Reputation
Next tag badge:
96/100 score
44/20 answers
Badges
17 145 323
Newest
 Revival
Impact
~2.0m people reached

5h
comment positiv Martingale process
Then $dX=\color{red}{\theta} dW-\frac12\theta^2dt$ hence $d\langle X\rangle=\color{red}{\theta}^2dt$.
5h
comment How do I find the marginal probability density function when the interval is dependent of one of the variables?
Hint: Start from the true joint density, namely, $$f(x,y)=\tfrac18(y^2-x^2)e^{-y}\mathbf 1_{|x|<y},$$ and apply the fully general formula $$f_X(x)=\int_\mathbb Rf(x,y)\mathrm dy.$$ In the present case, $$f_X(x)=\int_\mathbb R\tfrac18(y^2-x^2)e^{-y}\mathbf 1_{|x|<y}\mathrm dy=\int_{|x|}^\infty\tfrac18(y^2-x^2)e^{-y}\mathrm dy=\cdots$$
6h
comment A measure theory question-1
The factor 2 is incorrect.
6h
comment Laplace vs. non-Laplace Solution of ODE
Everything necessary is in the comment, no? Otherwise, please be specific.
11h
comment system differential equation 11
"I think that $\frac{dy}{dt}=\frac{dz}{dt}$" Why would you think that? This seems wrong unless $y=z$, right?
12h
comment If $X_n$ are i.i.d. $Uniform(0,1)$ then show that $S_n$ converges a.s. to $\infty$
Then add this to the proof.
12h
revised Result of a $2D$ random walk with position dependent probabilities
added 10 characters in body
12h
comment How does $\cos (2z) = e^{2zi}$?
"if that's the case" ?? You do not know whether sine is odd?
12h
comment If $X_n$ are i.i.d. $Uniform(0,1)$ then show that $S_n$ converges a.s. to $\infty$
This proves that $(S_n)$ diverges, and does it neatly, but not that $S_n\to\infty$ almost surely.
13h
comment Find the density of a ratio of random variables
Quite so. If you manage what you call "restriction" the correct result should pop out.
13h
comment Determing a transition probability matrix
4 minutes. $ $ $ $
13h
comment Determing a transition probability matrix
Why is the binomial distribution mentioned in the question? Is it supposed to be the stationary distribution?
13h
comment Find the density of a ratio of random variables
Thus making impossible to bring said assistance in a constructive way. Back to my first remark: how did you compute the density 1/15 for every z>0?
13h
comment Find the density of a ratio of random variables
This is not necessary at all to show the steps of your reasoning.
13h
comment Random walk of a bishop
I don't see why you do not see why your question got put on hold since, as you say, it has no context.
13h
comment Find the density of a ratio of random variables
"Don't know how to show working when it's integrals." Why is that?
13h
comment Determine if these are Characteristic functions
@avid19 ?? Yes it is, and the value is zero, even.
13h
comment Find the density of a ratio of random variables
The density of Y/X is 1/15 only on z<10. And E(Y/X)=10, not 15/2. You might want to show the details of what you did.
14h
comment Finding a Lyapunov function for a given system
Sorry but, from the phase diagrams, I cannot determine whether trajectories cycle or spiral outwardly or spiral inwardly (and I would be cautious about approximation errors in simulations, if I were you).
15h
comment Is $\overline{z} $ independent of $z $?
?? We do not arrive at the same formula - perhaps you could explain more precisely what you are thinking about. (Unrelated: Adding - just after @user seems to inactivate the notification of the comment.)