorous manner.

They can do this because "Extreme Value Theory" is an extremely
sensitive way to determine if a process is static or if it fits
your (noise-)model.

I've often wondered about EVTs applications to oscillator noise,
but Real Life have kept me busy with other things, so I'll happily
pass this ball to anybody else who might want a go...

Poul-Henning

-- 
Poul-Henning Kamp       | UNIX since Zilog Zeus 3.20
phk at FreeBSD.ORG         | TCP/IP since RFC 956
FreeBSD committer       | BSD since 4.3-tahoe    
Never attribute to malice what can adequately be explained by incompetence.


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