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Probability of obtaining equal number of each outcome of a fair die at the nth trial

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#probability #stochastic-processes #generating-functions #dice
1k
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Poisson process counting process

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#probability #statistics #stochastic-processes
580
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Continuous-time Markov Chain forward/backward equations and MLE

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#stochastic-processes #markov-chains
5.4k
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Ornstein-Uhlenbeck process: increments

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#probability-theory #stochastic-processes #stochastic-calculus #brownian-motion
440
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Is there an information theory for continuous time signals?

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#stochastic-processes #information-theory
304
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limiting distribution of $Y_t$ in the mean-reverting Ornstein-Uhlenbeck process

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#stochastic-processes
10.3k
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Joint density of order statistics

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#probability #statistics #stochastic-processes
757
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Solutions of SDE do not explode when drift term is zero.

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#stochastic-processes #stochastic-calculus #stochastic-integrals #stochastic-analysis
884
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Combination of Wiener Processes

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#probability #stochastic-processes #brownian-motion
1.1k
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Memoryless processes and independence

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#stochastic-processes #dynamical-systems
1.8k
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Defining the scale function of a diffusion process

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#calculus #probability-theory #stochastic-processes #stochastic-calculus #brownian-motion
339
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Problem with stochastic processes book - should I switch.

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#stochastic-processes #markov-chains
306
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Hitting time for Brownian Motion Surplus Process

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#probability-theory #stochastic-processes #brownian-motion #stopping-times
1000
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Is $t^{-\frac{1}{2}}B_{t^2}$ a Brownian Motion?

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#probability-theory #stochastic-processes #stochastic-calculus #brownian-motion
240
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Expectation of $e^{-4B_\tau}$, where $\tau$ is an extended stopping time

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#probability-theory #stochastic-processes #stochastic-calculus #brownian-motion #martingales

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