Merge branch 'dev'

lib/numerics/expdist/Expdist.md

@@ -13,9 +13,7 @@
 | **PineScript**   | [expdist.pine](expdist.pine)                       |
 
 - The Exponential Distribution CDF transforms a min-max normalized price into the cumulative distribution function of the exponential distribution, p...
-- Parameterized by `period` (default 50), `lambda` (default 3.0).
-- Output range: Varies (see docs).
-- Requires `period` bars of warmup before first valid output (IsHot = true).
+- **Trading note:** Exponential distribution; models time between events. Used for trade arrival rate analysis.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 
 The Exponential Distribution CDF transforms a min-max normalized price into the cumulative distribution function of the exponential distribution, producing an output in $[0, 1]$. The exponential distribution models memoryless waiting times: the probability that a normalized value falls below a threshold depends only on the rate parameter $\lambda$, not on any history. Higher $\lambda$ values compress the CDF curve toward zero, making the indicator more sensitive to small normalized deviations. With $O(N)$ normalization and $O(1)$ CDF evaluation, EXPDIST provides a nonlinear percentile ranking that emphasizes the lower end of the price range while compressing the upper end.
@@ -114,4 +112,4 @@ With SVML exp: 4 outputs per AVX2 cycle. Without SVML: scalar loop but still O(1
 - Erlang, A.K. "The Theory of Probabilities and Telephone Conversations." Nyt Tidsskrift for Matematik B, 1909.
 - Johnson, N.L., Kotz, S. & Balakrishnan, N. "Continuous Univariate Distributions, Vol. 1." Wiley, 1994.
 - Ross, S. "Introduction to Probability Models." Academic Press, 12th edition, 2019.
-- Cont, R. "Empirical Properties of Asset Returns: Stylized Facts and Statistical Issues." Quantitative Finance, 2001.
+- Cont, R. "Empirical Properties of Asset Returns: Stylized Facts and Statistical Issues." Quantitative Finance, 2001.