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As somebody used to say:
Does research. Smokes. Battles administration. Smokes. Wishes he could stop battling administration so that he could have more time to do research. Smokes some more.
The same. Except I do not smoke.
This paragraph is for my personal use but freely available:
Welcome to Math.SE! Please, consider updating your question to include what you have tried and where you are getting stuck. That way, people on this site will know exactly what help you need.
Aug 24 |
comment |
Dominating Poisson with parameter depending on a Bernoulli
Right, I messed up. Sorry about that. |
Aug 20 |
answered | Residual lifetime of heavy-tailed random variable |
Aug 20 |
revised |
Measure concentration for law of large numbers
deleted 36 characters in body; edited tags |
Aug 20 |
comment |
Stochastic integration by parts to obtain Kailath Segall identity for iterated stochastic integrals?
Dup: math.stackexchange.com/q/901912 |
Jul 18 |
comment |
Brownian local time density
@lost1 No, the local time at 0 does not say anything about the distribution of the time spent above 0. Is this your question? (And no I had not seen the MSE question, whose answer is entirely standard.) |
Apr 16 |
comment |
Is minimum of convex envelope the same as minimum of the original function?
@CristóbalGuzmán Nice to see the nonconvexity of $f$ is not a problem anymore. The modification you now suggest is trivial--I am sure you will figure it with pleasure. |
Apr 16 |
comment |
Is minimum of convex envelope the same as minimum of the original function?
@CristóbalGuzmán Off-topic. Please refer to my comment dated Nov 15 '12 at 12:19 on Yiyong Feng's post. |
Mar 15 |
awarded | Yearling |
Jan 17 |
answered | Population dynamics for fish arriving via a Poisson process and living for a time given by some (not necessarily symmetric) general distribution |
Jan 14 |
awarded | Necromancer |
Dec 15 |
revised |
Structures that turn out to exhibit a symmetry even though their definition doesn't
deleted 6 characters in body |
Dec 5 |
comment |
Proving that Brownian motion has no points of increase
@AndrásBátkai The set is an event, that is, a subset of the probability space $\Omega$. |
Nov 10 |
comment |
Examples of theorems with proofs that have dramatically improved over time
With no further specification, this post is not an answer to the question asked. |
Oct 29 |
comment |
Large deviations for missing mass
OK. I mentioned the fact at the beginning of your post. |
Oct 29 |
revised |
Large deviations for missing mass
added 40 characters in body |
Oct 29 |
comment |
Large deviations for missing mass
The second formula for $V_n$ is not equal to the first, defining, one. The second one enumerates the number of times $X_i=j$ while one is interested in whether or not $X_i=j$ for some $i$s. In other words, you use $k$ instead of $\min(k,1)$. |
Oct 12 |
comment |
Expectation of the time t standard brownian motion stopped at itself's square
@NateEldredge Indeed joint measurability shows the result (thus, this probably assumes that one uses a continuous (not only almost surely continuous) version of $W$, which of course one can do). |
Oct 11 |
comment |
Expectation of the time t standard brownian motion stopped at itself's square
@NateEldredge "why not?" is rarely considered as a proof. |
Oct 11 |
comment |
Expectation of the time t standard brownian motion stopped at itself's square
Is $W_{(W_t)^2}$ a random variable? |
Sep 30 |
awarded | Caucus |