196,930 reputation
17139311
bio website
location
age
visits member for 3 years, 11 months
seen 2 hours ago

As somebody used to say:

Does research. Smokes. Battles administration. Smokes. Wishes he could stop battling administration so that he could have more time to do research. Smokes some more.

The same. Except I do not smoke.


How to ask a good question?

This paragraph is for my personal use but freely available:

Welcome to Math.SE! Please, consider updating your question to include what you have tried and where you are getting stuck. That way, people on this site will know exactly what help you need.


2h
comment A question about independence of sigma algebras (generated by random variables)
Because $A$ is in $\sigma(X_{n+1})$ and $A$ is in $\sigma(X_1, \ldots, X_n)$.
2h
comment Expected value of integrals of a gaussian process
Not good. New problem? Then, new question.
13h
comment Comparing marginal on product space with other measure
To declare that the product is "the product measure space" is to declare that $\lambda=P_0\otimes P_1$ then indeed $P_X=P_0$ and $p_x=P_1$ for every $x$ in $\Omega_0$, by definition.
13h
comment Equilibrium distribution of Ehrenfest's urn
The Ehrenfest model is commonly attributed to Paul and Tatiana Ehrenfest, see Paul and Tatjana Ehrenfest, Über zwei bekannte Einwände gegen das Boltzmannsche H-Theorem, Physikalishce Zeitschrift, vol. 8 (1907), pp. 311-314.
13h
answered Equilibrium distribution of Ehrenfest's urn
13h
answered A question about independence of sigma algebras (generated by random variables)
13h
revised Convergence to $N(0,1)$ in distribution
added 41 characters in body
15h
comment Distribution of a Gaussian Random variable vector
Not an answer--but a quite appropriate comment.
15h
comment Showing that the Brownian Bridge is Gaussian
"I have actually never been able to find a precise definition of what a Gaussian process is" First paragraph of the obvious.
15h
revised Showing that the Brownian Bridge is Gaussian
added 10 characters in body
20h
answered Verifying that a certain process is not a Brownian motion
20h
answered Determining if some random variable is a stopping time
20h
revised Position of Brownian motion at exit time from the upper half plane
edited title
20h
comment Position of Brownian motion at exit time from the upper half plane
Perhaps more directly than in the accepted answer, $B_T=(x+|y|C,0)$ where $C$ is standard Cauchy.
20h
answered Convergence to $N(0,1)$ in distribution
20h
comment Distrubution of the maximum of a sequence of random variables.
Upvoter: why the upvote?
20h
comment Stopped process of Brownian motion
Richard: 1. Which parts of the answer were escaping you when you asked this question? 2. Since the answer does not solve the part about $\tilde B$, I guess that you managed to solve it yourself. Is that correct?
20h
comment Hitting time process of Brownian motion
There seems to be a huge gap between the series of questions you asked recently and your background (leading to essentially unanswerable questions). Please explain.
20h
comment Verifying that a certain process is not a Brownian motion
@LukasGeyer The fact that $\tilde B_t\leqslant0$ at a random time $t$ does not contradict that $\tilde B$ is a Brownian motion.
20h
comment Can somebody help to understand the last step of this proof?
"It seems like you have not actually tried to do anything at all but just keep nagging for someone to provide the answers for you. If you have tried to do it then please show what work you did so far."