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Sucker Bet - Coin Flipping Stochastic Process

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#probability-distributions #stochastic-processes #markov-chains #expected-value #gambling
1.5k
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Expected value of square of conditional expectation $E[(E[X|\mathcal{F}])^2]$

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#probability-theory #stochastic-processes #conditional-expectation
481
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Galton-Watson process with geometric offspring distribution and finite expected depth

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#stochastic-processes #markov-process
342
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Unit used in continuous time process noise matrix in kalman filters, when STD is from discrete time data

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#discrete-mathematics #stochastic-processes #stochastic-analysis #kalman-filter #noise
65
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Why this is a martingale

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#stochastic-processes
163
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Waiting time in Poisson process

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#proof-verification #stochastic-processes #poisson-process
223
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Proving that occupation measure of Brownian Motion is absolutely continuous almost surely

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#stochastic-processes #proof-explanation #brownian-motion
819
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First exit time of a simple random walk

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#probability-theory #stochastic-processes #stopping-times
277
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Natural filtration of a Brownian motion and Wiener measure

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#real-analysis #probability-theory #stochastic-processes #brownian-motion
223
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min & sum of discrete stopping times using alternate definition

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#probability #probability-theory #stochastic-processes #martingales #stopping-times
130
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Expected length of time until the mouse reaches the compost heap.

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#probability #stochastic-processes #markov-chains #markov-process
326
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Constructing Correlated Wiener Processes

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#proof-verification #stochastic-processes #stochastic-calculus #brownian-motion #stochastic-integrals
363
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Conditional distribution of process $W$ given $\{W_1 = y\}$ is Gaussian.

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#stochastic-processes #normal-distribution #brownian-motion #conditional-probability
1.5k
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Markov chains. If $X_0=0$ then the probability that $X_n\ge1$ for all $n\ge 1$ is $\frac{6}{\pi^2}$

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#measure-theory #stochastic-processes #markov-chains #markov-process
497
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Supremum of Supremum over same variable

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#real-analysis #stochastic-processes

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