Mandelbrot and NN Taleb's claim requires non-Markovianness of the walks. Fractional brownian motion, for example, exhibits long-range dependence. Also "randomn

Mandelbrot and NN Taleb's claim requires non-Markovianness of the walks. Fractional brownian motion, for example, exhibits long-range dependence. Also "randomness" is measured using Kolmogorov complexity, a quantity which is incomputable.