Talk:Long-range dependency

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Whether or not you merge these, it's helpful to keep the term "long dependence" searchable & closely associated here as it's one Mandelbrot uses; also helps those trying to connect the distribution to its practical significance.

Mandelbrot more commonly used the term "Joseph Effect" for LRD and "Noah Effect" for Heavy Tails. I would not like to see them merged anyway. LRD is a different but related phenomenon. "The long tail" seems to be a slightly meaningless marketting version of the idea of "heavy tail".--Richard Clegg 23:24, 16 February 2006 (UTC)

I agree. The terms should not have been merged. They are different, as well as their applications.

The two terms should not be merged. Long-range dependence should follow from a temporal phenomenon (thus the notion of dependence over a long time period), rather than having something to do with independent draws from a heavy-tailed distribution.

[edit] Cleanup

Currently all the images in this article seems to be redlinks - can someone knowledgeable about Wikipedia check to see if they have been renamed, deleted or what... --Neo 21:12, 15 November 2006 (UTC)

[edit] Needs a rewrite

This article conflates heavy-tailed distributions with long-range dependency. One can cause the other, but there is no inherent logical need for a heavy-tailed distribution to be caused by long-range dependency effects. -- The Anome 23:43, 23 November 2006 (UTC)

The definition given here for a heavy-tailed distribution, although it is used by a few authors, is not the commonly used definition, and excludes heavy-tailed distributions such as Weibull, Log-normal, and many more. See the heavy-tailed article for more information. PoochieR (talk) 09:30, 24 January 2008 (UTC)