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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.


Dec
19
answered How to calculate the series?
Dec
19
comment What is my probability space and measurable space?
Somebody should probably say it, but to know what the probability space $\Omega$ might be, is not (actually, very rarely) a cogent question in probability theory. All that counts is that such spaces exist. To see why, imagine that one carefully chooses a space $\Omega$ allowing to build the process $(\tilde u_k)$, then one is said to consider yet another random variable, say Bernoulli and independent of the rest. Should we restart all the construction to get $\Omega'$ "larger" than $\Omega$? This would be wasting some time better spent on actually solving the probability question at hand...
Dec
19
comment What is my probability space and measurable space?
This models the sequence $(\gamma_k)$ but one also needs the sequence $(u_k)$ hence this space $\Omega$ does not suffice.
Dec
19
comment Does really convergence in distribution or in law implies convergence in PMF or PDF?
"but we know that "a sequence {Xn} with PDF/PMF {fn} converges to a random variable X (with PMF/PDF 'f' ) in law or distribution if and only if fn → f "." Source?
Dec
19
comment Variance of integrated squared wiener process
The factor 2 comes from the decomposition of the square $0\lt s,t\lt1$ into $0\lt s\lt t\lt1$ and its symmetric part.
Dec
19
comment Constructing a joint distribution given $P(X\in A \mid Y)_\omega$
"So $P(X\in A\mid Y)_\omega = P(X\in A,Y(\omega))$" ??
Dec
18
comment How to find a continuous function that demonstrates that the set $\{(x,y):y>x\}$ is open?
Being "just a little sloppy" makes that each reader wonders what you might mean by a continuous function inverse of an open set. Something to avoid, wouldn't you say?
Dec
18
comment Range of a marginal density function?
Sorry for the parts in boldface but the repetition of the confusion due to PDFs incorrectly defined is somewhat heartbreaking...
Dec
18
answered Range of a marginal density function?
Dec
18
comment Inverse of $f(x)= x+\sin(x)$?
Sooo... $x=-i\ln t$ AND $x=\ln t$?
Dec
18
comment Distribution whose PDF is proportional to the product of a PDF and a CDF
$P(A\mid B)=P(A\cap B)/P(B).$
Dec
18
comment Variance of integrated squared wiener process
You are merely rewriting things. Why the covariance would be easier to compute ? (It is not.) Sooner or later you will have to use the dependence structure of (W(t),W(s)). What is this dependence already?
Dec
17
answered Variance of integrated squared wiener process
Dec
17
comment probability of hitting state $i$ in random walk
Yes. $ $ $ $ $ $
Dec
17
comment Reducing a system of differential equations
But F is never a function of t...
Dec
17
comment Is conditional Prob less than unconditional prob?
Deliberate duplicate.
Dec
17
answered How to find transition probability matrix $P$ by using transition rate matrix $T$?
Dec
17
comment I can't understand this difference equation step
How is the question related to the passage reproduced?
Dec
17
comment Infinite products of scaled indicator variables: almost sure convergence vs. uniform convergence of the sample mean
The products are not uniformly bounded.
Dec
17
comment probability of randomness
Either you become green or you don't, hence the probability is 50%. This is a real thoughtful answer.