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asked How to solve integrals of the form $\int u^{-\alpha} e^{-\beta u} du$?
Sep
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asked Is there a closed form solution for this differential equation?
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awarded  Curious
Jun
15
accepted Calculating expectation conditioned on a sigma algebra
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awarded  Excavator
May
4
revised Example where union of increasing sigma algebras is not a sigma algebra
made title precise.
May
4
comment Example where union of increasing sigma algebras is not a sigma algebra
Related: math.stackexchange.com/questions/26888/…
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suggested approved edit on Example where union of increasing sigma algebras is not a sigma algebra
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accepted Expressing power set of rationals
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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
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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?
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asked Calculating expectation conditioned on a sigma algebra
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accepted Coupling between two CTMCs
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Jan
9
revised Simplify $y^\top x -\log(\sum_i e^{x_i})$
editing to make clear