E
Ex-muso
Member
Hi
Purely indeterministic (PI) is defined in the CH12 summary as meaning that knowledge of earlier values of X is progressively less useful at predicting the value of X(subscript N) as N tends to infinity.
I don't currently see how this fits with the white noise definition and the given fact that white noise is purely indeterministic.
Isn't it the case that for white noise knowledge of earlier values of X is equally "useful" (ie not useful at all), regardless of how large N becomes?
If that's right, should the PI definition read "progressively less useful, or no more useful". Or something like that.
Far more likely is that I've missed something - please help!
Purely indeterministic (PI) is defined in the CH12 summary as meaning that knowledge of earlier values of X is progressively less useful at predicting the value of X(subscript N) as N tends to infinity.
I don't currently see how this fits with the white noise definition and the given fact that white noise is purely indeterministic.
Isn't it the case that for white noise knowledge of earlier values of X is equally "useful" (ie not useful at all), regardless of how large N becomes?
If that's right, should the PI definition read "progressively less useful, or no more useful". Or something like that.
Far more likely is that I've missed something - please help!