The self-similarity of the plots you used reminded me of Peter's Fractal Market Hypothesis, but that is founded on some degree of actor rationality, not "the full madness of the Trumpian movement" as you put it.
Which suggests that there may be a line of enquiry -- beyond my meagre capabilities! -- to characterise divergences from self-similarity as an additional metric, presumably of "madness"?🤷🏼♂️
I'm not sure I know the details of that one, but it does sound relevant and interesting.
I guess one of the things that is complicated is that the self-similarity here (as opposed to the Sierpinski) is only in the sense of "has the same probability distribution as" rather than "looks identical". So in theory any sufficiently jagged trajectory could be a plausible Brownian trajectory, though of course some are more likely than others!
The self-similarity of the plots you used reminded me of Peter's Fractal Market Hypothesis, but that is founded on some degree of actor rationality, not "the full madness of the Trumpian movement" as you put it.
Which suggests that there may be a line of enquiry -- beyond my meagre capabilities! -- to characterise divergences from self-similarity as an additional metric, presumably of "madness"?🤷🏼♂️
I'm not sure I know the details of that one, but it does sound relevant and interesting.
I guess one of the things that is complicated is that the self-similarity here (as opposed to the Sierpinski) is only in the sense of "has the same probability distribution as" rather than "looks identical". So in theory any sufficiently jagged trajectory could be a plausible Brownian trajectory, though of course some are more likely than others!