1. G

    Markov chains and equilibrium distribution

    Two yachts, sailed by "Yacht 1" and "Yacht 2" respectively are sailing around a course. If the teams are even at the beginning of a lap then during that lap they embark on a duel and one team gains a 1 boat length advantage by the end of the lap. Otherwise the leading yacht always sails...
  2. J

    Estimate of mean after a time series approaches equilibrium

    I am working with a time series for a quantity that undergoes some relaxation towards a mean value, after which it appears to exhibit strong noise and possibly some very weak drift. Here is a graph of the time series: While I can eyeball a good estimate for this mean, I'd like a more...