List questions from stochastic-processes

Published on 15 Apr 2026 - 12:03

376

Views

For a simple $n$-step random walk, how to show that the mean number of visits to the point $b$ is $\sum_{n=1}^\infty P(S_1 \cdots S_n \neq 0, S_n=b)$?

Published on 16 Apr 2026 - 11:08

181

Views

Stochastic calculus with Hermite polynomials

Published on 12 Apr 2026 - 20:45

449

Views

Stochastic processes books written with style

Published on 11 Apr 2026 - 0:37

627

Views

For a Poisson Process with rate $\lambda$ and arrivals $S_i$, how to find $E\left[\sum_{i=1}^{N(t)}(t-S_i)\right]$ if I know conditional expectations?

Published on 15 Apr 2026 - 8:35

509

Views

Why is $\lim\limits_{n\rightarrow\infty}\mathbb{E}(\min(|X_n-X|,1))=0$ an equivalent criterion for convergence in probability?

Published on 16 Apr 2026 - 3:04

542

Views

Brownian motion and conditional expectation

Published on 13 Apr 2026 - 16:58

575

Views

Expected waiting time in queue

Published on 12 Apr 2026 - 4:42

480

Views

How to evaluate $ \int s dB_s $?

Published on 11 Apr 2026 - 3:38

334

Views

wiener process and changing order of integration

Published on 10 Apr 2026 - 19:57

350

Views

Find the steady-state probability $p_n$ for single-server queue with balking

Published on 15 Apr 2026 - 17:14

149

Views

Proof of the measurability of an integral process

Published on 09 Apr 2026 - 9:16

480

Views

Definition of ergodicity for Markov process

Published on 10 Apr 2026 - 1:20

405

Views

Expected wait time of $D/E_2/1$ and $D/M/1$ queues

Published on 15 Apr 2026 - 10:01

161

Views

How to find the mean residence time for a continuous time Markov chain

Published on 11 Apr 2026 - 18:39

List Question

A multidimensional Ito lemma in time-frequency for $dS(t,w)$.

For a simple $n$-step random walk, how to show that the mean number of visits to the point $b$ is $\sum_{n=1}^\infty P(S_1 \cdots S_n \neq 0, S_n=b)$?

Stochastic calculus with Hermite polynomials

Stochastic processes books written with style

For a Poisson Process with rate $\lambda$ and arrivals $S_i$, how to find $E\left[\sum_{i=1}^{N(t)}(t-S_i)\right]$ if I know conditional expectations?

Why is $\lim\limits_{n\rightarrow\infty}\mathbb{E}(\min(|X_n-X|,1))=0$ an equivalent criterion for convergence in probability?

Brownian motion and conditional expectation

Expected waiting time in queue

How to evaluate $ \int s dB_s $?

wiener process and changing order of integration

Find the steady-state probability $p_n$ for single-server queue with balking

Proof of the measurability of an integral process

Definition of ergodicity for Markov process

Expected wait time of $D/E_2/1$ and $D/M/1$ queues

How to find the mean residence time for a continuous time Markov chain

Trending Questions

Popular # Hahtags

Popular Questions