4,822 reputation
21651
bio website non-existent
location United Kingdom
age 25
visits member for 2 years, 3 months
seen Jan 25 at 21:09

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
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.
Nov
5
comment Limit of: $\lim_{x\rightarrow\infty}\left(\dfrac{x+2}{x+1}\right)^{x/2}$
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.
Nov
5
comment Limit of: $\lim_{x\rightarrow\infty}\left(\dfrac{x+2}{x+1}\right)^{x/2}$
still not convinced, you are saying $\lim a^b = (\lim a)^{(\lim b)}$. Your supposedly justification does not do the job.
Nov
4
comment Limit of: $\lim_{x\rightarrow\infty}\left(\dfrac{x+2}{x+1}\right)^{x/2}$
Not convinced by the last equality.
Oct
27
comment Binomial/Poisson distribution question
(2) and (4) are the same is my feeling too, thank you. I would like to have another confirmation before accepting this.
Oct
27
comment Binomial/Poisson distribution question
@Henry i am sorry, i am asking about (ii). I do not understand how it is different to (iv), maybe it is not. I would like an independent confirmation. I was meant to say 1,3,4 are easy...
Oct
24
comment Normal distribution tail probability inequality
nice and easy...
Oct
24
comment Normal distribution tail probability inequality
so your approach is valid for $t\geq \sqrt{\pi/2}$. i do not know how to do it, so maybe, you start by assuming otherwise.
Sep
19
comment Prove that $2^x+1$ is always greater or less than $3^\frac{x}{2}$?
please do not make edits which make the answer appears off topic.
Sep
8
comment How do I solve this specific set of integrals?
please work on your formatting.
Sep
6
comment Computing the Length of a finite length module.
Hi Sadegh. Please show us what you tried so far by editting the question. As it stands, this question fails to meet the quality of questions expected on this site.
Sep
5
comment A problem about strong law of large numbers of Shiryaev's Probability
How do you conclude from infinite mean that the series $P(|Y_i|>iR)$ diverges?
Sep
3
comment Min-max optimizacion
please write this in a more readable format.
Aug
30
comment Is $\exp(-2\sin^2t)$ a characteristic function?
@snarski i assume the former. but if you know the latter, even better?/
Aug
26
comment How do I prove convergence of the recursive sequence $c_n = c_{n-1} + \frac{0.01}{n}$?
This diverges because ^
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
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?