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# All Questions

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### Distribution of markov chain with a stopping time

I have a Markov chain $X_0, X_1, ..., X_\tau$, where $X_0$ is sampled from the stationary distribution and $\tau$ is a stopping time. Is it true that for any fixed $k$, $X_k$, given that $k \leq \tau$,...
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### Comparing noisy truncated RV with noisy regular RV

For some reason, I'm having difficulties proving something that is intuitively simple. Assuming I have two a random variable, $x$ and $x^{truncated}$, where $x^{truncated}$ is the truncated version of ...
67 views

### Ito's Formula for functions that are $C^2$ a.e

In the conventional Ito's formula, it is required that $F$ is $C^2$ everywhere. However I've seen mentioning of a slightly weaker condition, where $F$ is $C^1$ everywhere but $C^2$ a.e.. Is there any ...
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66 views

### About another potential characterization of normal numbers

Normal numbers, in a nutshell, are real numbers that have a "uniform" distribution of digits in standard numeration systems (binary, decimal, and so on.) You can find a formal definition and ...
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### De Finetti-style theorem for Point Processes

I am new to point processes. I know there are a number of theorems along the lines that if a point process $\eta$ satisfies: Complete independence (the random variables $\eta(B_1), \ldots, \eta(B_n)$...

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