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Simple Random Walk, proving variance of the walk at a stopping time

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#probability #expectation #random-walk #stopping-times #variance
186
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Reversed conditional expectation for random walk

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#probability-theory #conditional-expectation #random-walk
281
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What is the expected number of random binary walk hits zero within $K$ steps

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#random #random-walk #probability-limit-theorems
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derivative of a diagonal matrix

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#linear-algebra #derivatives #optimization #random-walk
535
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Determining the expected stopping time for certain values?

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#probability-theory #expectation #random-walk #stopping-times
300
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Expected time to reach final state for a random walk on a finite grid

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#random-walk
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What is levy walk?

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#probability #probability-distributions #random-walk #levy-processes
236
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Random walk $S_n$ with $\operatorname{Var}(X_1)=1,\ E(X_1)=0$

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#probability-theory #stochastic-processes #random-walk
120
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What is the number of unique distances a point can be from the origin in a 2 dimensional random walk?

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#probability #sequences-and-series #combinatorics #random #random-walk
41
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How are these 2 results, derived from the Central Limit Theorem, related?

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#statistics #markov-process #random-walk
653
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Alternative proof to the expectation of a stopping time to be finite

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#martingales #random-walk #stopping-times
1k
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Random Walk with Maximum and Minimum

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#stochastic-processes #random-walk
55
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A random walk with cyclic groups

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#random-walk #cyclic-groups #visualization
47
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How can I calculate optimal controls and sample trajectories in a stochastic optimal control problem?

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#optimization #stochastic-processes #matlab #random-walk #control-theory
775
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How to check if a stochastic process derived from a random walk is a martingale?

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#probability-theory #stochastic-processes #martingales #random-walk

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