Question

Understanding Random Walks and Related Theorems/Definitions

score 412 · Answer 1 · 2017-11-17 03:02:22

412

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Understanding Random Walks and Related Theorems/Definitions

Published on 17 Nov 2017 - 3:02

score 803 · Answer 2 · 2026-04-04 11:27:16

803

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Markov chain, multiplication of the matrix of transitions probabilities with itself

Published on 04 Apr 2026 - 11:27

score 154 · Answer 3 · 2017-11-18 21:12:17

154

Views

A discrete time random walk in $\mathbb{R}^n$.

Published on 18 Nov 2017 - 21:12

score 195 · Answer 4 · 2017-11-22 13:06:34

195

Views

Area under random walk

Published on 22 Nov 2017 - 13:06

score 1.2k · Answer 5 · 2026-04-01 05:00:16

1.2k

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Autocorrelation function of derivative

Published on 01 Apr 2026 - 5:00

score 55 · Answer 6 · 2017-11-25 03:00:47

55

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Let $\{X_n\}$ denote a symmetric random walk. Find $P(X_{10}=3)$.

Published on 25 Nov 2017 - 3:00

score 33 · Answer 7 · 2026-03-30 15:30:56

33

Views

Show that $\mathbb{E}[(-1)^{N(t_1) + N(t_2)}] = \mathbb{E}[(-1)^{|N(t_1) - N(t_2)|}] = \mathbb{E}[(-1)^{N(|t_1 - t_2|)}]$ where $N$ is Poisson process

Published on 30 Mar 2026 - 15:30

score 343 · Answer 8 · 2026-04-02 10:34:17

343

Views

Calculation of second moment of stopping time of a martingale

Published on 02 Apr 2026 - 10:34

score 50 · Answer 9 · 2017-11-28 03:41:09

50

Views

Shiryaev - random walk - problem with proving $E\left[S_{\tau_{n}}-\tau_{n}\cdot E\xi_{1}\right]^{2}=\mathrm{Var}\xi_{1}\cdot E\tau_{n}$

Published on 28 Nov 2017 - 3:41

score 240 · Answer 10 · 2017-11-28 10:58:06

240

Views

Expectation of first visit in a random walk

Published on 28 Nov 2017 - 10:58

score 66 · Answer 11 · 2026-04-02 01:21:16

66

Views

Random Jumps on board

Published on 02 Apr 2026 - 1:21

score 52 · Answer 12 · 2017-12-01 14:11:53

52

Views

Probability that a random jump decreases a distance to a previously specified point

Published on 01 Dec 2017 - 14:11

score 857 · Answer 13 · 2017-12-03 05:09:21

857

Views

Will a 2 dimensional random walk with random orientations almost certainly return near the origin infinitely often?

Published on 03 Dec 2017 - 5:09

score 430 · Answer 14 · 2017-12-03 12:23:32

430

Views

3D Random Walk Within a Unit Cube

Published on 03 Dec 2017 - 12:23

score 155 · Answer 15 · 2017-12-03 15:55:03

155

Views

Simple random walk on the vertices of a cube

Published on 03 Dec 2017 - 15:55

List Question

Understanding Random Walks and Related Theorems/Definitions

Markov chain, multiplication of the matrix of transitions probabilities with itself

A discrete time random walk in $\mathbb{R}^n$.

Area under random walk

Autocorrelation function of derivative

Let $\{X_n\}$ denote a symmetric random walk. Find $P(X_{10}=3)$.

Show that $\mathbb{E}[(-1)^{N(t_1) + N(t_2)}] = \mathbb{E}[(-1)^{|N(t_1) - N(t_2)|}] = \mathbb{E}[(-1)^{N(|t_1 - t_2|)}]$ where $N$ is Poisson process

Calculation of second moment of stopping time of a martingale

Shiryaev - random walk - problem with proving $E\left[S_{\tau_{n}}-\tau_{n}\cdot E\xi_{1}\right]^{2}=\mathrm{Var}\xi_{1}\cdot E\tau_{n}$

Expectation of first visit in a random walk

Random Jumps on board

Probability that a random jump decreases a distance to a previously specified point

Will a 2 dimensional random walk with random orientations almost certainly return near the origin infinitely often?

3D Random Walk Within a Unit Cube

Simple random walk on the vertices of a cube

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