Criticism of hypothesis of changing from a random process with independent outcomes to directed process

Authors

  • Леонид Петрович Яновский
  • Илья Михайлович Боровиков

Keywords:

random process, directed process, strategy, mathematical expectation, profit, financial market, capital formation, Hurst's index

Abstract

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.

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Published

2015-04-22

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Статьи

How to Cite

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