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seen Mar 26 at 0:01

Jul
2
awarded  Curious
Jun
6
asked Law of large numbers for a Subordinator.
Jun
6
accepted A question about Infinitesimal generator of Feller Process
Jun
6
comment A question about Infinitesimal generator of Feller Process
Thanks for the post! I tried a similar method and it works!
Jun
4
asked A question about Infinitesimal generator of Feller Process
May
26
awarded  Supporter
May
26
accepted An application of Donsker's theorem.
May
26
comment A theorem about the Poisson Point process.
Thanks! I tried a slightly different approach using the Laplace functional of the Poisson point process. But everything works with the Laplace functional.
May
26
accepted A theorem about the Poisson Point process.
May
24
asked A theorem about the Poisson Point process.
May
15
asked An application of Donsker's theorem.
Mar
13
accepted Stopping time for a martingale
Mar
13
comment Stopping time for a martingale
Thanks for the answer, but I found a easier way using the wald's equation and let $Y_n=S_n-1$. I got the exactly the answer as your.
Mar
13
comment Stopping time for a martingale
Yeah, I guess I mean $X_i$ takes value from the set...
Mar
12
comment Stopping time for a martingale
Here $X_i$ is in the set $\{-1,0,1,2,...\}$, so it can not equal to -2. I think I proved the case where $\mu=0$ by making a new martingale $Y_n=S_n-n\mu-1$, but still confused about the case when $\mu<0$
Mar
12
comment Stopping time for a martingale
Sorry I forgot to add $X_i\in\{-1,0,1,2,...\} P(X_i=0)<1$ in the problem.
Mar
12
revised Stopping time for a martingale
added 45 characters in body
Mar
12
accepted A problem about almost sure convergence.
Mar
12
asked Stopping time for a martingale
Mar
5
comment A question about exponential martingale.
Thanks, I just noticed I can directly apply the Dood's inequality.