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Expected number of tosses until 3 heads in a row - via Martingale method

score 4.2k · Answer 1 · 2015-11-13 00:45:03

4.2k

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Expected number of tosses until 3 heads in a row - via Martingale method

Published on 13 Nov 2015 - 0:45

score 38 · Answer 2 · 2015-11-13 17:47:09

38

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Continuous semimartingale and limit

Published on 13 Nov 2015 - 17:47

score 239 · Answer 3 · 2026-03-29 22:09:16

239

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$X_T = \lim_{n \to \infty} X_{T \wedge n}$ if X is a supermartingale and T is a finite a.s. stopping time?

Published on 29 Mar 2026 - 22:09

score 110 · Answer 4 · 2015-11-14 16:53:24

110

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Calculating Expectation of Exponential with Indicator Functions (Continuous Time Martingales)

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score 48 · Answer 5 · 2026-04-02 12:30:48

48

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score 318 · Answer 6 · 2015-11-16 18:48:12

318

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score 1.4k · Answer 7 · 2015-11-16 21:28:22

1.4k

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score 946 · Answer 8 · 2026-03-29 12:23:58

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score 6.4k · Answer 9 · 2015-11-21 02:10:58

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score 140 · Answer 10 · 2026-03-29 22:12:11

140

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score 395 · Answer 11 · 2015-11-21 22:28:25

395

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Published on 21 Nov 2015 - 22:28

score 1.9k · Answer 12 · 2026-02-23 13:45:54

1.9k

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score 194 · Answer 13 · 2026-03-29 22:07:39

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score 277 · Answer 14 · 2015-11-25 17:51:33

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score 280 · Answer 15 · 2026-03-29 17:31:34

280

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List Question

Expected number of tosses until 3 heads in a row - via Martingale method

Continuous semimartingale and limit

$X_T = \lim_{n \to \infty} X_{T \wedge n}$ if X is a supermartingale and T is a finite a.s. stopping time?

Calculating Expectation of Exponential with Indicator Functions (Continuous Time Martingales)

Estimate the typical numeber of times a brownian motion on ℤ starting from $0$ does a particular transition

Find the probability $p$ such the random variables is a sub martingale and super martingale?

Expectation of supremum of a submartingale

martingale problem with moment generating function

Polya's urn (martingale)

Prove a thm on stopped processes given fundamental principle 'you can't beat the system'?

Laplace transform of the square of Brownian motion hitting time

Quadratic covariation of a jump process and a continuous process of finite variation always zero?

Proving almost sure finiteness of a stopping time

$L^1$ convergence of a martingale, conditional expectation

Convergence in probability of a martingale difference sequence

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