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lezebulon
  • Member for 12 years, 11 months
  • Last seen more than 1 year ago
  • Paris, France
51 votes
12 answers
36k views

Good books on "advanced" probabilities

12 votes
2 answers
700 views

Distribution of time spent above $0$ by a Brownian Bridge.

7 votes
3 answers
7k views

conditional expectation given 2 random variables

6 votes
1 answer
5k views

example of irreducible transient markov chain

5 votes
3 answers
2k views

In probability, how can a sigma-algebra represent the total information?

5 votes
1 answer
3k views

Why is the Brownian motion a multivariate normal distribution?

4 votes
2 answers
1k views

Finding the closest matrix of a given form

3 votes
2 answers
7k views

quadratic variations of Brownian motion squared

3 votes
1 answer
854 views

is continuity preserved under Expectation?

3 votes
1 answer
6k views

How to find the gradient for a given discrete 3D mesh?

3 votes
1 answer
616 views

question about Ito's formula

3 votes
1 answer
387 views

Why is $X_1 + X_2 +\ldots + X_n$ a martingale?

2 votes
1 answer
120 views

Conditional expectation knowing two functions

2 votes
1 answer
263 views

Principal Component Analysis problem

2 votes
1 answer
113 views

What is the name of this transform?

2 votes
1 answer
930 views

question about Dynkin's π-λ Theorem

2 votes
3 answers
221 views

Compute the conditional expectation E( U |UV )

2 votes
0 answers
277 views

simulate hitting time of Brownian motion

1 vote
0 answers
50 views

change some element of a correlation matrix

1 vote
1 answer
70 views

question about brownian hit time and reflexion principle

1 vote
0 answers
39 views

Distribution of a sum of almost-Bernoulli distribution

1 vote
0 answers
166 views

A question on irreducible markov chains

1 vote
2 answers
760 views

Do these random variables converge to 0?

1 vote
1 answer
159 views

Relation between a random variable and its conditional expectation

0 votes
1 answer
110 views

Is this expression correct?

0 votes
0 answers
52 views

counting problem that seems relatively simple - is it?

0 votes
0 answers
60 views

volume bounded by 2d function

0 votes
1 answer
160 views

question on the weak formulation of a pde

0 votes
1 answer
261 views

the signed measure defined by a bounded variation process

0 votes
1 answer
471 views

brownian motion scaling