"Johnny - Can't be shown, unless you show it to math midgets."... but not this one. Of course it can be shown. And that's why the paper is bs.Johnny, Johnny - you were going so good there for a while.I'm afraid it can't be shown. It's only true for Wiener processes. Wiener processes can't have fat tails, ever, period, end of story.
Last edited by N
on August 7th, 2003, 10:00 pm, edited 1 time in total.