Question

Expected value of the infinite product of indepedent random variables

score 645 · Answer 1 · 2016-04-10 20:17:19

645

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Expected value of the infinite product of indepedent random variables

Published on 10 Apr 2016 - 20:17

score 148 · Answer 2 · 2016-04-11 00:10:41

148

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Almost sure and $\mathcal{L}^1$ convergence of $Y_n=(\cos a)^{-n}\cos(a(Z_1+\cdots+Z_n))$ with $(Z_n)$ i.i.d. Bernoulli

Published on 11 Apr 2016 - 0:10

score 329 · Answer 3 · 2016-04-11 06:21:49

329

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Is the Stock Prices in a Perfect Market martingale or not?

Published on 11 Apr 2016 - 6:21

score 70 · Answer 4 · 2026-03-30 06:59:23

70

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Determine $E\sum_0^\infty X_n1_{(T=n)}$

Published on 30 Mar 2026 - 6:59

score 235 · Answer 5 · 2016-04-11 21:15:10

235

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showing a sequence of random variables is a martingale

Published on 11 Apr 2016 - 21:15

score 132 · Answer 6 · 2016-04-11 21:40:04

132

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Attempting to show $P(|S_n| <1)$ for a martingale $(S_n)$

Published on 11 Apr 2016 - 21:40

score 275 · Answer 7 · 2016-04-12 01:52:05

275

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If $Y_n=\min\{M_n,7\}$ and $\{M_n\}$ is a martingale wrt ${X_n}$, show that ${Y_n}$ is a supermartingale wrt ${X_n}$

Published on 12 Apr 2016 - 1:52

score 416 · Answer 8 · 2026-03-26 16:06:43

416

Views

Martingale convergence for UI martingales

Published on 26 Mar 2026 - 16:06

score 144 · Answer 9 · 2016-04-13 03:53:22

144

Views

Show $M_n=X_1+X_2+...+X_n-n\theta$ is a martingale w.r.t ${X_n}$

Published on 13 Apr 2016 - 3:53

score 1.6k · Answer 10 · 2016-04-17 18:07:03

1.6k

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Checking if $X(t) = \exp(t/2)\cos(W(t))$, with $W(t)$ a Wiener process, is a martingale

Published on 17 Apr 2016 - 18:07

score 233 · Answer 11 · 2016-04-17 20:08:47

233

Views

proving a random variable is a martingale

Published on 17 Apr 2016 - 20:08

score 65 · Answer 12 · 2016-04-18 10:45:16

65

Views

Expectation of martingales

Published on 18 Apr 2016 - 10:45

score 857 · Answer 13 · 2016-04-18 11:41:43

857

Views

Proving martingale property

Published on 18 Apr 2016 - 11:41

score 504 · Answer 14 · 2016-04-18 16:25:12

504

Views

show that a function with brownian motion is a martingale

Published on 18 Apr 2016 - 16:25

score 842 · Answer 15 · 2016-04-19 01:37:10

842

Views

A Property of Martingale of Sum of i.i.d. Random Variables

Published on 19 Apr 2016 - 1:37

List Question

Expected value of the infinite product of indepedent random variables

Almost sure and $\mathcal{L}^1$ convergence of $Y_n=(\cos a)^{-n}\cos(a(Z_1+\cdots+Z_n))$ with $(Z_n)$ i.i.d. Bernoulli

Is the Stock Prices in a Perfect Market martingale or not?

Determine $E\sum_0^\infty X_n1_{(T=n)}$

showing a sequence of random variables is a martingale

Attempting to show $P(|S_n| <1)$ for a martingale $(S_n)$

If $Y_n=\min\{M_n,7\}$ and $\{M_n\}$ is a martingale wrt ${X_n}$, show that ${Y_n}$ is a supermartingale wrt ${X_n}$

Martingale convergence for UI martingales

Show $M_n=X_1+X_2+...+X_n-n\theta$ is a martingale w.r.t ${X_n}$

Checking if $X(t) = \exp(t/2)\cos(W(t))$, with $W(t)$ a Wiener process, is a martingale

proving a random variable is a martingale

Expectation of martingales

Proving martingale property

show that a function with brownian motion is a martingale

A Property of Martingale of Sum of i.i.d. Random Variables

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