List questions from martingales

Published on 30 Jun 2016 - 15:25

214

Views

$(X_n)$ transient Markov chain with transition probability matrix $P = \|P_{ij}\|$. Define $u(i) = \sum P_{i0}^{(n)}$. Then $u(X_n)$ is submartingale

Published on 04 Jul 2016 - 22:20

97

Views

Discontinuous Martingales on the interval $[0,T]$

Published on 01 Apr 2013 - 3:08

2.4k

Views

Asymmetric random walk with unequal step size other than 1.

Published on 04 Apr 2026 - 2:17

161

Views

Integral Martingale

Published on 05 Apr 2013 - 21:44

2.3k

Views

Martingale not uniformly integrable

Published on 26 Mar 2026 - 17:35

820

Views

Martingale and Submartingale problem

Published on 06 Apr 2013 - 15:49

290

Views

Martingale inequality

Published on 03 Apr 2026 - 18:12

819

Views

Maximal inequality for martingale difference sequence

Published on 09 Apr 2013 - 12:08

167

Views

Azuma's inequality with high probabilistic bounds

Published on 09 Apr 2013 - 15:29

122

Views

Is this product is a martingale?

Published on 12 Apr 2013 - 20:32

7.1k

Views

Doob's supermartingale inequality

Published on 13 Apr 2013 - 17:41

776

Views

Fail of optional sampling theorem

Published on 14 Apr 2013 - 9:11

2k

Views

Nonnegative Superharmonic Function is Constant for $d>2$?

Published on 01 Apr 2026 - 20:09

288

Views

Finding sequences such that function of sum of r.v's is martingale

Published on 16 Apr 2013 - 21:41

List Question

a.s. convergence and conditional expectation

$(X_n)$ transient Markov chain with transition probability matrix $P = \|P_{ij}\|$. Define $u(i) = \sum P_{i0}^{(n)}$. Then $u(X_n)$ is submartingale

Discontinuous Martingales on the interval $[0,T]$

Asymmetric random walk with unequal step size other than 1.

Integral Martingale

Martingale not uniformly integrable

Martingale and Submartingale problem

Martingale inequality

Maximal inequality for martingale difference sequence

Azuma's inequality with high probabilistic bounds

Is this product is a martingale?

Doob's supermartingale inequality

Fail of optional sampling theorem

Nonnegative Superharmonic Function is Constant for $d>2$?

Finding sequences such that function of sum of r.v's is martingale

Trending Questions

Popular # Hahtags

Popular Questions