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visits member for 1 year, 9 months
seen Aug 10 at 20:20

Jul
2
awarded  Curious
Jul
2
awarded  Inquisitive
Jun
10
awarded  Notable Question
Jun
9
comment Convergence in probability of iid normal random variables
OK since I respect you a lot, I want to check :) Thanks a lot. I calculated again and I think that it is probably correct.
Jun
9
comment Convergence in probability of iid normal random variables
$\epsilon = \frac{\sqrt{2}}{2}\delta$ in my calculation.
Jun
9
comment Convergence in probability of iid normal random variables
Hi Davide. I was just trying to check that $\mathbb P\{|X_n-X_1|>2\delta\}=\mathbb P\{|N|>\delta\}$. It turns out, for the right part of the equality, I find an $\epsilon > 0$ which concludes the same proof as above but $\epsilon \neq \delta$ in my case. In other words, I find $P\{|N|>\epsilon\}$ but $\epsilon \neq \delta$. There is another multiplicative factor. Am I wrong? Just checking. thanks!
Jun
7
accepted Convergence in probability of iid normal random variables
Jun
7
revised Convergence in probability of iid normal random variables
added 4 characters in body
Jun
7
comment Convergence in probability of iid normal random variables
Exactly, thanks, they should be iid.
Jun
6
asked Convergence in probability of iid normal random variables
May
11
comment Fourier transform and domains of functions
Can you give a proof that Fourier transform of $f$ or $g$ is divergent?
May
11
asked Fourier transform and domains of functions
Apr
10
accepted About the notation in probability theory
Apr
2
comment Random variables with random indexes
thanks Liu Gang, it was helpful, what you suggest seems like true. Then I will try to derive the case that $I_n$ is a Markov process.
Apr
2
asked Random variables with random indexes
Mar
6
comment About the notation in probability theory
Thanks Did! I am more or less aware of this notation but what I couldn't make sense is for instance what is the meaning of $P(\{\omega\in\Omega\mid \exists n\geqslant1,X_n(\omega)=0\})$ precisely? There exists $n\geq 1$ s.t. $X_n = 0$ with probability one? How this implies that the walk will come to the position $X_n = 0$ infinitely often?
Mar
5
revised About the notation in probability theory
added 131 characters in body
Mar
5
asked About the notation in probability theory
Feb
19
accepted Convergence of a stochastic process to another?
Feb
19
comment Convergence of a stochastic process to another?
thanks! I did not think about this.