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 Aug 31 comment simple inclusion exclusion problem Cool. Thanks a lot! May 18 comment how to solve double integral of a min function cool thank you. May 18 comment how to solve double integral of a min function yes that is correct May 9 comment How to evaluate the following stochastic integral? I got this far but I am having trouble with substituting the poisson process $N_s$ into it. Apr 3 comment leading and lagging moving average indicator Thanks. In the context of stocks, it is not possible to compute a leading or central moving average as we do not know the prices in advance. Correct? So what does leading/central MA mean in that context? Feb 25 comment example on variance of stochastic processes got it. linearity of covariance was new to me. Feb 13 comment spectrum and phase of function in frequency domain Got it guys. Once I have the fourier transform computed analytically, I can easily set up the complex vector and compute the amplitude and phase. R has support for complex numbers ugrad.stat.ubc.ca/R/library/base/html/complex.html and includes functions for finding amplitude and phase. Thanks all. Feb 13 comment spectrum and phase of function in frequency domain Sweet. Do you happen to come across function in R that does this similar to matlab? Feb 13 comment spectrum and phase of function in frequency domain reference: en.wikipedia.org/wiki/Fourier_transform Feb 13 comment spectrum and phase of function in frequency domain Thanks. But I am using R and I don't think it has these functions. I am looking for mathematical formula for finding magnitude/phase so that I can write my functions. Dec 11 comment problem on strong law of large numbers Excellent. So we apply SLLN on the denominator and CLT on the numerator. Dec 9 comment problem on strong law of large numbers How do you get this result? Dec 9 comment what does this set definition mean defined on independent random variables? It is also interesting to see that if I introduce two additional sets, defined as $A2 = (X2=X3)$ and $A3 = (X3=X1)$, $A1$, $A2$ and $A3$ are pairwise independent but not independent. Dec 9 comment martingale and filtration Yes I did Shai. But need better understanding of filtration in continuous-time martingale Dec 8 comment distribution of iid sequence of integrable random variables Yes, it uses conditional expectation and independence. Its not too difficult after all. Dec 7 comment How do I nominate someone? I would like to nominate Qiaochu Yuan and Arturo Magidin Dec 7 comment application of strong vs weak law of large numbers Can you give an example where weak law holds but strong law does not hold? Nov 4 comment convergence of sequence of random variables Wiki page mentions convergence in mean implies convergence in probability. Why is that? Oct 25 comment combination of brownian motion Thanks. I have a stock price function that is a stochastic process (e.g. $S = S_0 + B_t$). Now I am interested in finding various option values over those stock prices which involves finding the expectation. So to find asian call value, I need to find $E(\frac{S_1+S_2}{2} - K)^+$ which requires finding the density function $B_1+B_2$ computed by differentiating the distribution function. Hope this makes sense. Oct 25 comment Lebesgue Dominated Convergence example Thanks Arturo. The function $f_n(x)$ converges to 0 as $n\to\infty$. So it converges point wise to 0. So the integral as $n\to\infty$ should evaluate to 0 by DCT.