Talk:Stochastic drift

"The drift rate of zero means that the expected value of an stochastic variable at any future time is equal to the current value. The standard Brownian motion process has a drift rate of zero and a variance of one." http://investment-and-finance.net/derivatives/d/drift-rate.html

The above statement should be exemplified for clarity as proposed in the edits of the first paragraph.

Problem: the Wiki Article states: "A related term is the drift rate, which is the rate at which the average changes. For example, a process that counts the number of heads in a series of $n$ coin tosses has a drift rate of 1/2 per toss. "

The average of a sum of coin tosses does not change 1/2 per toss. The average changes on order 1/2n per toss. Thus the example does not illustrate the drift rate well. The sum changes 0 or 1 per toss, assuming 1=heads and 0=tails. So the sum is expected to change an average of 1/2 per toss. The sum is not the average.

Proposing the following wording:

"The drift rate of a coin toss process is zero and the variance is 1/2, assuming 1=heads and 0=tails."

or equivalent. — Preceding unsigned comment added by Brianvon (talk • contribs) 17:06, 14 March 2015 (UTC)