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Sep
1
revised How to formulate the requirements that a counterexample must satisfy?
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Sep
1
asked How to formulate the requirements that a counterexample must satisfy?
Aug
31
comment Is conditional expectation E(X|N) an a.e. equivalence class wrt N or underlying sigma algebra?
By equivalent class, I mean it wrt a.e. equivalent relation between random variables. It is not determined by me splitting, but by the underlying measure space with sigma algebra F or N.
Aug
31
comment Is conditional expectation E(X|N) an a.e. equivalence class wrt N or underlying sigma algebra?
Thanks. Would it be possible that $E(X|N)$ is the union of two disjoint a.e equivalent classes?
Aug
31
asked Is conditional expectation E(X|N) an a.e. equivalence class wrt N or underlying sigma algebra?
Aug
28
comment How to obtain accumulated counts of past events by time $t$?
can you represent $\tau_i$ in terms of my $f$? How about $g(t) = |\{s \in [0,t], f(s) = 1\}|$? Is this or yours a more elegant way than some integral or sum if exists? (I guess no)
Aug
28
revised How to obtain accumulated counts of past events by time $t$?
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Aug
28
comment How to obtain accumulated counts of past events by time $t$?
Thanks. Can you formulate what you mean by "introduce random times for the events and add up only terms corresponding to those times"?
Aug
28
revised How to obtain accumulated counts of past events by time $t$?
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Aug
28
asked How to obtain accumulated counts of past events by time $t$?
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