Question

What is the asymptotic distribution of the right singular vectors of a matrix with multivariate gaussian sampled rows?

score 239 · Answer 1 · 2018-04-21 17:46:34

239

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What is the asymptotic distribution of the right singular vectors of a matrix with multivariate gaussian sampled rows?

Published on 21 Apr 2018 - 17:46

score 161 · Answer 2 · 2026-03-25 11:02:48

161

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How to find transition probabilities of these Markov sequences?

Published on 25 Mar 2026 - 11:02

score 153 · Answer 3 · 2026-03-25 09:32:37

153

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Inter arrival times Poisson process

Published on 25 Mar 2026 - 9:32

score 89 · Answer 4 · 2026-03-25 17:40:22

89

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Predictability of jumping times of increasing cad lag processes

Published on 25 Mar 2026 - 17:40

score 145 · Answer 5 · 2026-03-25 22:04:16

145

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Resolvent operators describe distribution of Lévy Process evaluated at independent exponential times

Published on 25 Mar 2026 - 22:04

score 322 · Answer 6 · 2026-03-22 13:11:28

322

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Proof of Non-differentiability of Brownian motion using local times

Published on 22 Mar 2026 - 13:11

score 59 · Answer 7 · 2026-03-26 06:12:39

59

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If a process is $\mathcal{F}_t$-progressive then it is $\mathcal{F}_t$-adapted

Published on 26 Mar 2026 - 6:12

score 73 · Answer 8 · 2026-03-25 01:15:17

73

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Why $E[f(X_U)] = \lambda \int_0^{\infty} e^{- \lambda t} E[ f(X_t)]dt$ ? (Where $U$ is exponentially distributed)

Published on 25 Mar 2026 - 1:15

score 214 · Answer 9 · 2026-03-23 00:20:43

214

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Integral of second moment

Published on 23 Mar 2026 - 0:20

score 94 · Answer 10 · 2026-03-25 20:34:27

94

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Support of Potential Measure for Lévy Processes

Published on 25 Mar 2026 - 20:34

score 61 · Answer 11 · 2026-03-22 08:53:04

61

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Proving that the square of a particular Brownian Motion approaches zero as its Quadratic Variation approaches 0?

Published on 22 Mar 2026 - 8:53

score 95 · Answer 12 · 2018-04-23 10:53:34

95

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Mean-square continuity of random process

Published on 23 Apr 2018 - 10:53

score 293 · Answer 13 · 2026-03-25 04:38:04

293

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Prove $\mathbb{E}[e^{i \lambda W_t}-1] = -\frac{\lambda^2}{2} \mathbb{E}\left[ \int_0^te^{i\lambda W_s}ds\right]$, where $W_t$ is Brownian motion?

Published on 25 Mar 2026 - 4:38

score 3.6k · Answer 14 · 2018-04-23 19:47:20

3.6k

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Linear Combination independent Random Variables

Published on 23 Apr 2018 - 19:47

score 324 · Answer 15 · 2026-03-27 08:56:40

324

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Let $X_{n}$, $n \geq 0$, be the two-state Markov chain. Find

Published on 27 Mar 2026 - 8:56

List Question

What is the asymptotic distribution of the right singular vectors of a matrix with multivariate gaussian sampled rows?

How to find transition probabilities of these Markov sequences?

Inter arrival times Poisson process

Predictability of jumping times of increasing cad lag processes

Resolvent operators describe distribution of Lévy Process evaluated at independent exponential times

Proof of Non-differentiability of Brownian motion using local times

If a process is $\mathcal{F}_t$-progressive then it is $\mathcal{F}_t$-adapted

Why $E[f(X_U)] = \lambda \int_0^{\infty} e^{- \lambda t} E[ f(X_t)]dt$ ? (Where $U$ is exponentially distributed)

Integral of second moment

Support of Potential Measure for Lévy Processes

Proving that the square of a particular Brownian Motion approaches zero as its Quadratic Variation approaches 0?

Mean-square continuity of random process

Prove $\mathbb{E}[e^{i \lambda W_t}-1] = -\frac{\lambda^2}{2} \mathbb{E}\left[ \int_0^te^{i\lambda W_s}ds\right]$, where $W_t$ is Brownian motion?

Linear Combination independent Random Variables

Let $X_{n}$, $n \geq 0$, be the two-state Markov chain. Find

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