user2348674's user avatar
user2348674's user avatar
user2348674's user avatar
user2348674
  • Member for 8 years
  • Last seen more than 1 year ago
3 votes
1 answer
339 views

Example for uniformly integrable $\mathbb{L}^2$-bounded sequences

3 votes
0 answers
358 views

Strong Markov property proof

3 votes
0 answers
131 views

Existence of solution to system of linear equations with stochastic coefficients matrix

2 votes
1 answer
79 views

Probabilistic constraint implying deterministic constraint?

2 votes
1 answer
617 views

Polyhedron with extreme points and rays as subset of another polyhedron

2 votes
1 answer
393 views

Maximum weight matching on bipartite graph with unequal set cardinalities

2 votes
0 answers
267 views

An example in martingales convergence

2 votes
1 answer
830 views

Convergence of a Branching process

2 votes
1 answer
340 views

Expectation of product of iid random variables limited by stopping time

2 votes
1 answer
548 views

Counterexample for uniform integrability of an $\mathbb{L}^1$-bounded sequence

1 vote
1 answer
235 views

A uniformly integrable sequence that is not uniformly integrable in $\mathbb{L}^p$ for $p>1$

1 vote
0 answers
305 views

Stopped process not uniformly integrable

1 vote
2 answers
3k views

Expectation of stopping time on a random walk

1 vote
1 answer
94 views

Swapping limit operators in a specific probability example

1 vote
1 answer
58 views

Limiting behavior of Standard Brownian motion

1 vote
0 answers
349 views

Sequential versus simultaneous optimization of multivariate problems

1 vote
1 answer
77 views

Bounded expectation of a martingale process

1 vote
0 answers
211 views

Stochastic integral involving Wiener process

1 vote
0 answers
79 views

Comparison of variance of stochastic and non-stochastic integrals of the Brownian motion

1 vote
0 answers
422 views

Covariance of two Ito / Diffusion processes

0 votes
2 answers
69 views

The family of integer programs this problem may belong to

0 votes
0 answers
35 views

Computing MMSE estimator in recursive state dynamics

0 votes
1 answer
291 views

Converting a quadratically constrained optimization problem into a standard semidefinite program

0 votes
1 answer
208 views

A matrix optimization problem that resembles a standard semidefinite program

0 votes
1 answer
63 views

Restricting a distribution with infinite support to a bounded interval

0 votes
1 answer
1k views

Distribution of sample median of iid random variables

0 votes
2 answers
197 views

Naming a probability mapping of mixed continuous and discrete valued random variables

0 votes
0 answers
95 views

Unique maximizer of product of monotonically increasing and decreasing functions

0 votes
1 answer
105 views

Recurrence of 0 in a random walk

0 votes
1 answer
150 views

Recurrence of a state in a finite state space