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May
4
suggested suggested edit on Example where union of increasing sigma algebras is not a sigma algebra
May
3
accepted Expressing power set of rationals
May
3
asked Expressing power set of rationals
May
1
comment Calculating expectation conditioned on a sigma algebra
Thanks Did. While I understand this, my thinking gets muddled when it comes to looking at sets and sigma algebras. Could you please help me out?
May
1
comment Calculating expectation conditioned on a sigma algebra
Hmmm, so is it $\sigma(Y)=\sigma(\{\phi,\Omega,\mathcal{B}{\{\omega\ge k\}},\mathcal{B}{\{\omega\le k\}}\})$? I am confused here...
May
1
comment Calculating expectation conditioned on a sigma algebra
@Did: I see. These are the atoms of $\sigma(Y)$, so the actual sigma algebra is the smallest sigma algebra generated from these atoms. Is that correct?
Apr
30
asked Calculating expectation conditioned on a sigma algebra
Apr
3
awarded  Popular Question
Feb
12
awarded  Popular Question
Feb
6
awarded  Yearling
Jan
15
asked Non-zero solutions to $B(p+p^2+p^3+\ldots)=Ap$
Jan
15
accepted Coupling between two CTMCs
Jan
13
asked Coupling between two CTMCs
Jan
9
revised Simplify $y^\top x -\log(\sum_i e^{x_i})$
editing to make clear
Jan
9
suggested suggested edit on Simplify $y^\top x -\log(\sum_i e^{x_i})$
Jan
5
asked Strictly positive solution of linear equations
Dec
1
accepted State space reduction of a CTMC
Nov
24
comment State space reduction of a CTMC
Hi @did, I meant the equivalence was exogenous, i.e., not pertaining to the existing rates or the CTMC. The states are similar in my model, so I simply want to clump these states together and form a new CTMC (if that could be done).
Nov
23
asked State space reduction of a CTMC
Oct
28
awarded  Popular Question