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Harris chain converges to true probability

score 25 · Answer 1 · 2026-04-10 23:29:44

25

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Harris chain converges to true probability

Published on 10 Apr 2026 - 23:29

score 372 · Answer 2 · 2026-04-16 06:33:35

372

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Rick Durrett Probability Theory 5th edition exercise 4.6.1

Published on 16 Apr 2026 - 6:33

score 71 · Answer 3 · 2026-04-09 20:31:48

71

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Does the law of large numbers apply for a single iteration?

Published on 09 Apr 2026 - 20:31

score 141 · Answer 4 · 2026-04-13 16:40:50

141

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A possible misconception on the weak law of large numbers

Published on 13 Apr 2026 - 16:40

score 43 · Answer 5 · 2026-04-07 18:13:28

43

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A question about probability convergence (using the Law Of Large Numbers)

Published on 07 Apr 2026 - 18:13

score 48 · Answer 6 · 2026-04-16 05:31:01

48

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$\{T_n\}$ r.v. independent and equally distributed then $P\left[\sum_{n=1}^{\infty}T_n < \infty\right]=0$

Published on 16 Apr 2026 - 5:31

score 65 · Answer 7 · 2026-04-14 07:14:08

65

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Convergence almost sure and strong law of large number

Published on 14 Apr 2026 - 7:14

score 44 · Answer 8 · 2026-04-14 18:00:12

44

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Show that $E \sup_n |\frac{\xi_n}{n}|<\infty \Leftrightarrow E|\xi_1| \log^+ |\xi_1|<\infty$.

Published on 14 Apr 2026 - 18:00

score 196 · Answer 9 · 2026-04-17 01:51:03

196

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With $Y_n$ i.i.d, $EY_n = 1$, $X_n = \prod_{k=1}^n Y_k$, use Strong Law of Large Numbers to show $\frac{\log(X_n)}{n} \to c < 0$

Published on 17 Apr 2026 - 1:51

score 55 · Answer 10 · 2026-04-13 00:45:49

55

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Consistently estimate the covariance matrix with weakly correlated observations

Published on 13 Apr 2026 - 0:45

score 74 · Answer 11 · 2026-04-13 00:07:49

74

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How to prove law of large numbers doesn't hold

Published on 13 Apr 2026 - 0:07

score 62 · Answer 12 · 2026-04-16 06:00:25

62

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Sample Mean of Correlated/Dependent Random Variables...

Published on 16 Apr 2026 - 6:00

score 56 · Answer 13 · 2026-04-13 22:46:50

56

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maximal increment of renewal process and partial sums when only second moment exists

Published on 13 Apr 2026 - 22:46

score 87 · Answer 14 · 2026-04-11 21:50:39

87

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Law of large numbers with incomplete observation

Published on 11 Apr 2026 - 21:50

score 56 · Answer 15 · 2026-04-14 18:15:15

56

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Gap between two consecutive order statistics under arbitrary distribution.

Published on 14 Apr 2026 - 18:15

List Question

Harris chain converges to true probability

Rick Durrett Probability Theory 5th edition exercise 4.6.1

Does the law of large numbers apply for a single iteration?

A possible misconception on the weak law of large numbers

A question about probability convergence (using the Law Of Large Numbers)

$\{T_n\}$ r.v. independent and equally distributed then $P\left[\sum_{n=1}^{\infty}T_n < \infty\right]=0$

Convergence almost sure and strong law of large number

Show that $E \sup_n |\frac{\xi_n}{n}|<\infty \Leftrightarrow E|\xi_1| \log^+ |\xi_1|<\infty$.

With $Y_n$ i.i.d, $EY_n = 1$, $X_n = \prod_{k=1}^n Y_k$, use Strong Law of Large Numbers to show $\frac{\log(X_n)}{n} \to c < 0$

Consistently estimate the covariance matrix with weakly correlated observations

How to prove law of large numbers doesn't hold

Sample Mean of Correlated/Dependent Random Variables...

maximal increment of renewal process and partial sums when only second moment exists

Law of large numbers with incomplete observation

Gap between two consecutive order statistics under arbitrary distribution.

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