List questions from stopping-times

Published on 30 Nov 2015 - 15:43

51

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What segment in 8-bit LED Displays used for Traffic Light timers can be removed causing minimal impact in the readability of the countdown numbers?

Published on 03 Dec 2015 - 10:03

270

Views

Show that $E[X_T | T < \infty] \le E[X_0]$ and $cP(\sup X_n \ge c) \le E[X_0]$

Published on 04 Dec 2015 - 16:04

236

Views

Symmetric Random Walk / Prove $S = \inf\{n : X_n = 7\}$ and $T = 10^{12} \wedge S$ are $\{\mathscr F_n^Y\}$-stopping times.

Published on 04 Dec 2015 - 19:21

190

Views

Mean of overcooking time

Published on 04 Dec 2015 - 22:59

320

Views

Symmetric Random Walk / Find $E[X_S]$ and $E[X_T]$

Published on 05 Dec 2015 - 8:03

344

Views

Asymmetric Random Walk / Prove $E[X_{T \wedge n}] = (p-q)E[T \wedge n]$

Published on 05 Dec 2015 - 10:02

1.4k

Views

Asymmetric Random Walk / Prove $E[T] = \frac{b}{p-q}$ / How do I use hint?

Published on 05 Dec 2015 - 11:30

245

Views

Consider stopping times $S$ and $T$ for a filtration $(\mathcal{F}_n)$. Show that $\mathcal{F}_{\min(S,T)} = \mathcal{F}_{S}\cap \mathcal{F}_{T}$.

Published on 06 Dec 2015 - 3:19

504

Views

Asymmetric Random Walk / Prove that $T:= \inf\{n: X_n = b\}$ is a $\{\mathscr F_n\}_{n \in \mathbb N}$-stopping time

Published on 06 Dec 2015 - 15:55

1.5k

Views

Asymmetric Random Walk / Prove that $E[\inf\{n: X_n = b\}] < \infty$

Published on 06 Dec 2015 - 15:56

52

Views

Random Sampling and Measurability.

Published on 07 Dec 2015 - 11:03

160

Views

Prove previsibility and $E[X_{T \wedge n}] \le E[X_{S \wedge n}]$

Published on 07 Dec 2015 - 21:51

254

Views

Hitting time for Brownian motion with upper reflecting boundary

Published on 09 Dec 2015 - 16:51

146

Views

Conditional Probability, Levy Process

Published on 26 Mar 2026 - 19:02

List Question

Is this $X_T$ if the stopping time is $T \le \infty$?

What segment in 8-bit LED Displays used for Traffic Light timers can be removed causing minimal impact in the readability of the countdown numbers?

Show that $E[X_T | T < \infty] \le E[X_0]$ and $cP(\sup X_n \ge c) \le E[X_0]$

Symmetric Random Walk / Prove $S = \inf\{n : X_n = 7\}$ and $T = 10^{12} \wedge S$ are $\{\mathscr F_n^Y\}$-stopping times.

Mean of overcooking time

Symmetric Random Walk / Find $E[X_S]$ and $E[X_T]$

Asymmetric Random Walk / Prove $E[X_{T \wedge n}] = (p-q)E[T \wedge n]$

Asymmetric Random Walk / Prove $E[T] = \frac{b}{p-q}$ / How do I use hint?

Consider stopping times $S$ and $T$ for a filtration $(\mathcal{F}_n)$. Show that $\mathcal{F}_{\min(S,T)} = \mathcal{F}_{S}\cap \mathcal{F}_{T}$.

Asymmetric Random Walk / Prove that $T:= \inf\{n: X_n = b\}$ is a $\{\mathscr F_n\}_{n \in \mathbb N}$-stopping time

Asymmetric Random Walk / Prove that $E[\inf\{n: X_n = b\}] < \infty$

Random Sampling and Measurability.

Prove previsibility and $E[X_{T \wedge n}] \le E[X_{S \wedge n}]$

Hitting time for Brownian motion with upper reflecting boundary

Conditional Probability, Levy Process

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