<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>

# Search Results

Results tagged with Search options questions only user 10446
6 results

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

Consider general Brownian bridge W(0)=0; W(T) = a. (Here "general" means: $W(T)\ne 0$). What is the probability W(t) >= b, for all $t \in [0, T]$ ? Is there close simple formula in terms of a …
asked May 5 '17 by Alexander Chervov
Setup. Let casisno generate a color: black or red with equal probability. Let client try to guess the color. If guess is correct - he earns 1 coin from casino, if not - he gives one to casino. If he …
asked Jun 11 '13 by Alexander Chervov
Consider any discrete time stochastic process $p(n)$ (price) with independent increments $\xi_k$ and $E(\xi_k)=0$. E.g. Brownian motion (i.e. $\xi_k = N(0,1)$). Consider some "trading strategy" whic …
asked Jun 2 '13 by Alexander Chervov
Background James-Stein estimator and Stein's phenomenon, as described in Wikipedia are rather counterintuitive and amazing. It is claimed that if one wants to estimate the mean $\Theta$ of Gaussian …
asked Apr 11 '12 by Alexander Chervov
Have the following stochastic process $f(t)$ been studied in mathematics ? It is stationary, Gaussian, $f(t)-$complex independent Gaussians $N(0,1)$. The autocorrelation is given by the zero-order Be …
asked Mar 29 '12 by Alexander Chervov
Prices of financial assets (stock-market prices or currency exchange rates) obviously resemble trajectories of stochastic processes. What is known about their mathematical properties ? I know the …
asked Apr 28 '13 by Alexander Chervov

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>

幸运飞艇六码稳定公式 双人斗地主具体玩法 九龍娱乐 赌场每天赢1000坚持3年 澳洲五分彩官方下载 叶小姐拉萨按摩c 重庆市彩时彩结果软件 三分pk10是正规彩票吗 猜大小单双的彩票软件 百人游app