🏠
Guest Not signed in
‹ Stochastic Processes
Stochastic Processes

Ergodicity and mixing: why your backtest can quietly lie

untried
Answer a few questions to get started.
Builds on: Stationarity and invariant measures Markov chains Pólya's urn
The loop
1
Learn · Tutorial
Step-through, one idea per page.
2
Practise · 20 questions
A timed sprint over questions tagged with this concept.
3
Review
Your missed questions, re-surfaced on the spaced-repetition schedule.