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Jun
29
revised Does the harmonic series converge if you throw out the terms containing a $9$?
The word "naive" suggests that the argument is not rigorous, but it is. Also you bound $1+1/2+..+1/8$ with $8$ so $n-1$ is needed.
Jun
29
suggested approved edit on Does the harmonic series converge if you throw out the terms containing a $9$?
Jun
28
answered product distribution of two uniform distribution, what about 3 or more
Jun
15
revised Maximum Likelihood Estimation of an Ornstein-Uhlenbeck process
Fixed typos.
Jun
9
comment Discrete-Time Stochastic Calculus and Stopping Times: Resources
What kind of stochastic processes are interested in? Markov processes? You can have a look into first and second "Course in Stochastic Processes" of Karlin and Taylor. The books cover a variety of material, where the first concentrates on discrete time processes.
Jun
6
revised Ornstein-Uhlenbeck-Model with irregular time intervals
fixed a typo.
Jun
6
answered Ornstein-Uhlenbeck-Model with irregular time intervals
May
15
comment Approximation of distributions with dice
Suggestion: For a continuous uniform random variable $U$ with values in $[0,1]$, and for a cumulative distribution function $F$, the random variable $F^{-1}(U)$ has $F$ as CDF. You could approximate $U$ with a dice by dividing the outcome by $6$.
Mar
11
asked Exchangeability and conditional i.i.d. property
Dec
20
awarded  Caucus
Dec
16
awarded  Tumbleweed
Dec
14
awarded  Organizer
Dec
14
revised Explain the result of this urn problem?
removed unrelated tags
Dec
14
suggested approved edit on Explain the result of this urn problem?
Dec
9
comment Notation for intersection of functions
Yes, but the question is, is there an established notation / symbol for that? Something like $f \cap g$.
Dec
9
comment Probability of a zero product given one previous zero product
$v$ and $w$ have different dimensions and their inner product is not well-defined.
Dec
9
asked Notation for intersection of functions
Dec
9
asked Approximation of ordering functions
Oct
15
awarded  Yearling
Oct
15
comment A question on semi-martingale and its variations
Poisson process is a semimartingale. Generally, a semimartingale can be represented as a sum of a local martingale and a finite-variation process. This the Bichteler-Dellacharie theorem: almostsure.wordpress.com/2011/03/28/…