<ruby id="d9npn"></ruby>

      <sub id="d9npn"><progress id="d9npn"></progress></sub>

      <nobr id="d9npn"></nobr>

      <rp id="d9npn"><big id="d9npn"><th id="d9npn"></th></big></rp>

      <th id="d9npn"><meter id="d9npn"></meter></th>

      Questions tagged [stochastic-processes]

      A stochastic process is a collection of random variables usually indexed by a totally ordered set.

      Filter by
      Sorted by
      Tagged with
      0
      votes
      1answer
      99 views

      Obtaining a lower bound on the expectation using the Sudakov-Fernique inequality

      In my work I wish to obtain a lower bound for the term below. Here the expectation is taken over $h$, a standard random Gaussian vector of length $n$. The minimum is taken over all $\{i_1,\dots,i_L\} \...
      3
      votes
      1answer
      121 views

      Quadratic variation of sum of random variables

      Let $N = (N_t)_{t\geq 0}$ be a Poisson process and consider random variables $Z_n$, $n\in N$. Compute the quadratic variations $[X]_t$ where $X_t = \sum_{n=1}^{N_t}Z_n$. What I did was plugging $X_t$ ...
      0
      votes
      2answers
      88 views

      Lower bounds on discrete time finite Markov chains hitting probabilities

      I am interested in some general theorems related to lower bounds on discrete time finite Markov chains hitting probabilities (preferably ergodic chains , but not necessarily ), with references . ...
      2
      votes
      1answer
      130 views

      Conformal mappings and its singularity

      I have a question about singularities of conformal mappings. Let $\mathbb{H} \subset \mathbb{C} \cong \mathbb{R}^2$ be the upper half-place and let $D$ be a Jordan domain. Let $\varphi:\mathbb{H} \to ...
      2
      votes
      0answers
      89 views

      Conditioning on future events, strong Markov property, independence

      I have a question on an argument appearing in this article P. Setting Let $S=(1,\infty) \times (-1,1) \subset \mathbb{R}^2$ and let $X=(\{X_t\},\{P_x\}_{x \in S})$ be a diffusion process on $S$. ...
      1
      vote
      1answer
      144 views

      Inequalities for moments of a certain integral

      Let $X(t)$ be a stationary Gaussian process, $EX(t)=0$, the correlation function $R(\tau)$ is given. What bounds from above can be given for the $p$-th moment ($p>0, p \in \mathbb{R}$) of the ...
      3
      votes
      0answers
      50 views

      Random Two-Player Asymmetric Game

      About half a year ago I asked a question on MSE about a random two player game. At the time, the question received some attention and some progress was made, but was not resolved completely. I have ...
      2
      votes
      0answers
      18 views

      Distribution Functions in Poisson Process

      We consider definition of Poisson processes that satisfy Condition 0 and 1 according to Billingsley section 23 . How find out the densities of $A_t , B_t , L_t$ defined as in problems section of ...
      3
      votes
      1answer
      91 views

      Total offspring of Poisson multitype branching process

      A normal branching process $Z_n$ initialized with $Z_0=1$ and offspring generated from $Pois(p),p<1,$ has a total progeny / total off spring distribution $$X=\sum_{n=0}^\infty Z_n$$ $X\in \mathbb{...
      2
      votes
      1answer
      87 views

      Heavy tail central limit theorem

      I am looking for a proof based on characteristic functions for the generalized central limit theorem when the second moment does not exist, in which case one ends up with a power law rather than a ...
      4
      votes
      1answer
      217 views

      A balls into bins problem with combinatorial constraints

      We are given $m$ balls and $n$ bins, with $m \ge n$. Each bin can contain at most $c$ balls (we assume that $c$ is an even integer). In a sequential fashion, at each time step, one ball is placed into ...
      1
      vote
      0answers
      106 views

      How to judge the solution process of an SDE to lie on the sphere?

      Consider the following SDE on $\mathbf R^d$: \begin{equation}\tag{*} dX_t^i = -\frac{d-1}{2}X_t^i dt + \sum_{j=1}^d(\delta^{ij}-X_t^iX_t^j)dW_t^j, \quad i=1,2,...,d, \end{equation} where $W = (W^1,W^2,...
      0
      votes
      0answers
      31 views

      A modification of Kolmogorov's continuity criterion for $C_{tem}$

      I am wondering about how to prove a modification of Kolmogrov's continuity criterion in order to also being able to quantify the growth behaviour of the process. In particular, I am interested in the ...
      1
      vote
      1answer
      144 views

      Feynman-Kac formula for lattice heat equation with non-diagonal potential

      Suppose that $X$ is the continuous-time simple symmetric random walk on the lattice $\mathbb Z^d$ (i.e., a simple symmetric random walk with i.i.d. exponential jump times), and let $$u(t,x):=\mathbf E\...
      1
      vote
      1answer
      190 views

      Obtaining generator matrix and first-passage time distribution for CTMC?

      Setup: I have a model of a biological process described by two ODEs as follows: $$\dot{X_1} = (\beta_1-d-1)X_1 + 2X_1^2 - X_1^3 + dX_2$$ $$\dot{X_2} = (\beta_2-d-1)X_2 + 2X_2^2 - X_2^3 + dX_1$$ I ...

      15 30 50 per page
      特码生肖图
      <ruby id="d9npn"></ruby>

          <sub id="d9npn"><progress id="d9npn"></progress></sub>

          <nobr id="d9npn"></nobr>

          <rp id="d9npn"><big id="d9npn"><th id="d9npn"></th></big></rp>

          <th id="d9npn"><meter id="d9npn"></meter></th>

          <ruby id="d9npn"></ruby>

              <sub id="d9npn"><progress id="d9npn"></progress></sub>

              <nobr id="d9npn"></nobr>

              <rp id="d9npn"><big id="d9npn"><th id="d9npn"></th></big></rp>

              <th id="d9npn"><meter id="d9npn"></meter></th>

              htc手机捕鱼达人作弊 云南时时彩后三计划 psp3000游戏 吉林11快3 广东时时怎么买 网络捕鱼游戏中心 辽宁福彩网首页 湖南幸运赛车今天开奖结果 麻将机价格 重庆时时开奖结果记录