List questions from martingales

Published on 17 Apr 2026 - 15:42

77

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Stopped martingale bound in van Handel's notes

Published on 11 Apr 2026 - 17:10

104

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Hypothesis Testing Two Measures Coin Tosses Martingale

Published on 11 Apr 2026 - 7:11

40

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Discrete harmonic function martingale

Published on 12 Apr 2026 - 15:04

67

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Is $S_n-nEX_1$ a martingale

Published on 14 Apr 2026 - 4:43

66

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Find C so that $C^n\lambda^{S_n}$ is a martingale

Published on 16 Apr 2026 - 14:26

100

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How to show that $X_t = (1+t)^{-1/2} \exp \biggl( \frac{B_t^2}{2(1+t)} \biggr)$ for a Brownian motion $B$

Published on 15 Apr 2026 - 9:57

143

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Show $D_{n} : = X_n - X_{n-1}, n \in \mathbb{N}$ are pairwise uncorrelated, where $X_n$ is a square integrable martingale

Published on 16 Apr 2026 - 10:18

104

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Inequality in probability theory.

Published on 11 Apr 2026 - 1:13

124

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Martingale and Lenglart inequality

Published on 14 Apr 2026 - 15:02

170

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Function of simple random walk is a martingale

Published on 12 Apr 2026 - 2:08

284

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Doob's Optional Stopping Theorem to find probabilities of stopping times

Published on 12 Apr 2026 - 1:41

152

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Representation of a martingale as a stochastic integral

Published on 11 Apr 2026 - 2:45

51

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For martigale $\{ X_n \}$ s.t. $E(X_n - X_{n - 1})^2 \le k$, do we have $\forall \epsilon. \lim_{n \to \infty} P(|X_n / n| > \epsilon) = 0$?

Published on 17 Apr 2026 - 7:59

49

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Conditional expectation with brownian and exponentials

Published on 14 Apr 2026 - 15:41

List Question

Is it true that $\sigma(X_1,X_1+X_2)=\sigma(X_1,X_2)$?

Stopped martingale bound in van Handel's notes

Hypothesis Testing Two Measures Coin Tosses Martingale

Discrete harmonic function martingale

Is $S_n-nEX_1$ a martingale

Find C so that $C^n\lambda^{S_n}$ is a martingale

How to show that $X_t = (1+t)^{-1/2} \exp \biggl( \frac{B_t^2}{2(1+t)} \biggr)$ for a Brownian motion $B$

Show $D_{n} : = X_n - X_{n-1}, n \in \mathbb{N}$ are pairwise uncorrelated, where $X_n$ is a square integrable martingale

Inequality in probability theory.

Martingale and Lenglart inequality

Function of simple random walk is a martingale

Doob's Optional Stopping Theorem to find probabilities of stopping times

Representation of a martingale as a stochastic integral

For martigale $\{ X_n \}$ s.t. $E(X_n - X_{n - 1})^2 \le k$, do we have $\forall \epsilon. \lim_{n \to \infty} P(|X_n / n| > \epsilon) = 0$?

Conditional expectation with brownian and exponentials

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