Talk:Stochastic drift

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"The drift rate of zero means that the expected value of an stochastic variable at any future time is equal to the current value. The standard Brownian motion process has a drift rate of zero and a variance of one."

The above statement should be exemplified for clarity as proposed in the edits of the first paragraph.

Problem: the Wiki Article states: "A related term is the drift rate, which is the rate at which the average changes. For example, a process that counts the number of heads in a series of n coin tosses has a drift rate of 1/2 per toss. "

The average of a sum of coin tosses does not change 1/2 per toss. The average changes on order 1/2n per toss. Thus the example does not illustrate the drift rate well. The sum changes 0 or 1 per toss, assuming 1=heads and 0=tails. So the sum is expected to change an average of 1/2 per toss. The sum is not the average.

Proposing the following wording:

"The drift rate of a coin toss process is zero and the variance is 1/2, assuming 1=heads and 0=tails."

or equivalent. — Preceding unsigned comment added by Brianvon (talkcontribs) 17:06, 14 March 2015 (UTC)