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Old 05-03-2002, 08:55 PM
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Default no monte carlo, no \"analytic\" estimates...



No, I was wondering if it had been solved, and I guess you're saying it hasn't been. So I have a simpler question. What is the term for the 3D volume that is all possible paths between two points in a 2D surface stacked on top of each other?


In other words, at each of the two points it is ininitely high, and at the saddle between them, it is at its lowest and most dispersed, right? It's like, hold 100 pieces of string, one end in each hand, and let them go slack by moving your hands together. The string will be the most spread out in the middle.


It's like a normal distribution that runs forward then runs in reverse, or something. What's the name for that, so I can hunt down some earlier mathematical work on adding and removing paths and barriers - on cutting strings in effect?


Thanks,


eLROY


P.S. I am not sure you need to do any "stochastic calculus" to run a monte carlo, or do analytic estimates of this - much less trade it. I have already developed a number of analytic approaches in my head, on the areas of certain bisections and slices, relative volumes if you cut out different regions, the commonality of strings to various sequential groupings involving barriers, and so forth. But I would still much appreciate any further "analytic" tips you can give me, SC!
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