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visits member for 5 years, 3 months
seen 21 hours ago

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.


1d
revised Typical value of totient function
added 21 characters in body
Jun
22
revised Constructing Bernoulli random variables with prescribed correlation
deleted 8 characters in body
Jun
18
comment for which values of $\theta$ does this equation $x_{n+1}=\cos(\theta)x^2_{n}-\sin(\theta)x^2_{n-1}$ have bounded solutions?
Every ball centered at $0$ with radius at most $1/(|A|+|B|)$ is stable by the dynamics. For every $\theta$, $1/(|A(\theta)|+|B(\theta)|)\leqslant1/\sqrt2$. For every starting point such that $x_{-1}^2+x_0^2\lt1/2$, $x_n\to0$ at least geometrically fast.
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
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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
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