Notes: Non-Ergodicity

Start Here:

Conversation that answered the question I had in my mind:

 

Watch the video below:

 

Ted talk and slides form the Ole Peters:

 

Naval

 

Read Logic of Risk Taking by Nassim Nicholas Taleb:

https://medium.com/incerto/the-logic-of-risk-taking-107bf41029d3

Graphics that will help you recall non-ergodicity:

Image

Never Cross a River if it’s on average 4 feet deep

 

 

What is ergodicity?

(1) look at one trajectory across time

(2) look at a bunch of trajectories at 1 instant

If yes, ergodic

If not, non-ergodic

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