Question

Asymptotic behaviour of a stochastic process $\frac{ \prod_i X_i^2 }{ \sum_i \prod_k^i X_k^2}$: power decay, exponential, stretched exponential, ...

score 54 · Answer 1 · 2021-10-11 21:41:42

54

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Asymptotic behaviour of a stochastic process $\frac{ \prod_i X_i^2 }{ \sum_i \prod_k^i X_k^2}$: power decay, exponential, stretched exponential, ...

Published on 11 Oct 2021 - 21:41

score 119 · Answer 2 · 2026-03-29 03:12:19

119

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Green's function of simple random walk is defined on $Z^d, d=3,4,….$

Published on 29 Mar 2026 - 3:12

score 259 · Answer 3 · 2026-04-07 20:43:34

259

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3D random walk with complex phase

Published on 07 Apr 2026 - 20:43

score 64 · Answer 4 · 2021-10-16 07:15:31

64

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Do 1D random walk with undefined expectation also return to the origin infinitely?

Published on 16 Oct 2021 - 7:15

score 397 · Answer 5 · 2021-10-16 12:10:50

397

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Expected number of collinear points in non-repeating random walk (from XKCD)

Published on 16 Oct 2021 - 12:10

score 160 · Answer 6 · 2026-04-04 02:34:06

160

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$\left(S_{n}\right)_{n \geq 0}$ be a simple symmetric random walk. Prove $ P_{0}(S_{m}=x \mid S_{n}=y)=P_{0}(S_{n-m}=y-x \mid S_{n}=y) $

Published on 04 Apr 2026 - 2:34

score 136 · Answer 7 · 2021-10-18 09:31:00

136

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Conditional expectation of simple symmetric random walk conditioned at a given future time

Published on 18 Oct 2021 - 9:31

score 431 · Answer 8 · 2026-04-01 00:22:41

431

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MGF of a Binomial-Exponential Compound Distribution

Published on 01 Apr 2026 - 0:22

score 57 · Answer 9 · 2021-10-18 20:52:45

57

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On the local time of a random walk

Published on 18 Oct 2021 - 20:52

score 196 · Answer 10 · 2021-10-19 07:01:54

196

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1-D Random Walk Analysis on Transient/Recurrent

Published on 19 Oct 2021 - 7:01

score 174 · Answer 11 · 2026-03-29 21:37:35

174

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Probability of hitting time conditional on the last step of Simple random walk.

Published on 29 Mar 2026 - 21:37

score 172 · Answer 12 · 2026-04-03 09:13:52

172

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Prove that $ P(T>n)=P\left(X_{n}>Y_{n}\right)-P\left(X_{n}<Y_{n}\right) $

Published on 03 Apr 2026 - 9:13

score 54 · Answer 13 · 2021-10-25 17:33:47

54

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Mean of absolute value of asymetric random walk

Published on 25 Oct 2021 - 17:33

score 56 · Answer 14 · 2021-10-27 14:47:27

56

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Random Walk Martingale Solution

Published on 27 Oct 2021 - 14:47

score 25 · Answer 15 · 2021-10-29 11:45:00

25

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Fourier analysis on finite groups and probability

Published on 29 Oct 2021 - 11:45

List Question

Asymptotic behaviour of a stochastic process $\frac{ \prod_i X_i^2 }{ \sum_i \prod_k^i X_k^2}$: power decay, exponential, stretched exponential, ...

Green's function of simple random walk is defined on $Z^d, d=3,4,….$

3D random walk with complex phase

Do 1D random walk with undefined expectation also return to the origin infinitely?

Expected number of collinear points in non-repeating random walk (from XKCD)

$\left(S_{n}\right)_{n \geq 0}$ be a simple symmetric random walk. Prove $ P_{0}(S_{m}=x \mid S_{n}=y)=P_{0}(S_{n-m}=y-x \mid S_{n}=y) $

Conditional expectation of simple symmetric random walk conditioned at a given future time

MGF of a Binomial-Exponential Compound Distribution

On the local time of a random walk

1-D Random Walk Analysis on Transient/Recurrent

Probability of hitting time conditional on the last step of Simple random walk.

Prove that $ P(T>n)=P\left(X_{n}>Y_{n}\right)-P\left(X_{n}<Y_{n}\right) $

Mean of absolute value of asymetric random walk

Random Walk Martingale Solution

Fourier analysis on finite groups and probability

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