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《異質變異數 II》

Heteroskedasticity II


Au Ho-hei



Anthony Au Ho-hei is currently an MPhil (Composition) candidate at the University of Hong Kong (HKU), under the tutelage of Professor Chan Hing-yan. Previously, Au attained a Bachelor of Finance with First Class Honours from HKU in 2022, consistently earning a place on the Dean’s Honours List each year.

Au has worked closely with various art groups, including the Hong Kong Philharmonic Orchestra, Hong Kong New Music Ensemble, Hong Kong University Philharmonic Orchestra, and HKU MUSE. Au is also engaged in conducting, often premiering his own works. In 2019, he led the premiere of his Korean Variations with the Hong Kong University Philharmonic Orchestra. In 2021, he conducted the Joint University Orchestra to bring Sibelius’ Finlandia. In 2023, he conducted the horn section of the Hong Kong Philharmonic Orchestra in the premiere of his chamber work, Lovers and the Love of the Stars. Recently, in March 2024, Au’s orchestral-choral composition Hark! The Midnight Bell Echoes was premiered by the Hong Kong Philharmonic Orchestra, Hong Kong Philharmonic Chorus, and HKU Chamber Singers, under the baton of Chloé Dufresne, with soprano Kenix Tsang serving as the reciter.



Heteroskedasticity II is a musical embodiment of the concept that art is a reinterpretation of real-world stochastic processes.

Our world is a complex tapestry of stochastic processes, evident in our societies and individual lives. The unpredictability of daily life manifest as randomness; events often unfold by chance and without a predictable pattern. Every aspect of life, from the trajectory of our careers to our marital plans, is essentially a stochastic process. While we can observe and estimate broad trends and macro patterns, precise predictions elude us due to this inherent randomness.

Music exhibits striking similarities to stochastic processes. A musical composition, akin to fluctuations in stock prices or changes in macroeconomic indicators, can be analyzed as a time series or panel data. These phenomena evolve over time, displaying stochastic behaviors at a macro level while maintaining a dependency on their recent past. Their visual representations also bear resemblances.

Art, including music, can be viewed as our attempt to capture and reproduce parts of these stochastic processes that resonate with us. The genesis of art might better be understood as a process of subtraction, of selecting and reproducing moments of interest from the vast stochastic process of the existing world, rather than as an act of pure creation.

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