Re: [time-nuts] ergodicity vs 1/f

2017-12-18 Thread Poul-Henning Kamp
In message , Magnus D anielson writes: Years ago I ran into this paper: https://fas.org/irp/agency/dod/jason/statistics.pdf What is amazing about it, is that back in 1992 they nailed the odds of climate change to north

Re: [time-nuts] ergodicity vs 1/f

2017-12-17 Thread Magnus Danielson
Hi On 12/18/2017 01:03 AM, Bob kb8tq wrote: You then hit the very basic fact that a “standard noise process” does not cover what real oscillators or amplifiers do in the field. They have a *lot* of “noise like” issues that impact their performance. Simply coming up with a model for this or

Re: [time-nuts] ergodicity vs 1/f

2017-12-17 Thread Bob kb8tq
Hi > On Dec 17, 2017, at 6:50 PM, Magnus Danielson > wrote: > > Hi, > > On 12/17/2017 03:09 PM, Mattia Rizzi wrote: >>> you demand ergodicity, you cannot have 1/f. You can have only one or the >> other. Not both. And if you choose ergodicity, you will not

Re: [time-nuts] ergodicity vs 1/f

2017-12-17 Thread Magnus Danielson
Hi, On 12/17/2017 03:09 PM, Mattia Rizzi wrote: you demand ergodicity, you cannot have 1/f. You can have only one or the other. Not both. And if you choose ergodicity, you will not faithfully model a clock. I am talking about the issues of flicker noise processes for an experimentalist. I

Re: [time-nuts] ergodicity vs 1/f (was: Allan variance by sine-wave fitting)

2017-12-17 Thread Mattia Rizzi
Hi, Finally I have time to answer it properly. Let's do a quick recap. Topic is flicker noise, statistics theory vs experimental hypothesis. I am aware that flicker noise, in stochastic theory, it's not ergodic nor stationary. Mattia#1: (If you striclty apply the stochastic theory) you are not

Re: [time-nuts] ergodicity vs 1/f

2017-11-30 Thread Bob kb8tq
Hi > On Nov 30, 2017, at 11:10 AM, Magnus Danielson > wrote: > > > > On 11/30/2017 03:40 PM, Attila Kinali wrote: >> On Thu, 30 Nov 2017 12:44:13 +0100 >> Mattia Rizzi wrote: >>> Let me emphasize your sentence: "you will have a

Re: [time-nuts] ergodicity vs 1/f

2017-11-30 Thread Magnus Danielson
On 11/30/2017 03:40 PM, Attila Kinali wrote: On Thu, 30 Nov 2017 12:44:13 +0100 Mattia Rizzi wrote: Let me emphasize your sentence: "you will have a statistically significant number of samples of *one* realization of the random variable.". This sentence is the

[time-nuts] ergodicity vs 1/f (was: Allan variance by sine-wave fitting)

2017-11-30 Thread Attila Kinali
On Thu, 30 Nov 2017 12:44:13 +0100 Mattia Rizzi wrote: > Let me emphasize your sentence: "you will have a statistically significant > number of samples of *one* realization of the random variable.". > This sentence is the meaning of ergodic process [ >