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Understanding the "first step analysis" of absorbing Markov chains

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#probability-theory #stochastic-processes
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The pdf of last interval of a Poisson process in $[0,T]$

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#probability #probability-theory #probability-distributions #stochastic-processes #stochastic-calculus
69
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Covariance Kernel of $X^1(t)$,where X(t) is a stationary Gaussian Process

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#calculus #stochastic-processes #covariance
174
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Expected fortune of a gambler

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#probability #statistics #stochastic-processes #random-variables
353
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Extinction Probability of a Binomial Branching Process

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#probability #stochastic-processes
105
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Property of convolution product for $e^{\frac{x^2}{2t}}$

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#integration #stochastic-processes #convolution
153
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Applications of Krylov-Bogoliubov Theorem

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#stochastic-processes #dynamical-systems #markov-process
78
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Show that $Y_t=(t+1)X_{\frac{t}{t+1}}$ is Brownian motion if $X_t$ is Brownian motion.

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#probability-theory #stochastic-processes
459
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Branching Process Expected Value

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#probability #stochastic-processes
50
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Average number of days required

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#probability #probability-theory #probability-distributions #stochastic-processes
86
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Numerical approximation of $\displaystyle \sum_{n=0}^{\infty}\frac{1}{2^{n+\sqrt{n}}}$, using a markov chain on $\mathbb{N}_0.$

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#stochastic-processes #markov-chains #markov-process #transition-matrix
90
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Exponential independent Events

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#stochastic-processes
92
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Application of Poisson Process

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#stochastic-processes
128
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average time spent

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#probability #probability-distributions #stochastic-processes #stochastic-calculus
28
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sensitivity estimation about means of random processes

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#stochastic-processes #random-variables #monte-carlo

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