User lezebulon

49 votes

12 answers

34k views

Good books on "advanced" probabilities

asked Jun 9, 2012 at 17:40

12 votes

2 answers

651 views

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

asked Feb 19, 2014 at 23:50

6 votes

3 answers

6k views

conditional expectation given 2 random variables

asked Jan 6, 2016 at 21:49

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

4 votes

1 answer

3k views

Why is the Brownian motion a multivariate normal distribution?

asked Oct 8, 2013 at 22:34

4 votes

2 answers

1k views

Finding the closest matrix of a given form

asked Aug 18, 2014 at 20:59

3 votes

2 answers

6k views

quadratic variations of Brownian motion squared

asked Nov 18, 2014 at 23:05

3 votes

1 answer

816 views

is continuity preserved under Expectation?

asked Jan 1, 2014 at 20:47

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

589 views

question about Ito's formula

asked Jun 3, 2013 at 10:30

3 votes

1 answer

362 views

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

asked Jun 14, 2012 at 21:29

2 votes

1 answer

117 views

Conditional expectation knowing two functions

asked Oct 6, 2012 at 20:47

2 votes

1 answer

261 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

922 views

question about Dynkin's π-λ Theorem

asked Sep 16, 2013 at 22:30

2 votes

3 answers

219 views

Compute the conditional expectation E( U |UV )

asked Dec 15, 2012 at 1:26

2 votes

0 answers

268 views

simulate hitting time of Brownian motion

asked Feb 18, 2014 at 13:38

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

1 vote

0 answers

165 views

A question on irreducible markov chains

asked Dec 16, 2012 at 0:19

1 vote

2 answers

750 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

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

156 views

question on the weak formulation of a pde

asked Apr 27, 2013 at 22:06

0 votes

1 answer

256 views

the signed measure defined by a bounded variation process

asked Nov 27, 2013 at 17:34

0 votes

1 answer

432 views

brownian motion scaling

asked Nov 20, 2014 at 20:29

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31 Questions

Good books on "advanced" probabilities

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

conditional expectation given 2 random variables

example of irreducible transient markov chain

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

Why is the Brownian motion a multivariate normal distribution?

Finding the closest matrix of a given form

quadratic variations of Brownian motion squared

is continuity preserved under Expectation?

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?

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 )

simulate hitting time of Brownian motion

change some element of a correlation matrix

question about brownian hit time and reflexion principle

Distribution of a sum of almost-Bernoulli distribution

A question on irreducible markov chains

Do these random variables converge to 0?

Relation between a random variable and its conditional expectation

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

the signed measure defined by a bounded variation process

brownian motion scaling