Student-t Noise

stochastic-process · 37 views
stochastic-processstochastic

What It Is

IID Student-t noise, df=3 --- symmetric heavy tails (finite variance, infinite kurtosis), a milder-tailed companion to Stable Noise. Antithetic-symmetrized so in-sample skew, mean, and time-irreversibility are exactly zero. The second heavy-tail contrast control: agreement between two distinct tail laws keeps a downstream verdict from hinging on one mechanism.

Composition

dtypefloat64
range[-43.53, 43.53]
unique values16384 / 16384
mean ± std-1.73e-18 ± 1.72

Render Gallery

Atlas Position

Nearest neighborDistance
Stable Noise2.24
BTC Returns2.58cross-origin
NASDAQ Returns2.99cross-origin

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Which Geometries Light Up

Fisher InformationFisher Information:geodesic_velocityrank 3/3071.6483
Fractal (Mandelbrot)Fractal (Mandelbrot):interior_fractionrank 2/3070.9937
Hyperbolic (Poincaré)Hyperbolic (Poincaré):mean_hyperbolic_radiusrank 306/3070.1087
SL(2,ℝ) (Thurston)SL(2,ℝ) (Thurston):parabolic_fractionrank 2/3070.7484
SL(2,ℝ) (Thurston)SL(2,ℝ) (Thurston):cocycle_growth_burstinessrank 303/3070.0090
SL(2,ℝ) (Thurston)SL(2,ℝ) (Thurston):cocycle_growth_raterank 305/3070.0147
Sol (Thurston)Sol (Thurston):path_lengthrank 304/3078609.0549
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