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An identity between iid R.V. and its ladder R.V. in Fluctuation theory/Random walk.

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#probability #statistics #stochastic-processes #random-walk #renewal-processes
164
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Doob's decomposition of $X_n^2$, where $X_n$ symmetric random walk.

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#stochastic-processes #stochastic-calculus #random-walk #stochastic-analysis
62
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Personalized PageRank and Random Walks

Published on
#linear-algebra #graph-theory #dynamical-systems #random-walk #page-rank
247
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A random walk on the clock

Published on
#probability #markov-chains #random-walk
123
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Random walk on a cube (want mean number of visits)

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#probability #markov-chains #random-walk
71
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Exercise on SRW with drift and Optional Sampling Theorem

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#probability #probability-theory #stochastic-processes #random-walk #stopping-times
228
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convergence of sum of exponential of random walk

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#probability #markov-chains #random-walk
62
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which stochastic process can generate $\frac{1}{\cosh(x)}$ distribution?

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#probability-distributions #stochastic-processes #random-variables #random-walk
202
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Solving a symmetric random walk problem via generating functions

Published on
#generating-functions #random-walk
38
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Projections of functions of random variables

Published on
#random-variables #lp-spaces #random-walk #entropy
37
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Discrete harmonic function martingale

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#probability #probability-theory #measure-theory #martingales #random-walk
109
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Markov Chain: Proof that a state is transient (Random Walk)

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#sequences-and-series #markov-chains #random-walk
168
Views

Function of simple random walk is a martingale

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#probability-theory #random-variables #martingales #random-walk #measurable-functions
87
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Using Markov chain to solve simple random walk

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#markov-chains #markov-process #random-walk
65
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Why is $n+j-i$ a even number?

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#stochastic-processes #markov-chains #random-walk #actuarial-science

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