bio | website | |
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location | ||
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visits | member for | 5 years, 2 months |
seen | May 26 at 13:04 | |
stats | profile views | 3,525 |
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.
May 1 |
revised |
Brownian local time density
deleted 12 characters in body |
Mar 15 |
awarded | Yearling |
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. |