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15
Math.TechQA.Club
2026-04-12 11:36:21
24
Views
Does any case exist where non-random initial population improves the genetic algorithm result?
Published on
12 Apr 2026 - 11:36
#optimization
#stochastic-processes
#algorithms
#stochastic-calculus
457
Views
Deriving the Pollaczek-Khintchine formula for the mean number in system in a $M/G/1$ queue.
Published on
26 Mar 2026 - 13:02
#stochastic-processes
#markov-chains
#queueing-theory
303
Views
Prove $X_t = {W_t}^3 - 3\int^{t}_{0} W_s \, ds$ is a martingale using definition
Published on
14 Apr 2026 - 22:00
#probability
#stochastic-processes
#stochastic-calculus
#brownian-motion
98
Views
Computing the integral of a renewal process at a renewal time.
Published on
12 Mar 2026 - 19:25
#probability-theory
#stochastic-processes
#renewal-processes
66
Views
Stochastic process: boundary condition
Published on
13 Apr 2026 - 18:04
#stochastic-processes
#markov-chains
46
Views
Introducing new distribution, notation question
Published on
13 Apr 2026 - 17:36
#probability
#stochastic-processes
#notation
16
Views
Parameter satisfying martingale properties
Published on
24 Apr 2026 - 21:32
#stochastic-processes
#martingales
#random-walk
249
Views
Is this stopping time $\tau = \inf\{ t \ge 0: B(t) \in \{-a, b\}\}$ bounded?
Published on
16 Apr 2026 - 6:23
#stochastic-processes
#stochastic-calculus
#brownian-motion
#martingales
#stopping-times
84
Views
Exercice about Kolmogorov forward equation and probability-generating function
Published on
10 Apr 2026 - 1:33
#probability-theory
#stochastic-processes
#markov-process
199
Views
Expected transition time for a infinite state space DTMC
Published on
25 Mar 2026 - 4:36
#stochastic-processes
#markov-chains
#birth-death-process
112
Views
$B_t$ has same law of $-B_t$
Published on
14 Apr 2026 - 14:33
#probability-theory
#stochastic-processes
#normal-distribution
#brownian-motion
58
Views
Brownian motion and stopping times - Check that two events are the same
Published on
14 Apr 2026 - 14:37
#probability-theory
#stochastic-processes
#brownian-motion
#stopping-times
492
Views
Exercise on stopping time
Published on
12 Apr 2026 - 8:41
#probability-theory
#stochastic-processes
#stopping-times
44
Views
What is the correlation between $2$ Brownian motions at time $t_1$ and $t_2?$ Assume that they are jointly normal with correlation $\rho.$
Published on
12 Apr 2026 - 17:56
#probability
#stochastic-processes
#stochastic-calculus
#brownian-motion
486
Views
Uniformly integrability and convergence of expectation
Published on
14 Apr 2026 - 9:28
#probability-theory
#stochastic-processes
#random-variables
#expected-value
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