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age 27
visits member for 2 years, 6 months
seen Aug 18 at 9:05

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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 $\beta$?
Mar
26
comment Intuition on Harris recurrence
@Lost1: made some changes... The wiki article was not helpful to my intuition and it has already been referred to in the question.
Mar
12
comment Dice game modelling: Lose everything on “3”, double everything on “1” or “6”
$F$ is the value function and $x$ is the earnings or the amount of money you have.
Mar
9
comment Conditional expectation in the case of $\mathcal{A}=\{\emptyset,\Omega,A,A^c\}$
@cardinal: Thanks, edited.
Mar
9
comment Let $X$ a random variable with a strictly increasing distrubution function $F_X$. Show that $Y=F_X(X) \sim \hom(0,1)$ distrubution.
$Y=F_X(X)$, so the random variable $Y$ can take values only in $[0,1]$.
Mar
8
comment How to cast the “Numberdrum” problem mathematically
@AnilBaseski: Would love to hear about them :)
Mar
7
comment Proving a matrix is positive definite using Cholesky decomposition
@user1855952: Sounds good now?
Mar
6
comment Guessing the probability by results of just 1 experiment
If you can carry out just one toss, the only definitive conclusion you can make is $X\ne 0$.
Mar
5
comment How to get transition rates in a $M/M/\infty$ queue
@Rosie: Sorry, pls. replace packets with people :) I study this from a communication networks perspective...