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Sasha
  • Member for 13 years, 2 months
  • Last seen more than a week ago
71 votes
5 answers
30k views

Probability for the length of the longest run in $n$ Bernoulli trials

33 votes
1 answer
6k views

Constructing a subset not in $\mathcal{B}(\mathbb{R})$ explicitly

17 votes
5 answers
1k views

Large $n$ asymptotic of $\int_0^\infty \left( 1 + x/n\right)^{n-1} \exp(-x) \, \mathrm{d} x$

15 votes
2 answers
408 views

How does one prove $\int_0^\infty \prod_{k=1}^\infty \operatorname{\rm sinc}\left( \frac{t}{2^{k+1}} \right) \mathrm{d} t = 2 \pi$

15 votes
1 answer
2k views

Detecting symmetric matrices of the form (low-rank + diagonal matrix)

14 votes
2 answers
2k views

SDE with no strong solutions and Euler-Maruyama

13 votes
3 answers
1k views

Good undergraduate level book on Cyclotomic fields

8 votes
2 answers
227 views

Is there a neat way to show $\int_{-1}^1 \frac{ U_n(z) U_n(z)}{\sqrt{1-z^2}} \mathrm{d} z = \pi (n+1)$

8 votes
2 answers
201 views

Seeking analytic proof for $\sum_{n=r}^\infty \frac{1}{n!}\left[ n-1 \atop r-1 \right] = 1$

8 votes
1 answer
117 views

Parameters giving maximal-length Collatz-like sequence

8 votes
2 answers
833 views

Intuition for scale of the largest eigenvalue of symmetric Gaussian matrix

7 votes
2 answers
137 views

How to find convergence region of $\sum_{n\geqslant 0, m \geqslant 0} x^n y^m \binom{n+m}{n}^2$

7 votes
2 answers
4k views

First time passage decomposition for continuous time Markov chain

7 votes
2 answers
338 views

Direct evaluation of complete elliptic integral

7 votes
1 answer
359 views

How can I prove this expression not to be a characteristic function

7 votes
2 answers
1k views

Assessing discreteness of the random variable by its characteristic function

7 votes
1 answer
269 views

Probability of duplicate free sample of iid discrete random sample

7 votes
0 answers
1k views

Relationship between eigenvectors of correlation and covariance matrices

6 votes
2 answers
199 views

Proof of $\left| \operatorname{cn}\left( x(1+ i) \mid m \right)\right|=1$ for $m=\frac{1}{2}$ and $x \in \mathbb{R}$

6 votes
2 answers
463 views

Asymptotics of probability of Newton-Pepys problem

6 votes
2 answers
2k views

Determining distribution of $X_t = \int_0^t W_s^2 \mathrm{d} s$

6 votes
1 answer
342 views

Asymptotic behavior of $\sum_{i>0} x^{p_i}$ as $x \to 1^-$

6 votes
1 answer
295 views

Find the distribution of $\log\left( \frac{\min(U_1,U_2,\ldots, U_n)^n}{U_1 U_2 \cdots U_n} \right)$ for iid $U_k \sim U(0,1)$

6 votes
2 answers
424 views

Are Ito bridges themselves Ito processes?

6 votes
1 answer
2k views

Obtaining the discriminant of the characteristic polynomial directly from the matrix

5 votes
1 answer
234 views

Improper integral of piece-wise rational function

5 votes
1 answer
878 views

Computing quadratic variation for stable Levy flights with $0<\alpha<2$?

5 votes
1 answer
522 views

Asymptotics of the classical occupancy problem

5 votes
1 answer
118 views

Evaluating $\lim_{n \to \infty} \oint_{ |z| = 1/4} \frac{1}{(4 z(1-z))^n} \frac{\mathrm{d}z}{z (1-2 z)} = \frac{1}{2}$

4 votes
1 answer
355 views

Example of stationary 2D Gaussian process with non-symmetric auto-covariance function