tag:blogger.com,1999:blog-10614348.post8986547455888646288..comments2023-01-19T00:50:01.428-08:00Comments on TGD diary: Consciousness is more like sequence of flashes than continuous streamMatti Pitkänenhttp://www.blogger.com/profile/13512912323574611883noreply@blogger.comBlogger4125tag:blogger.com,1999:blog-10614348.post-21297110978776177432017-11-22T13:31:41.762-08:002017-11-22T13:31:41.762-08:00I just thought it might be a reason why the time-s...I just thought it might be a reason why the time-scales are similar... I just noticed something rather uncanncy...take the Riemann-Siegel vartheta function. by replacing the lnΓ functions with their Stirling expansions we get vta=-(1/2)*t*ln(t/(2*Pi*exp(1)))-(1/8)*Pi if you integrate the exponential of this, you get a value very near the fine structure constant.. strange, evalf(int(exp(vta(t)), t = 0 .. inf))=136.39146706199227394 which is only off by about −0.64453207700772606Crow-https://www.blogger.com/profile/11587191916122583498noreply@blogger.comtag:blogger.com,1999:blog-10614348.post-43812482417819937742017-11-21T20:25:16.664-08:002017-11-21T20:25:16.664-08:00
I understand that this scale has nothing to do wi...<br />I understand that this scale has nothing to do with markets as such. 180 ms brings in mind 300 ms time scale in EEG. EEG consists of pieces of roughly this duration and according to other source they split to two pieces: coherent and chaotic.<br /><br /> In TGD inspired theory of consciousnes this period would correspond to life cycle of mental image. <br /><br />In TGD inspired quantum biology this period would split to two pieces corresponding to two phases: strongly coherent phase in which objects are connected by a connected network of flux tubes and phase in which network has split into pieces. Like solid and gas. Metabolic energy does would feed in energy and generate solid phase, which would eventually split to gas as oscillations split the flux tubes pairs connecting the objects by reversal of reconnection so that they become pairs of loops associated with the ends.<br /><br />To your question I cannot answer. In my interpretation the argument of zeta is complexified conformal weight, which is analog of momentum associated with scalings rather than translations as momentum is. Second interpretation for zeros would be as values of coupling constant strength.<br />Matti Pitkänenhttps://www.blogger.com/profile/13512912323574611883noreply@blogger.comtag:blogger.com,1999:blog-10614348.post-37111490766280062112017-11-21T12:14:11.414-08:002017-11-21T12:14:11.414-08:00Oh yeah, not only is the time between transactions...Oh yeah, not only is the time between transactions ~180ms but the integral of the autocorrelation diverges, meaning that the process is one of long-range dependency such that it is exactly poised at criticality, on the edge of order and chaos.. <br /><br />I've thought that perhaps the Riemann zeros could be considered to be the "times" of a point process and looking for a kernel such that its compensator would be Poissonian.. I wonder what sort of kernel function would possibly give good fits? the existence of a stable parameter set could be proven by maximizing the likelihood with Newtons method.. if the kernel was such that the parmeter space is convex then the fixed-point would be guaranteed to be unique... <br /><br /> <br />Crow-https://www.blogger.com/profile/11587191916122583498noreply@blogger.comtag:blogger.com,1999:blog-10614348.post-67857867892765585322017-11-21T12:05:25.231-08:002017-11-21T12:05:25.231-08:00This is a really interesting , in my empirical stu...This is a really interesting , in my empirical studies of the US stock market indicies, I've found that the average time between transactions of the SPY (an aggregate of the 500 largest companies) is.. around 180 milliseconds.. very close in line with these estimates.. how strange... in empirical studies of the stock market they've found that the vast majority of price variation is caused by endogenous feedback mechanisms and not related to any exogenous shocks/whatever.. my plain is to write a computer program that adapts to these random variations .. it's kind of like predicting the flow of a turbulent river.. there are so many components to it, that it can't just change all its parameters so fast.. it's quasi-stationary, in some sense.. also, one volatilte trader I worked with at one point would fly into hysterics yelling about the "front page of the wall st journal" and things like that.. maybe he was seeing *his* perceived life as a mental image onto the surrounding societyCrow-https://www.blogger.com/profile/11587191916122583498noreply@blogger.com