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Falrach
  • Member for 4 years, 7 months
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17 votes
1 answer
429 views

Is this distribution already known and has a name?

10 votes
1 answer
497 views

Is this function decreasing in $x$?

8 votes
1 answer
243 views

Law of brownian hitting time uniquely determined by the barrier?

4 votes
2 answers
114 views

Do I have a chance to get a closed form for this integral?

4 votes
4 answers
303 views

Smooth Logarithm at zero/one with special conditions

3 votes
1 answer
179 views

Kolmogorov extension theorem for measures on the space of continuous functions

3 votes
1 answer
96 views

Compactness of a specific set in weak topology

3 votes
1 answer
153 views

Dominated convergence theorem applied to the convergence of measures

2 votes
2 answers
95 views

How to determine whether $\Bbb P ( B_{t_1} \in [x - c , x + c ], \ldots , B_{t_n} \in [x -c , x + c ])$ is decreasing in $x$?

2 votes
1 answer
148 views

The $L^1$ distance of two CDF is the $L^1$ distance of the quantile function coupling

2 votes
1 answer
363 views

Calculation Resolvent/$\alpha$-Potential of Brownian Motion/Wiener Process

2 votes
0 answers
37 views

Expectation of $ | \{ j \in \Bbb N : \sum_{i=1}^j \alpha_i \leq t \} |$ , $\alpha_i$ iid RV on $[0,\infty)$

2 votes
1 answer
161 views

Writing a mathematical work in english

2 votes
1 answer
140 views

Is there a $t$ such that this function is positive?

2 votes
3 answers
142 views

References on semicontinuous functions

2 votes
1 answer
91 views

Which topology is transferred by this specific metric on the rectangle $[0,\infty] \times [0 , \infty ]$?

2 votes
1 answer
386 views

Kuratowski convergence and Hausdorff metric

2 votes
2 answers
143 views

Representation of stochastic integral w.r.t. semimartingale with finitely many jumps in finite time

2 votes
1 answer
55 views

Asymptotic for $\int_0^1 z e^{-\frac{(d+z)^2}{a}} \text d z$ for $a\to 0$.

2 votes
0 answers
69 views

A strong law of large numbers for a certain thinned triangular array with weakly correlated random variables.

2 votes
1 answer
58 views

Prokhorov or probability metric and (gaussian) convolution as Lipschitz functional

2 votes
1 answer
71 views

Uniform convergence of continuous functions $f_n$ to $f >0$ a.e., implies convergence of Riemann sum involving $1_{(-\infty , 0)}(f_n(s))$

2 votes
1 answer
58 views

From which class of continuous distributions on $(0,\infty )$ is $F(t) = 1 - (1 + \frac t 2 )e^{-t}$?

2 votes
0 answers
45 views

Which explicit expressions for $\Bbb E [ f(Z\sqrt{t} +x)]=\int_{\Bbb R} f(u \sqrt{t} + x) e^{-u^2 /2} du$ are known, where $Z \sim \mathcal{N}(0,1)$?

1 vote
1 answer
49 views

Calculation of a specific integral involving the Levy distribution

1 vote
0 answers
16 views

Avoiding measurability due to independence

1 vote
1 answer
33 views

Counterexample or ideas for this reweighted mean going to zero.

1 vote
1 answer
74 views

Verifying that a computed density is a probability density

1 vote
0 answers
36 views

Explicit example of a function given by an implicit equation

1 vote
1 answer
41 views

Closed form of inverse of $(0,1) \ni x\mapsto \int_{-\infty }^{- \sqrt{-\log(x)}} e^{-\frac{z^2}{2}} dz + \sqrt{-x\log(x)}$