Reputation
4,874
Top tag
Next privilege 5,000 Rep.
Approve tag wiki edits
Badges
3 17 51
Newest
 Steward
Impact
~78k people reached

Apr
8
comment Left eigenvector of stochastic matrices with eigenvalue 1
@thanasissdr i have an irreducible markov chain in mind, hence the comment about the uniqueness of equilibrium distribution.
Apr
1
asked Left eigenvector of stochastic matrices with eigenvalue 1
Mar
1
asked Ito's formula w
Feb
9
comment How many pairs of positive constants $a, b$ exist such that $P(a < X < b) = 0.95$, where $X$ has a chi-squared distribution?
Infinitely many, because the support of the density function is continuous and unbounded.
Jan
1
comment Expectation of hitting time for simple symmetric random walk
to add, $S_n$ is a Markov Chain (symmetric random walk) on the integers. It is null recurrent. The proof you just gave verifies it cannot be positively recurrent.
Jan
1
comment Bound on sum random variables and Martingales
for your question, you might want to consider something like $\exp(\sigma S_n - n\phi(\sigma))$ where $\phi(\sigma)$ is the moment generating function of $X_i$. The reason being your question has something to do with $\exp$, considering this type of martingale seems appropriate.
Jan
1
comment Bound on sum random variables and Martingales
please considering accepting answers for other questions you asked
Dec
26
awarded  Nice Question
Dec
10
comment A sequence converges if and only if every subsequence converges?
It seems like no effort has been made by the OP to try to answer the question.
Dec
10
reviewed Approve Evaluating $ \int \frac{1}{\sin x} dx $
Dec
10
reviewed Leave Open A problem of a collection of subsets maximal with respect to the finite intersection property
Dec
10
reviewed Close A probability problem with maximum and summation
Dec
10
reviewed No Action Needed Upper bound for the modulus of bounded holomorphic function in the unit disk with $f(a)=0$
Dec
10
reviewed Approve Dense packing of circles in unit circle, matlab code
Dec
10
reviewed Approve Can you help with the Method Of Eigenfunction Expansion of a Non-Homogeneous PDE problem?
Dec
9
awarded  Caucus
Nov
22
reviewed No Action Needed A die whose score cannot be as before (Markov chains)
Nov
22
reviewed Close How $\sqrt{x}$ is an function?
Nov
22
asked Notational question on vector field/differential operator
Nov
5
comment Limit of: $\lim_{x\rightarrow\infty}\left(\frac{x+2}{x+1}\right)^{x/2}$
Jumped way too many steps with the last equality, even with the comment. Given that the OP asked this question, I am pretty convinced he could not have filled all these gaps himself.