1d
comment Represent math problems as Markov chains
I agree with Did, you need to understand Markov Chains properly and I do not think this forms a Markov Chain (at least not an obvious one)
Aug
15
comment Has anyone ever won a field medal for inventing stochastic calculus?
Your answer now needs an update because of Martin Hairer. :)
Aug
11
comment Find all continuous functions $f :\mathbb{R} → \mathbb{R}$ such that $f(x) = f(x^2+ c)$ where $c > 0$.
huh?。。。。。。。。。。。
Aug
8
comment Angle between $(X,Y)$ and $(E(X), E(Y)) $ where X and Y are independent random variables.
@Alex how do you define angle with, say 3, variables?
Aug
4
comment If $a_1a_2\cdots a_n=1$, then the sum $\sum_k a_k\prod_{j\le k} (1+a_j)^{-1}$ is bounded below by $1-2^{-n}$
Please consider accepting an answer by pressing the tick when you are happy. I realized you have not yet accepted any answer.
Jul
29
comment Is it true that the process is a Poisson Process
It is a compound poisson with jump intensity a and jump measure is a delta measure on 2.
Jul
26
comment Find whether the following series converges or diverges $\sum_{n=1}^{\infty}\frac{\ln n }{\sqrt{n}}$
Please do not make massive changes to original question to make what were right answers appear off topic.
Jul
24
comment Upper bounding a Poisson Process with indicators of exponentials
$\mathcal{E}\sim\exp(\lambda)$? <- doesn't meant $N$ no longer takes integer values.?
Jul
24
comment Ergodic properties of orthogonal group $O(n)$
Please consider accepting some answers for the 104 questions you asked.
Jul
24
comment Evaluating $\int^b_a \frac{dx}{x}$ from the definition of the integral
What I do not understand is, what is a Harmonic number when $bn/(b-a)$?
Jul
24
comment Why left multiplication when it comes to Markov chains?
Because $P_{12}$ is prob from state 1 to 2, not vice versa
Jul
23
comment Expected number of changes of serves in a game of raquetball
@ian i was lazy but should have spotted the 0.1428 to be honest...
Jul
23
comment Expected number of changes of serves in a game of raquetball
@orio1909 because the Markov Chain is aperiodic and recurrent, so it will always converge to its stationary distribution.
Jul
22
comment What did I do wrong when using Jacobian transformation
Can you please write out how you did the transformation? This is bog standard.
Jul
22
comment Trace of power of stochastic matrix
@pisoir so what are you trying to show?
Jul
22
comment Trace of power of stochastic matrix
you are essentially asking how does the overall probability that a state remains where it is in 1 move compare with a state remains where it is in 2 moves...
Jul
22
comment Trace of power of stochastic matrix
nevertheless, it is still false, change the $0$ to a small $\epsilon$.
Jul
22
comment Asymptotics of sum of binomial distributions
+1, thanks again.
Jul
22
comment Expectation related to Normal distribution and its density
I seem to get this to be true only when $\sigma< 1$... and that might sense somewhat.
Jul
22
comment Expectation related to Normal distribution and its density
You were probably too wasteful throwing away the $\Phi$ term.