Path x(t) — discrete OU process: x[t+1] = ρ·x[t] + σ·ε, ρ = e
−α
Rolling variance (window 80 points) · lag-1 autocorrelation rescaled
rolling variance
lag-1 autocorrelation
Recovery rate α
0.30
Noise σ
0.30
▶ resimulate
near tipping (α = 0.03)
deep well (α = 0.60)
measured variance
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—
measured AC
1
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theory variance
—
σ²/(1−ρ²)
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