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Ergodicity — Ole Peters

The Joe Walker Podcast

CHAPTER

How Did You Come to Optima Leverage From Non-Egodicity?

In two thousand seven, you write a paper called optima leverage from non egodicity. And i thought, this is very nice, because you can s this leverage problem just by computing a time average instead of an expectation value. Im and and i showed it to some people and they said, no, but that's not possible,. Adand so then i went down this rabbit hole ofe, you know, how these types of problems had been treated in the literature centuries before am. I mean,  that's beena relly exciting since then. Yes? True. But so in the two thousand you're studying weather patterns, and then just before christmas,you start

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