User lezebulon

49 votes

12 answers

33k views

Good books on "advanced" probabilities

asked Jun 9, 2012 at 17:40

12 votes

2 answers

632 views

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

asked Feb 19, 2014 at 23:50

6 votes

1 answer

4k views

example of irreducible transient markov chain

asked Nov 21, 2012 at 23:28

5 votes

3 answers

2k views

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

asked Jun 12, 2012 at 23:47

5 votes

3 answers

5k views

conditional expectation given 2 random variables

asked Jan 6, 2016 at 21:49

4 votes

2 answers

1k views

Finding the closest matrix of a given form

asked Aug 18, 2014 at 20:59

4 votes

1 answer

3k views

Why is the Brownian motion a multivariate normal distribution?

asked Oct 8, 2013 at 22:34

3 votes

1 answer

6k views

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

asked May 9, 2013 at 16:52

3 votes

1 answer

578 views

question about Ito's formula

asked Jun 3, 2013 at 10:30

3 votes

1 answer

330 views

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

asked Jun 14, 2012 at 21:29

3 votes

2 answers

6k views

quadratic variations of Brownian motion squared

asked Nov 18, 2014 at 23:05

3 votes

1 answer

793 views

is continuity preserved under Expectation?

asked Jan 1, 2014 at 20:47

2 votes

0 answers

259 views

simulate hitting time of Brownian motion

asked Feb 18, 2014 at 13:38

2 votes

1 answer

116 views

Conditional expectation knowing two functions

asked Oct 6, 2012 at 20:47

2 votes

1 answer

259 views

Principal Component Analysis problem

asked Aug 12, 2011 at 14:28

2 votes

1 answer

113 views

What is the name of this transform?

asked Aug 15, 2011 at 16:15

2 votes

1 answer

903 views

question about Dynkin's π-λ Theorem

asked Sep 16, 2013 at 22:30

2 votes

3 answers

218 views

Compute the conditional expectation E( U |UV )

asked Dec 15, 2012 at 1:26

1 vote

0 answers

165 views

A question on irreducible markov chains

asked Dec 16, 2012 at 0:19

1 vote

2 answers

743 views

Do these random variables converge to 0?

asked Dec 12, 2012 at 15:18

1 vote

1 answer

158 views

Relation between a random variable and its conditional expectation

asked Oct 10, 2012 at 21:39

1 vote

0 answers

48 views

change some element of a correlation matrix

asked Jul 21, 2014 at 22:57

1 vote

1 answer

69 views

question about brownian hit time and reflexion principle

asked Nov 27, 2014 at 20:58

1 vote

0 answers

36 views

Distribution of a sum of almost-Bernoulli distribution

asked Dec 27, 2019 at 12:47

0 votes

1 answer

404 views

brownian motion scaling

asked Nov 20, 2014 at 20:29

0 votes

1 answer

260 views

analysis of different L2 norms for regularization

asked Dec 28, 2017 at 18:33

0 votes

1 answer

109 views

Is this expression correct?

asked Aug 21, 2011 at 13:07

0 votes

0 answers

52 views

counting problem that seems relatively simple - is it?

asked Feb 28, 2013 at 14:29

0 votes

0 answers

60 views

volume bounded by 2d function

asked Mar 21, 2013 at 18:04

0 votes

1 answer

154 views

question on the weak formulation of a pde

asked Apr 27, 2013 at 22:06

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31 Questions

Good books on "advanced" probabilities

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

example of irreducible transient markov chain

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

conditional expectation given 2 random variables

Finding the closest matrix of a given form

Why is the Brownian motion a multivariate normal distribution?

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

question about Ito's formula

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

quadratic variations of Brownian motion squared

is continuity preserved under Expectation?

simulate hitting time of Brownian motion

Conditional expectation knowing two functions

Principal Component Analysis problem

What is the name of this transform?

question about Dynkin's π-λ Theorem

Compute the conditional expectation E( U |UV )

A question on irreducible markov chains

Do these random variables converge to 0?

Relation between a random variable and its conditional expectation

change some element of a correlation matrix

question about brownian hit time and reflexion principle

Distribution of a sum of almost-Bernoulli distribution

brownian motion scaling

analysis of different L2 norms for regularization

Is this expression correct?

counting problem that seems relatively simple - is it?

volume bounded by 2d function

question on the weak formulation of a pde