The finiteness of zigging and zagging

In probability theory, a Lévy process, named after the French mathematician Paul Lévy, is a stochastic process with independent, stationary increments: it represents the motion of a point whose successive displacements are random and independent, and statistically identical over different time intervals of the same length. A Lévy process may thus be viewed as the continuous-time analog of a random walk.

I have to see some of this stuff three or four times. Quanta Mag reminded me again.

Here is my point about macro economics.

I can index all the zigs and zags back to Roosevelt, to the extent I know the complete sequence, N. More precisely, I can count them much sooner than N can go to infinity.

I have a finite count of deviations over the sequence, I can minimize by reducing duplicate but re-ordered set combinations. It meets Lucas, it uses the market structure that is available, not the one in the assumption. The key parameter to watch is closure, do you really have the complete sequence?

The new system delivers the fit and form, but not the subject matter. Motion in N is outside, in the rules regarding kinetic energy. The modeler still has some work to do.