Comments on arXiv:1811.00154 [astro-ph.IM] "AGN Variability Analysis Handbook"

Why do we write this note? It is erroneous to pretend to extract physical information from the experimental light curves (time series) of astrophysical systems by means of linear stochastic differential equations (LSDE). In general, the time evolution of these systems is governed by a set of nonlinear differential equations. Hence, the LSDEs are not suitable to model their dynamics. In spite of this, recently the LSDEs have been proposed as tools for the analysis of AGN light curves. Their use in this context seems to be dictated by their simplicity rather than by a real physical argument. We stress in this note that the correct approach to the analysis of signals coming from systems with nonlinear dynamics is to tackle the problem using methodologies in well defined physical contexts.