MATH
  • Home (current)
  • About
  • Contact
  • Cookie
  • Home (current)
  • About
  • Contact
  • Cookie
  • Disclaimer
  • Privacy
  • TOS
Login Or Sign up
2026-03-29 22:08:18.1774822098

Why $\mathbb{P}(\max\limits_{0 \le t \le 1} B(t) > \epsilon n) = 2\mathbb{P}(B(1) > \epsilon n)$, $B(t)$ is a Brownian motion

19 Views Asked by Bumbble Comm https://math.techqa.club/user/bumbble-comm/detail At 29 Mar 2026 - 10:08 2026-03-29 22:18:18.1774822698

When I try to read the proof of Law of Large Numbers, there is a step as the tittle of the question, I would like to know why it works. Thanks beforehand.

stochastic-analysis
Original Q&A

Related Questions in STOCHASTIC-ANALYSIS

  • Cross Variation of stochatic integrals
  • Solution of an HJB equation in continuous time
  • Initial Distribution of Stochastic Differential Equations
  • Infinitesimal generator of $3$-dimensional Stochastic differential equation
  • On the continuity of Gaussian processes on the interval [0,1] depending on the continuity of the covariance function
  • Joint Markov property of a Markov chain and its integral against Brownian Motion
  • How can a martingale be a density process?
  • Show that for a continuous Gaussian martingale process $M$ that $\langle M, M \rangle_t = f(t)$ is continuous, monotone, and nondecreasing
  • Laplace transform of hitting time of Brownian motion with drift
  • Is the solution to this (simple) Stochastic Differential Equation unique?

Trending Questions

  • Induction on the number of equations
  • How to convince a math teacher of this simple and obvious fact?
  • Find $E[XY|Y+Z=1 ]$
  • Refuting the Anti-Cantor Cranks
  • What are imaginary numbers?
  • Determine the adjoint of $\tilde Q(x)$ for $\tilde Q(x)u:=(Qu)(x)$ where $Q:U→L^2(Ω,ℝ^d$ is a Hilbert-Schmidt operator and $U$ is a Hilbert space
  • Why does this innovative method of subtraction from a third grader always work?
  • How do we know that the number $1$ is not equal to the number $-1$?
  • What are the Implications of having VΩ as a model for a theory?
  • Defining a Galois Field based on primitive element versus polynomial?
  • Can't find the relationship between two columns of numbers. Please Help
  • Is computer science a branch of mathematics?
  • Is there a bijection of $\mathbb{R}^n$ with itself such that the forward map is connected but the inverse is not?
  • Identification of a quadrilateral as a trapezoid, rectangle, or square
  • Generator of inertia group in function field extension

Popular # Hahtags

second-order-logic numerical-methods puzzle logic probability number-theory winding-number real-analysis integration calculus complex-analysis sequences-and-series proof-writing set-theory functions homotopy-theory elementary-number-theory ordinary-differential-equations circles derivatives game-theory definite-integrals elementary-set-theory limits multivariable-calculus geometry algebraic-number-theory proof-verification partial-derivative algebra-precalculus

Popular Questions

  • What is the integral of 1/x?
  • How many squares actually ARE in this picture? Is this a trick question with no right answer?
  • Is a matrix multiplied with its transpose something special?
  • What is the difference between independent and mutually exclusive events?
  • Visually stunning math concepts which are easy to explain
  • taylor series of $\ln(1+x)$?
  • How to tell if a set of vectors spans a space?
  • Calculus question taking derivative to find horizontal tangent line
  • How to determine if a function is one-to-one?
  • Determine if vectors are linearly independent
  • What does it mean to have a determinant equal to zero?
  • Is this Batman equation for real?
  • How to find perpendicular vector to another vector?
  • How to find mean and median from histogram
  • How many sides does a circle have?

Copyright © 2021 JogjaFile Inc.

  • Disclaimer
  • Privacy
  • TOS
  • After Effects
  • DevHide
  • Home Garden
  • Pricesm.com