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Question About Proving $\exp(aW(t)-\frac{a^{2t}}{2})$ is Martingale

score 2.3k · Answer 1 · 2026-03-30 20:42:52

2.3k

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Question About Proving $\exp(aW(t)-\frac{a^{2t}}{2})$ is Martingale

Published on 30 Mar 2026 - 20:42

score 58 · Answer 2 · 2019-12-12 17:20:22

58

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Why does the $E(y_i) = E(\beta x_i + e_i) = \beta x_i $?

Published on 12 Dec 2019 - 17:20

score 156 · Answer 3 · 2019-12-12 22:25:31

156

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Expected value of Distinct Elements from maximum sequence of permutation of 1 to n

Published on 12 Dec 2019 - 22:25

score 116 · Answer 4 · 2019-12-13 13:43:50

116

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Expect value of two continuous random variable

Published on 13 Dec 2019 - 13:43

score 131 · Answer 5 · 2026-03-28 08:42:01

131

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Compute the expectation of $\log|X|$ if $X$ is uniformly distributed on the unit ball.

Published on 28 Mar 2026 - 8:42

score 141 · Answer 6 · 2019-12-14 01:00:54

141

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Is the Var $(y_i) = E(y_i^2)$?

Published on 14 Dec 2019 - 1:00

score 35 · Answer 7 · 2026-03-28 19:37:49

35

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Markov Chain: Cannot Prove Equations for the Expected Time to Absorption

Published on 28 Mar 2026 - 19:37

score 58 · Answer 8 · 2019-12-14 17:10:01

58

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How to calculate $\operatorname{Cov}(X + 3, XZ)$?

Published on 14 Dec 2019 - 17:10

score 15 · Answer 9 · 2026-03-06 01:40:48

15

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Let $\mathcal{G} \subseteq \mathcal{F}$ and show that $X \in L^{1}(P) \iff X \in L^{1}(P\vert_{\mathcal{G}})$

Published on 06 Mar 2026 - 1:40

score 85 · Answer 10 · 2026-03-29 07:28:52

85

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How to find the variance of a variable defined by a random variable?

Published on 29 Mar 2026 - 7:28

score 330 · Answer 11 · 2026-04-03 07:50:10

330

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The expected number of steps for a knight to move from the lower left to the upper right corner of the chess board

Published on 03 Apr 2026 - 7:50

score 44 · Answer 12 · 2019-12-15 17:54:36

44

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Help with expectation and infinite sums

Published on 15 Dec 2019 - 17:54

score 38 · Answer 13 · 2019-12-15 18:56:36

38

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Two questions about expected value

Published on 15 Dec 2019 - 18:56

score 257 · Answer 14 · 2019-12-15 22:22:16

257

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What happens to the expectation of a product of random variables if they're not independent?

Published on 15 Dec 2019 - 22:22

score 433 · Answer 15 · 2019-12-16 11:42:36

433

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Expected Value of product Complex Normal R.V. and its conjugate, different powers

Published on 16 Dec 2019 - 11:42

List Question

Question About Proving $\exp(aW(t)-\frac{a^{2t}}{2})$ is Martingale

Why does the $E(y_i) = E(\beta x_i + e_i) = \beta x_i $?

Expected value of Distinct Elements from maximum sequence of permutation of 1 to n

Expect value of two continuous random variable

Compute the expectation of $\log|X|$ if $X$ is uniformly distributed on the unit ball.

Is the Var $(y_i) = E(y_i^2)$?

Markov Chain: Cannot Prove Equations for the Expected Time to Absorption

How to calculate $\operatorname{Cov}(X + 3, XZ)$?

Let $\mathcal{G} \subseteq \mathcal{F}$ and show that $X \in L^{1}(P) \iff X \in L^{1}(P\vert_{\mathcal{G}})$

How to find the variance of a variable defined by a random variable?

The expected number of steps for a knight to move from the lower left to the upper right corner of the chess board

Help with expectation and infinite sums

Two questions about expected value

What happens to the expectation of a product of random variables if they're not independent?

Expected Value of product Complex Normal R.V. and its conjugate, different powers

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