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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.


Sep
26
revised Correlated Brownian motion and Poisson process
deleted 9 characters in body
Sep
24
awarded  Autobiographer
Sep
23
revised Top specialized journals
added 2 characters in body
Sep
6
comment Reference question: Brownian motion and surface area
A plane with a greater area than another plane? Brrr...
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 $\min(k,1)$.