Question

submartingale sequence is uniformly integrable

score 69 · Answer 1 · 2026-04-12 20:04:28

69

Views

submartingale sequence is uniformly integrable

Published on 12 Apr 2026 - 20:04

score 183 · Answer 2 · 2026-04-12 01:57:33

183

Views

Binomial Branching Processes

Published on 12 Apr 2026 - 1:57

score 136 · Answer 3 · 2026-04-12 16:55:55

136

Views

Using the law of large numbers to get a dominating sequence

Published on 12 Apr 2026 - 16:55

score 245 · Answer 4 · 2026-03-26 12:50:37

245

Views

(Proof Updated, Verification in Need) Show that $(s,t)\mapsto t\wedge s$ for $s,t\geq 0$ and $(s,t)\mapsto e^{-|t-s|}$ are positive semi-definite.

Published on 26 Mar 2026 - 12:50

score 106 · Answer 5 · 2026-04-15 07:14:47

106

Views

How to prove $\mathcal F_T \subseteq \sigma(\bigcup_n \mathcal F_{T_n})$?

Published on 15 Apr 2026 - 7:14

score 985 · Answer 6 · 2026-04-15 23:49:21

985

Views

Let $(T_n)$ be a sequence of stopping times. If $\limsup_{n \to \infty} T_n$ is finite, then it is a stopping time

Published on 15 Apr 2026 - 23:49

score 432 · Answer 7 · 2026-04-12 17:44:26

432

Views

Understanding the $L^{2}-$Limit of Gaussian Random Vectors

Published on 12 Apr 2026 - 17:44

score 79 · Answer 8 · 2026-04-15 03:47:50

79

Views

How to parameterize a set of stationary distributions for a Markov Chain?

Published on 15 Apr 2026 - 3:47

score 126 · Answer 9 · 2026-04-11 18:10:39

126

Views

Finding the extinction probability when the offspring has negative-binomial distribution.

Published on 11 Apr 2026 - 18:10

score 52 · Answer 10 · 2026-04-11 15:03:54

52

Views

The mean of running maximum

Published on 11 Apr 2026 - 15:03

score 234 · Answer 11 · 2026-04-16 23:30:52

234

Views

Show that $\mathbb{E}(X_{0}|X_{1},\cdots,X_{n})=c_{0}+c_{1}X_{1}+\cdots+c_{n}X_{n}$ for $(X_{0},\cdots, X_{n})$ Guassian.

Published on 16 Apr 2026 - 23:30

score 202 · Answer 12 · 2026-04-29 20:31:42

202

Views

Proof of Expected number of renewals in finite time (Non measure theoretic)

Published on 29 Apr 2026 - 20:31

score 54 · Answer 13 · 2026-04-14 09:05:50

54

Views

On the inductive construction of stopping times

Published on 14 Apr 2026 - 9:05

score 593 · Answer 14 · 2026-04-15 23:28:19

593

Views

To prove whether a iid sequence of Bernoulli RV is a Markov chain

Published on 15 Apr 2026 - 23:28

score 55 · Answer 15 · 2026-04-15 03:24:44

55

Views

Is there any exact method to compute the integral of a fractional Brownian motion w.r.t. time?

Published on 15 Apr 2026 - 3:24

List Question

submartingale sequence is uniformly integrable

Binomial Branching Processes

Using the law of large numbers to get a dominating sequence

(Proof Updated, Verification in Need) Show that $(s,t)\mapsto t\wedge s$ for $s,t\geq 0$ and $(s,t)\mapsto e^{-|t-s|}$ are positive semi-definite.

How to prove $\mathcal F_T \subseteq \sigma(\bigcup_n \mathcal F_{T_n})$?

Let $(T_n)$ be a sequence of stopping times. If $\limsup_{n \to \infty} T_n$ is finite, then it is a stopping time

Understanding the $L^{2}-$Limit of Gaussian Random Vectors

How to parameterize a set of stationary distributions for a Markov Chain?

Finding the extinction probability when the offspring has negative-binomial distribution.

The mean of running maximum

Show that $\mathbb{E}(X_{0}|X_{1},\cdots,X_{n})=c_{0}+c_{1}X_{1}+\cdots+c_{n}X_{n}$ for $(X_{0},\cdots, X_{n})$ Guassian.

Proof of Expected number of renewals in finite time (Non measure theoretic)

On the inductive construction of stopping times

To prove whether a iid sequence of Bernoulli RV is a Markov chain

Is there any exact method to compute the integral of a fractional Brownian motion w.r.t. time?

Trending Questions

Popular # Hahtags

Popular Questions