Skip to main content
jakobdt's user avatar
jakobdt's user avatar
jakobdt's user avatar
jakobdt
  • Member for 2 years, 7 months
  • Last seen this week
  • Denmark
4 votes
Accepted

Proving $ d_W(X,Y) \leq \vert \lambda_1-\lambda_2\vert $ for the Wasserstein metric

3 votes
Accepted

Moment generating function of the minimum of two independent exponential random variables directly

2 votes
Accepted

Closed set in $\ell^p$

2 votes
Accepted

norm inequality with two vectors

2 votes
Accepted

Closely matching the probability after many repetitions

2 votes

What kind of random walk can lead to a lognormal distribution in the limit?

2 votes

Why is $\pm x = \sqrt y$ incorrect and $x=\pm \sqrt y$ correct?

2 votes

Proof $P \left(\frac{ |X_{1}+...+X_{n}|}{n} > \epsilon \right) \rightarrow 0$

2 votes
Accepted

Why E[E[Y|X]] = E[Y]

2 votes
Accepted

how to prove this change of order of summation and integration

2 votes

What distribution has this pdf and CDF?

2 votes

Show $\lim_{n \to -\infty} log(n!)-\sqrt{n} > 0$

1 vote

Finding and sketching CDF for $Y=g(X)$ random variable

1 vote
Accepted

Time interval between the first and the last maxima of random walk $\{S_k\}_{k=1}^n$ as $n\to\infty$

1 vote

Can marginals determine all probabilities

1 vote

Understanding convergence in law to a continuous CDF

1 vote

What does the transition matrix for this diagram look like?

1 vote
Accepted

Use of Fatou's lemma to prove almost everywhere convergence

1 vote
Accepted

sample product space and distribution

1 vote

Trouble with indicator functions

1 vote
Accepted

Computing the Wasserstein $1$-Distance of the distribution $P_{0} \sim (0, Z)$ for $Z \sim U[0,1]$ and $P_{\theta} := (\theta, Z)$.

1 vote
Accepted

Evaluate $P(\bigcap_{t>0}\bigcup_{i=0}^1 \{\lim_{n\to\infty}(N(t)-N(t-\frac{1}{n}))=i\})$ where $N(t)$ is a Poisson process

1 vote

Finding $\left(\bigcup_{n\in\Bbb N}S_n\right)', S_n=\{(x,y)\in\Bbb R^2\mid \|(x,y)-(1/n,1/n)\|_2=1/n,xy\ne 0\}$

1 vote

If random variable $\xi$ is more peaked than $\eta$ can $P(|\xi| \leqslant |\eta|)$ equals zero?

1 vote

Show $\inf\{t\ge0:x(t-)\in B\text{ or }x(t)\in B\}\le T$ iff $x(T)\in B=\bigcap_nB_n$ or $\forall n:\exists s\in[0,T):x(s)\in B_n$

1 vote
Accepted

Filtration of sum of independent sub-martingales

1 vote
Accepted

Simultanious convergence in $L^p$ and $L^q$

1 vote

Mixed case joint probability distribution and absolute continuity with respect to the product measure

1 vote
Accepted

$E[(Y_1-f(x))^2] \leq E[(Y_2-Y_1)^2]$

1 vote
Accepted

How do we show that the jumping times $\inf\{t:\Delta X_t\in B\}$ of a Lévy process $X$ are stopping times?