Stable Noise

stochastic-process · 37 views
stochastic-processstochastic

What It Is

Symmetric α-stable (Lévy) noise, α=1.8 --- IID infinite-variance heavy tails with no temporal structure. Antithetic-symmetrized (±-mirrored magnitudes, then shuffled) so in-sample skew, mean, and time-irreversibility are exactly zero. A heavy-tail contrast control: it isolates tail-weight from burst asymmetry, so a 'heavy-tailed and time-irreversible' source pairing can be tested against 'heavy-tailed but time-reversible'.

Composition

dtypefloat64
range[-139.2, 139.2]
unique values16384 / 16384
mean ± std-8.67e-19 ± 2.69

Render Gallery

Atlas Position

Nearest neighborDistance
Student-t Noise2.24
BTC Returns3.05cross-origin
S&P 500 Returns3.66cross-origin

Open in Atlas →

Which Geometries Light Up

Catch24Catch24:DN_Spread_Stdrank 306/3070.0174
CayleyCayley:spectral_gaprank 5/3070.0299
Fisher InformationFisher Information:geodesic_velocityrank 2/3071.8629
Fractal (Mandelbrot)Fractal (Mandelbrot):interior_fractionrank 1/3070.9980
Hyperbolic (Poincaré)Hyperbolic (Poincaré):mean_hyperbolic_radiusrank 307/3070.0625
Klein BottleKlein Bottle:wht_spectral_kurtosisrank 303/3071.3834
Mostow RigidityMostow Rigidity:distance_rigidityrank 303/3070.2896
SL(2,ℝ) (Thurston)SL(2,ℝ) (Thurston):parabolic_fractionrank 1/3070.9148
SL(2,ℝ) (Thurston)SL(2,ℝ) (Thurston):cocycle_growth_burstinessrank 304/3070.0060
SL(2,ℝ) (Thurston)SL(2,ℝ) (Thurston):mean_spectral_radiusrank 304/3071.0190
SL(2,ℝ) (Thurston)SL(2,ℝ) (Thurston):cocycle_growth_raterank 306/3070.0079
SL(2,ℝ) (Thurston)SL(2,ℝ) (Thurston):hyperbolic_fractionrank 306/3070.0065
Sol (Thurston)Sol (Thurston):path_lengthrank 307/307320.1348
SymplecticSymplectic:recurrence_raterank 5/3070.9684
Zipf–Mandelbrot (8-bit)Zipf–Mandelbrot (8-bit):hapax_ratiorank 3/3070.3345
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