Criticism of hypothesis of changing from a random process with independent outcomes to directed process
Keywords:
random process, directed process, strategy, mathematical expectation, profit, financial market, capital formation, Hurst's indexAbstract
Evidence showing the failure of the G.R. Ivanitskiy's hypothesis, about the probability of a random process with independent outcomes and zero expectation directed to a process (with non-zero expectation) by using a strategy of a game based on a process with two random, equiprobable, independent outcomes, including management of interest rate depending on the results of previous drawings is presented.References
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2015-04-22
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Criticism of hypothesis of changing from a random process with independent outcomes to directed process. (2015). Modern Economics: Problems and Solutions, 6, 233-242. https://journals.vsu.ru/meps/article/view/7561





