Incoprea hypothesis tests · volume II

Uncertainty Has a Floor

Metrology · notebook volume 12 · Simulation n = 300,000

The claim

The uncertainty of a measurement that is averaged over time reaches a minimum set by the ratio of averaging time to drift time, rather than decreasing indefinitely with more averaging.

What was tested

Allan deviation should show an interior minimum in averaging time; past it, longer averages should increase error.

Falsified by: Uncertainty decreasing monotonically with averaging would remove the drift term.

Method

300,000 samples at 1 s spacing. Frequency noise is white FM (1e-11 at 1 s) plus a random walk (2e-15 per sqrt(s)) plus a linear fractional drift (4e-16 per s). Overlapping Allan deviation at averaging factors from 1 to about 25,000 s. A white-noise-only record is the control.

Result

2026-10-30T12:56:28.854707 image/svg+xml Matplotlib v3.11.2, https://matplotlib.org/ 1 0 0 1 0 1 1 0 2 1 0 3 1 0 4 averaging time tau (s) 1 0 − 1 5 1 0 − 1 4 1 0 − 1 3 1 0 − 1 2 1 0 − 1 1 1 0 − 1 0 Allan deviation floor at 17 s Longer averaging stops helping at the drift time total white FM only
Figure generated by code/tests/measurement-floor-drift.py from the recorded run.
Optimum averaging time (s)17
Allan deviation at the floor3.41e-12
Worse at ten times the optimum32.3
Slope before / after-0.39
Slope after the floor0.49
supported

Allan deviation falls as tau^-0.39 to a minimum of 3.41e-12 at tau = 17 s, then rises as tau^0.49. Past the minimum, a tenfold longer average is 32.3 times worse. The white-only control falls as tau^-0.50 with no minimum.

Limits

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