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John Dawkins
  • Member for 7 years, 9 months
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16 votes
Accepted

History: Probability Theory

15 votes
Accepted

Normalized vector of Gaussian variables is uniformly distributed on the sphere

11 votes
Accepted

How do we know that $x^2 + \frac{1}{x^2}$ is greater or equal to $2$?

11 votes
Accepted

Prove that, $\sum_{i = 1}^n \frac{1}{a_ib_i} \sum_{i = 1}^n (a_i+b_i)^2 \geq 4n^2$

10 votes
Accepted

Submartingale convergence (Durrett 5.3.1)

10 votes

Elementary Lebesgue measure problem

10 votes

What is a sample path of a stochastic process

9 votes
Accepted

Why aren't CDFs left-continuous?

9 votes

What are some good books on algebraic inequalities?

8 votes

Proving that the natural filtration of Brownian motion (not augmented) is not right-continuous

8 votes
Accepted

Absolute c0ntinuity of infinite product measure

7 votes
Accepted

When does convergence in measure imply convergence almost everywhere?

7 votes

What is $\mathbb{E}[W(s)\mathrm{e}^{W(S)}]$ where W(S) is a standard Brownian Motion?

7 votes

Integral of Wiener Squared process

7 votes
Accepted

Why are Optional Stochastic Processes Important?

7 votes
Accepted

Random variable $X$ is symmetric iff $\mathbb{E}\left(X / \left(1 + r^2X^2\right)\right) = 0$ for any $r \in \mathbb{R}$.

6 votes

Measurability conditions in the definition of Brownian motion

6 votes

measurable functions. Why defined like this?

6 votes
Accepted

Equality in Conditional Jensen's Inequality

6 votes
Accepted

If $P$ is irreducible, then $I - P +A$ is invertible

6 votes

Is the Ito integral of a predictable process Gaussian distributed?

5 votes
Accepted

Existence and uniqueness of SDE, is the independence requirement needed?

5 votes

Conditional Expectation given X is measurable wrt to sigma field

5 votes
Accepted

Poisson point processes on Riemannian manifolds

5 votes
Accepted

Deriving Kolmogorov's continuity criterion from the Garsia-Rodemich-Rumsey-Lemma

5 votes
Accepted

Jumps of cadlag processes

5 votes
Accepted

Levy-Ito decomposition intuition

5 votes
Accepted

Conditional expectation of a sum

5 votes
Accepted

How was the Ornstein–Uhlenbeck process originally constructed?

5 votes
Accepted

Almost sure convergence along a subsequence implies convergence in probability over the whole sequence

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