> If two things e.g. both change over time, they will be correlated.
No?
You can have two independent random walks. Eg flip a coin, gain a dollar or lose a dollar. Do that to times in parallel. Your two account balances will change over time, but they won't be correlated.
No?
You can have two independent random walks. Eg flip a coin, gain a dollar or lose a dollar. Do that to times in parallel. Your two account balances will change over time, but they won't be correlated.