Julian Wergieluk
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 Aug 3 comment product distribution of two uniform distribution, what about 3 or more Corrected. Thanks! 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. 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 $6$. 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. 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/… Oct 15 comment Zero mean but not a martingale Also, an example of a stationary martingale is the constant process $X$ with $X_t = 0$. Oct 15 comment Zero mean but not a martingale The last sentence is not correct. Standard Brownian Motion $(B_t)_{t\geq 0}$ is a martingale with $E B_t = 0$ for all $t$. Oct 13 comment Problems about the upcrossing lemma. $H_4=1$ because \$X_3