List questions from stopping-times

Published on 28 Mar 2026 - 12:12

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Show that $P(T \le n + N \mid \mathscr F_n) > \epsilon$ where T is a stopping time

Published on 19 Dec 2015 - 19:35

122

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Show $E[T] < \infty$ by finding an upper bound for $P(T=k)$

Published on 19 Dec 2015 - 19:56

72

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Do we need to find an upper bound for the expectation of this stopping time?

Published on 21 Dec 2015 - 2:11

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Stopping time in Markov chains

Published on 21 Dec 2015 - 13:07

157

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If $\tau$ is a stopping time, then $E(X_{\tau})=?$

Published on 22 Dec 2015 - 15:02

5.5k

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Simple Random Walk: Hitting time of 1 is a.s. finite

Published on 24 Dec 2015 - 8:07

1.4k

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How can a stopping time be independent of its stochastic process?

Published on 24 Dec 2015 - 20:52

1.3k

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Upper bound for random walk to show stopping time is bounded

Published on 26 Mar 2026 - 21:12

620

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Strong Markov property with two stopping times

Published on 08 Jan 2016 - 11:29

251

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Proof finite stopping time and Wiener process bounded

Published on 10 Jan 2016 - 14:53

2k

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Filtration of stopping time equal to the natural filtration of the stopped process

Published on 19 Jan 2016 - 15:50

69

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Show that for every $p >0$, $E[\sup \limits_{t \leq L_n} |R_n(t)-t|^p]=O(n^{-p/2})$

Published on 21 Jan 2016 - 6:54

450

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Find a Martingale in a game of exchanging hats

Published on 24 Jan 2016 - 6:07

1.2k

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Random Walk Stopping Time

Published on 24 Jan 2016 - 20:20

List Question

Order statistics for exponential random variables

Show that $P(T \le n + N \mid \mathscr F_n) > \epsilon$ where T is a stopping time

Show $E[T] < \infty$ by finding an upper bound for $P(T=k)$

Do we need to find an upper bound for the expectation of this stopping time?

Stopping time in Markov chains

If $\tau$ is a stopping time, then $E(X_{\tau})=?$

Simple Random Walk: Hitting time of 1 is a.s. finite

How can a stopping time be independent of its stochastic process?

Upper bound for random walk to show stopping time is bounded

Strong Markov property with two stopping times

Proof finite stopping time and Wiener process bounded

Filtration of stopping time equal to the natural filtration of the stopped process

Show that for every $p >0$, $E[\sup \limits_{t \leq L_n} |R_n(t)-t|^p]=O(n^{-p/2})$

Find a Martingale in a game of exchanging hats

Random Walk Stopping Time

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