White Noise

stochastic-process · 37 views
stochastic-processstochastic

What It Is

IID uniform random floats in [0,1) --- the null model, maximum entropy with zero sequential correlation

Interpretation

Standard analysis sees: rich, high-entropy values; high-complexity (noise-like); homoskedastic; high-dimensional / space-filling. The atlas finds no named structure, but the source is distinctively extreme on Zipf–Mandelbrot (8-bit):zipf_r_squared (-2.8z) — beyond what the standard bank predicts for it.

What standard analysis sees
tail heaviness0.26
asymmetry0.54
occupancy0.94
short-range corr0.30
long-range memory0.31
spectral colour0.68
periodicity0.19
complexity0.89
time-irreversibility0.62
volatility clustering0.12
multifractality0.17
dimensionality0.88
nonstationarity0.20
What the atlas adds
Atlas-extreme metrics the standard bank can’t predict for this source
Zipf–Mandelbrot (8-bit):zipf_r_squared-2.8zbank-miss 1.7σ

Composition

dtypefloat64
range[7.939e-05, 1]
unique values16384 / 16384
mean ± std0.502 ± 0.288

Render Gallery

Atlas Position

Nearest neighborDistance
XorShift321.53cross-origin
glibc LCG1.62cross-origin
MT19937 (Mersenne Twister)1.76cross-origin

Open in Atlas →

Which Geometries Light Up

2-adic2-adic:mean_distancerank 1/3070.6685
Catch24Catch24:SB_TransitionMatrix_3ac_sumdiagcovrank 306/3070.0000
Klein BottleKlein Bottle:rank_deficitrank 304/3070.0496
SymplecticSymplectic:recurrence_raterank 304/3070.0278
in special-functions
alphabetical
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