Re: Nonsense



Mason, you've answered the question yourself! Just now.

Decisions in Craps follow a Poisson Process, a major Stochastic
Process.

Decisions in Craps have the following properties:

independent increments, stationary increments, and the memoryless
property, etc.

You do remember the cum or degree of certainty expression:
DC=1-e^(-NxLn(1/1-p)) .

That's the expression that not only defines Decisions in the game of
Craps, but also IDs them as following a Poisson Process. The parameters
txlambda are: t=N(#Rolls), and lambda=Ln(1/(1-p)).

Of course, that's why the square root of the # of decisions (the square
root of time) rule applies for the stochastic volatility. (you do
remember how much time you spent insulting DiMauro instead of
understanding his methodology-you were wrong).

So, "Professor Mason", you do understand why decisions in Craps can be
examined using stochastic models? Or, are you really that
Mathematically naive?

I already know the answer to that. Stay in the "kiddy pool" and off of
the "high diving board".

As a student of Craps, you are just too lazy and "prejudiced" to reach
the next level of understanding. Do your own research already.

ACDOC.

PS-I'm probably one of the few out there in crapsdom that is
"preaching" this view of the game and its importance to understanding
money management/volatility control concepts. So I'm an original
thinker, what else is new.

.



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