List questions from stochastic-processes

Published on 16 Apr 2026 - 17:58

279

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Discrete time birth-death processes

Published on 27 Mar 2026 - 7:41

262

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Covariance inequality and strong mixing

Published on 09 Apr 2026 - 17:57

79

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Controlling extreme values without Doob's maximal inequality?

Published on 13 Apr 2026 - 22:42

122

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Sequential-server busy period with poisson arrival and general service time distribution (M/G/sequential 2 server)

Published on 26 Mar 2026 - 7:58

140

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Independence of Brownian Motion and $\mathscr{F}_{0}$

Published on 15 Apr 2026 - 11:25

45

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Hints to calculate Show $E[X_{1}\vert Y]=\frac{1}{5}(Y-1)$

Published on 15 Apr 2026 - 5:40

50

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What conditions are needed for $B:=\alpha B^{1}+\beta B^{2}$ to be a brownian motion

Published on 17 Apr 2026 - 15:01

876

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Hitting Time Probability of Brownian Motion (Martingale Approach)

Published on 10 Apr 2026 - 5:24

113

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Expected Time Until Absorption for Discrete Finite State Markov Chain

Published on 18 Apr 2026 - 2:25

161

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Calculating $P(S_\tau = b)$ where $S_n$ is the symmetric random walk

Published on 14 Apr 2026 - 17:08

302

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Variation on gambler's ruin problem with three absorbing states

Published on 25 Mar 2026 - 9:53

327

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Verify that $\exp(-2aX_t)$ is a martingale.

Published on 16 Apr 2026 - 1:28

29

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Looking for the word that signifies the "set of all paths/realisations of a stochastic process"

Published on 13 Apr 2026 - 13:44

56

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Time homogenity + markov property imply time-homogenous markov property

Published on 26 Mar 2026 - 2:56

List Question

A $d$-dimensional Brownian family is a Markov family.

Discrete time birth-death processes

Covariance inequality and strong mixing

Controlling extreme values without Doob's maximal inequality?

Sequential-server busy period with poisson arrival and general service time distribution (M/G/sequential 2 server)

Independence of Brownian Motion and $\mathscr{F}_{0}$

Hints to calculate Show $E[X_{1}\vert Y]=\frac{1}{5}(Y-1)$

What conditions are needed for $B:=\alpha B^{1}+\beta B^{2}$ to be a brownian motion

Hitting Time Probability of Brownian Motion (Martingale Approach)

Expected Time Until Absorption for Discrete Finite State Markov Chain

Calculating $P(S_\tau = b)$ where $S_n$ is the symmetric random walk

Variation on gambler's ruin problem with three absorbing states

Verify that $\exp(-2aX_t)$ is a martingale.

Looking for the word that signifies the "set of all paths/realisations of a stochastic process"

Time homogenity + markov property imply time-homogenous markov property

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