List questions from stochastic-processes

Published on 24 Mar 2026 - 5:48

100

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Probability being in the same state

Published on 17 Mar 2026 - 9:35

96

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Random variables coincide

Published on 24 Mar 2026 - 10:52

46

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Reference request for a lemma on the expected value of Hermitian polynomials of Gaussian random variables.

Published on 17 Mar 2026 - 10:49

127

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Why does there exists a random variable $x^n(t,\omega')$ such that $x_{k_r}^n$ converges to it

Published on 17 Mar 2026 - 8:02

220

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Compute the covariance of $W_t$ and $B_t=\int_0^t\mathrm{sgn}(W)dW$, for a Brownian motion $W$

Published on 17 Mar 2026 - 7:19

341

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Why has $\sup_{s \in (0,t)} B_s$ the same distribution as $\sup_{s \in (0,t)} B_s-B_t$ for a Brownian motion $(B_t)_{t \geq 0}$?

Published on 24 Mar 2026 - 11:56

41

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What is the name of the operation where a sequence of RV's form the parameters for the subsequent one?

Published on 17 Mar 2026 - 12:34

198

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Markov property vs. transition function

Published on 17 Mar 2026 - 9:48

285

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Variance of the integral of a stochastic process multiplied by a weighting function

Published on 17 Mar 2026 - 13:22

1.6k

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Markov Chain never reaches a state

Published on 20 Mar 2026 - 1:24

663

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Discontinuous Brownian Motion

Published on 21 Mar 2026 - 22:35

232

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Cross Variation of stochatic integrals

Published on 18 Mar 2026 - 3:44

59

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Find probability function of random walk, stochastic processes

Published on 22 Mar 2026 - 11:30

81

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Random walk with probability $p \neq 1$ of stepping at each $\Delta t$

Published on 22 Mar 2026 - 4:50

List Question

Interpreting stationary distribution $P_{\infty}(X,V)$ of a random process

Probability being in the same state

Random variables coincide

Reference request for a lemma on the expected value of Hermitian polynomials of Gaussian random variables.

Why does there exists a random variable $x^n(t,\omega')$ such that $x_{k_r}^n$ converges to it

Compute the covariance of $W_t$ and $B_t=\int_0^t\mathrm{sgn}(W)dW$, for a Brownian motion $W$

Why has $\sup_{s \in (0,t)} B_s$ the same distribution as $\sup_{s \in (0,t)} B_s-B_t$ for a Brownian motion $(B_t)_{t \geq 0}$?

What is the name of the operation where a sequence of RV's form the parameters for the subsequent one?

Markov property vs. transition function

Variance of the integral of a stochastic process multiplied by a weighting function

Markov Chain never reaches a state

Discontinuous Brownian Motion

Cross Variation of stochatic integrals

Find probability function of random walk, stochastic processes

Random walk with probability $p \neq 1$ of stepping at each $\Delta t$

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