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CLT and summing IID Bernoulli RV vs. CLT and summing other types of IID RV

score 406 · Answer 1 · 2026-04-16 13:19:09

406

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CLT and summing IID Bernoulli RV vs. CLT and summing other types of IID RV

Published on 16 Apr 2026 - 13:19

score 1k · Answer 2 · 2026-04-12 14:17:07

1k

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What is an example of a positive recurrent Continuous-time Markov Chain whose embedded Markov Chain is null recurrent?

Published on 12 Apr 2026 - 14:17

score 173 · Answer 3 · 2026-04-15 01:26:25

173

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Solve SDE (Solved)

Published on 15 Apr 2026 - 1:26

score 159 · Answer 4 · 2026-04-10 19:37:50

159

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"one step transition probability" for simple random walk

Published on 10 Apr 2026 - 19:37

score 70 · Answer 5 · 2026-04-13 16:20:59

70

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Markov process determined by its second-order distribution...

Published on 13 Apr 2026 - 16:20

score 45 · Answer 6 · 2026-04-16 07:51:23

45

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When is the Stieltjes integral of a process is adapted, i.e. $\omega \mapsto \int_0^t m(s,\cdot) dA_s$ is $\mathscr{F}_t$-measurable

Published on 16 Apr 2026 - 7:51

score 54 · Answer 7 · 2026-04-12 16:26:34

54

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Derivative of Stochastic Process in the Sense of Distribution

Published on 12 Apr 2026 - 16:26

score 103 · Answer 8 · 2026-03-26 06:23:08

103

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The canonical filtration of a Brownian motion is not a subset of the canonical filtration of its absolute process

Published on 26 Mar 2026 - 6:23

score 137 · Answer 9 · 2026-04-15 16:46:09

137

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Question about the solution to the SDE $dX_t = 1_{(0,\infty)}(X_t)dB_t, \; X_0 \coprod B$

Published on 15 Apr 2026 - 16:46

score 487 · Answer 10 · 2026-04-15 16:02:11

487

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Stationary distributions of diffusion $dX(t) = -\nabla U(X(t))dt + \sqrt{2}dB_t^d$, when $U$ is $C^1(R^d \to R)$ and $\nabla U$ is Lipschitz

Published on 15 Apr 2026 - 16:02

score 612 · Answer 11 · 2026-04-11 11:26:47

612

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How can I show that state $0$ is positive recurrent?

Published on 11 Apr 2026 - 11:26

score 395 · Answer 12 · 2026-04-11 07:00:37

395

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Positive/Null recurrence of Continuous Time Markov chain and its embedded chain

Published on 11 Apr 2026 - 7:00

score 240 · Answer 13 · 2026-04-15 15:13:43

240

Views

laplace transform and conditioning

Published on 15 Apr 2026 - 15:13

score 445 · Answer 14 · 2026-04-14 02:19:11

445

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The Mean First Passage Time of a Markov Chain with Infinite Number of States

Published on 14 Apr 2026 - 2:19

score 246 · Answer 15 · 2026-04-12 17:14:52

246

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Mean Square Displacement of Alternating Random Walk

Published on 12 Apr 2026 - 17:14

List Question

CLT and summing IID Bernoulli RV vs. CLT and summing other types of IID RV

What is an example of a positive recurrent Continuous-time Markov Chain whose embedded Markov Chain is null recurrent?

Solve SDE (Solved)

"one step transition probability" for simple random walk

Markov process determined by its second-order distribution...

When is the Stieltjes integral of a process is adapted, i.e. $\omega \mapsto \int_0^t m(s,\cdot) dA_s$ is $\mathscr{F}_t$-measurable

Derivative of Stochastic Process in the Sense of Distribution

The canonical filtration of a Brownian motion is not a subset of the canonical filtration of its absolute process

Question about the solution to the SDE $dX_t = 1_{(0,\infty)}(X_t)dB_t, \; X_0 \coprod B$

Stationary distributions of diffusion $dX(t) = -\nabla U(X(t))dt + \sqrt{2}dB_t^d$, when $U$ is $C^1(R^d \to R)$ and $\nabla U$ is Lipschitz

How can I show that state $0$ is positive recurrent?

Positive/Null recurrence of Continuous Time Markov chain and its embedded chain

laplace transform and conditioning

The Mean First Passage Time of a Markov Chain with Infinite Number of States

Mean Square Displacement of Alternating Random Walk

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