List questions from stochastic-processes

Published on 26 Apr 2019 - 17:27

126

Views

Random walk on simple, connected graph is recurrent

Published on 26 Apr 2019 - 19:51

48

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Number of trials depends on the number of successes in the previous period

Published on 28 Mar 2026 - 16:44

876

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Martingale: Proof of strong law of large numbers

Published on 27 Mar 2026 - 8:16

296

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Prove for compound Poisson process $\mathbb{E}e^{i\theta X_t}=\mathrm{exp}(-\lambda t\int (1-e^{i\theta x})\mu(dx)),\ \theta\in\mathbb R$.

Published on 26 Mar 2026 - 7:58

23

Views

What does $\sum_{j=0}^\infty \varepsilon_{t-j}$ mean in a time series context?

Published on 26 Mar 2026 - 1:06

124

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Showing if sum converges in $L^2$ (Brownian motion)

Published on 27 Mar 2026 - 16:55

109

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Implementation of Brownian local time process

Published on 27 Mar 2026 - 3:46

41

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A linear stochastic differential problem

Published on 28 Mar 2026 - 20:03

28

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Bound of a scaled random walk

Published on 28 Mar 2026 - 6:22

767

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Discretization of a Continuous Time Markov Chain

Published on 27 Mar 2026 - 0:02

385

Views

Independent increments and stationary increments, Lévy process

Published on 25 Mar 2026 - 22:02

307

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Proving $( X_t)$ is a Martingale by proving equivalent statements.

Published on 28 Apr 2019 - 17:29

172

Views

Probability generating functions & branching processes

Published on 25 Mar 2026 - 3:34

64

Views

A question about close votes (please read it before migrating it to meta)

Published on 26 Mar 2026 - 18:59

List Question

Equivalent of Density of Stochastic Process

Random walk on simple, connected graph is recurrent

Number of trials depends on the number of successes in the previous period

Martingale: Proof of strong law of large numbers

Prove for compound Poisson process $\mathbb{E}e^{i\theta X_t}=\mathrm{exp}(-\lambda t\int (1-e^{i\theta x})\mu(dx)),\ \theta\in\mathbb R$.

What does $\sum_{j=0}^\infty \varepsilon_{t-j}$ mean in a time series context?

Showing if sum converges in $L^2$ (Brownian motion)

Implementation of Brownian local time process

A linear stochastic differential problem

Bound of a scaled random walk

Discretization of a Continuous Time Markov Chain

Independent increments and stationary increments, Lévy process

Proving $( X_t)$ is a Martingale by proving equivalent statements.

Probability generating functions & branching processes

A question about close votes (please read it before migrating it to meta)

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