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I study (not enough) maths, but mainly probability.


Apr
15
comment Question about Markov chain derived from a Poisson process
@0998042 btw, you can accept answers by pressing tick :P it will earn your a badge
Apr
15
revised Question about Markov chain derived from a Poisson process
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Apr
15
comment Question about Markov chain derived from a Poisson process
@0998042 no worries
Apr
15
revised Evaluating limits with variable exponent and an exponent function with fraction
latexing ....
Apr
15
suggested suggested edit on Evaluating limits with variable exponent and an exponent function with fraction
Apr
15
answered Two exercises. Exponential and Cauchy's distributions.
Apr
15
comment Two exercises. Exponential and Cauchy's distributions.
$\arctan (1/t) = \pi/2 - \arctan (t)$ I think... (at least for $0 \leq t\leq \pi/2$) draw a traingle to convince yourself.
Apr
15
comment Does the sequence converge?
ah **** why did I think it was right when i first wrote it down? :S
Apr
15
reviewed No Action Needed Ferris Wheel Trig Problem
Apr
15
revised Show that $Z_n = \frac{\sum_{i=1}^nX_i - n\mu }{\sigma \sqrt{n}}$ is equal to $\sum_{i=1}^n \frac{X_i - \mu} { \sigma \sqrt{n}}$
edited tags
Apr
15
comment Does the sequence converge?
+1 probably a better solution than mine :P (though 10 bucks says he doesn't know that limit)
Apr
15
comment Diameter of a circle with 3 coordinates
@Laila no worries
Apr
15
comment Does the sequence converge?
is this homework?
Apr
15
answered Question about Markov chain derived from a Poisson process
Apr
15
comment Question about Markov chain derived from a Poisson process
you will not succeed finding the stationary distribution, because I think this is null recurrent. this is really a weird way of phrasing this question because $N_t-\lambda t$ is what you call a compensated Poisson process.
Apr
15
awarded  Enthusiast
Apr
14
revised What is the sufficient statistic for this function?
minor correction
Apr
14
suggested suggested edit on What is the sufficient statistic for this function?
Apr
14
comment Differences between a Markov jump process and a continuous-time discrete-state Markov process?
not necessarily. Poisson processes and the continuous time discrete space processes are jump processes I would say. Generally, the ones people use for financial modelling (mentioned in one of your links, as extensions of Black scholes) tend to have continuous space.
Apr
14
revised Differences between a Markov jump process and a continuous-time discrete-state Markov process?
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