# Tagged Questions

Questions related to Brownian motion, a continuous stochastic process denoted by $W_t$, $t\geq 0$, with independent increments, such that $W(t)-W(s)$ is normally distributed, with $0$ mean and variance $t-s$.

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### Intuition Behind this Theorem About Brownian Motion

I am having a hard time with the intuition behind some of the representation theorems dealing with Brownian Motion. I think if someone can simply explain the intuition behind this theorem then ...
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### Correlated brownian motions and Lévy's theorem

$W^{(1)}_t$ and $W^{(2)}_t$ are two independent Brownian motions. How can I use Lévy's Theorem to show that $$W_t:=\rho W^{(1)}_t+\sqrt{(1-\rho^2)} W^{(2)}_t,$$ is also a Brownian motion for a given ...
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### Can Fluctuation-Dissipation Theorem Apply to Magnetic Forces in Multi-Spin Systems [closed]

Let's say I have multiple spin systems (atoms in a protein) in a solution of water and the spin systems are all producing a magnetic field $\mathrm{B_{loc}}$ that affects nearby spin systems. Will the ...
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### Distribution of marginal Wiener process.

Let $(W^1,W^2)$ be a two-dimensional Wiener process with correlation $\rho$. Let $\mathcal{F}^1_t$ be the filtration generated by $W^1$ up to $t$. I would intuitively think that for $h$ measurable ...
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### $(B_t)_{t\ge 0}$ be Brownian motion. Then $\xi \mapsto \mathbb E e^{i\xi B_t}$ is an analytic function. [closed]

Let $(B_t)_{t\ge 0}$ be a one-dimensional Brownian motion. Then $\xi \mapsto \mathbb E e^{i\xi B_t} \; \text{for all} \; t\ge 0, \xi \in \mathbb{R}$ is an analytic function. A more general question ...
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### Confusion about the average distance traveled on a $1$D random walk

The average absolute distance on a one dimensional random walk is supposed to be $\sqrt{n}$. Where $n$ steps are taken from the origin or $n$ is the time. I don't have an intuitive understanding or ...
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### What is the rate of convergence of Brownian motions Increments?

Would like to know what the rate of convergence of brownian motion is? I know each brownian motion increment is distributed with N(0,t) so do i need to apply a CLT?
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### Family of partitions, s.t. the quadratic variation of a BM diverges a.s.

This question is about a specific step in the solution of exercise 1.13 a) of the book "Brownian Motion" by Peres and Mörters (https://www.stat.berkeley.edu/~peres/bmbook.pdf). The exercise is on page ...
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### Marginal conditional mean of two dimensional Brownian motion, using more than one time point.

EDIT: I found the error! I do not think this question is relevant for anyone, but I cannot find out how to delete it - please feel free to if you have the read this and have the option. I have ...
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### Evaluating the distribution involving a Brownian motion.

I'm trying to solve one exercise closely related to this question. Since I don't have an answer yet, I thought to post a new question with my thoughts about the problem. I hope this does not break any ...
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### Is the supremum of an almost surely continuous stochastic process measurable?

Let's take a stochastic process $(X_t)_{0\leq t \leq 1}$ and assume that the sample paths are almost surely continuous. Let us define $S \equiv \sup_{t \in [0,1]} X_t$. How can we show that $S$ is ...
For a Wiener process, we know that the mean is $0$ and the variance is $\delta t$. But I am not sure how to interpret $\delta t$. For starter, what is the unit of the time? If the Wiener process is ...