1,764 reputation
622
bio website
location
age 27
visits member for 2 years, 10 months
seen 5 hours ago

--


5h
comment Joint distribution of arrival times in Poisson process
Thanks Did. I guess it would be $f_{S_A}(t_1)\times f_{S_B}(t_2-t_1)$, with the $S_A$ being Erlang. Correct?
Sep
16
comment How to solve integrals of the form $\int u^{-\alpha} e^{-\beta u} du$?
Let us continue this discussion in chat.
Sep
15
comment Is there a closed form solution for this differential equation?
@MhenniBenghorbal: Thanks for the comment. Could you give me some guideline as to how to go about approximating ODEs?
Sep
15
comment Is there a closed form solution for this differential equation?
The main confusion being exp integral is defined as a definite intgeral and we have indefinite integrals in our equations.
Sep
15
comment Is there a closed form solution for this differential equation?
Thanks @Chinny. There is a typo which gets repeated - $k_2t$ in place of $k_3 t$ in the exponent. Also I do not understand how you used the def. of exp. integral. Could you pl. correct and elaborate? Thanks :)
Sep
15
comment How to solve integrals of the form $\int u^{-\alpha} e^{-\beta u} du$?
Hi @ClaudeLeibovici: My main ques. is how we can move from an indefinite integral to a definite integral, as is the case in the definition for $E_\alpha$.
Sep
15
comment How to solve integrals of the form $\int u^{-\alpha} e^{-\beta u} du$?
@ClaudeLeibovici: No, from the Wiki defn, I do not see how you arrive at the transformation from gamma to exp.
Sep
15
comment How to solve integrals of the form $\int u^{-\alpha} e^{-\beta u} du$?
@ClaudeLeibovici: Can you give me the defn. of $E_{-\alpha}$? Is it the exponential integral?
May
4
comment Example where union of increasing sigma algebras is not a sigma algebra
Related: math.stackexchange.com/questions/26888/…
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?
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).
Jun
8
comment Arguing on stopping time probability
@martini: Thanks, I missed out $0<p<0.5$.
Apr
7
comment Time to absorption and fraction of time spent in a state in a CTMC
@Did: Could you pl. let me know if this question needs to be edited any better?
Apr
1
comment Joint density of order statistics $f_{X_{(1)}X_{(n)}}(x,y)$ with combinatorics
@Shyam: I see... Thanks :)
Mar
30
comment Joint density of order statistics $f_{X_{(1)}X_{(n)}}(x,y)$ with combinatorics
@Did: Could you please explain the $-\dfrac{\partial^2}{\partial x\partial y}$ part? I am unable to see why that is so.
Mar
28
comment Time to absorption and fraction of time spent in a state in a CTMC
Thanks @Did. I have added some explanation. The 1st point is about expected time to absorption and the second is on expected fraction of time spent in each state prior to absorption (given an initial state).
Mar
27
comment Expected value of a variable related to uniform r.v.
@Sasha: Thanks, I have made the change.
Mar
27
comment Why is $\sum x^2 _t \times \text{Var}(\beta)=\frac{\sum x^2 _t \times \sigma^2}{ \sum x^2 _t} = \sigma^2$?
What is the context? What is $\beta$?