Theorem: In the long run, a bounded, differentiable real function has zero correlation with its first derivative.
I don't understand the theorem. What does "in the long run" mean? Is it that in limit a,b->\infty
(\int{a,b} f(x)f'(x) dx)/(b-a)=(\int{a,b} f(x) dx)(\int_a^b f'(y) dy)/(b-a)^2 ?
Sorry for the quasi-TEX notation, even the underscore doesn't appear here. Is there any elegant way to write formulae on LW?
Not quite, it's that as a and b go to infinity,
(\int_{a,b}f(x)f'(x)dx)/(b-a))
goes to zero. \int_{a,b}f(x)f'(x)dx = [ f(x)^2/2 ]^b_a, which is bounded, while b-a is unbounded, QED.
LaTeX to Wiki might work, but LaTeX to LW comment doesn't.
It is a commonplace that correlation does not imply causality, however eyebrow-wagglingly suggestive it may be of causal hypotheses. It is less commonly noted that causality does not imply correlation either. It is quite possible for two variables to have zero correlation, and yet for one of them to be completely determined by the other.