Timeline for Distributions of Time Derivatives of Stochastic Processes
Current License: CC BY-SA 3.0
3 events
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| May 2, 2013 at 2:42 | comment | added | bryan | Makes sense. A simple counterexample to the first question would be $v_1(t) = X$, and $v_2(t) = Y$ for $t < 1, v_2(t) = Z$ for $t >= 1$ with $X, Y, Z$ all being independent standard normals. $v_1$ and $v_2$ are equal in distribution but their integrals are not. Thank you very much for your help! | |
| May 2, 2013 at 2:36 | vote | accept | bryan | ||
| May 1, 2013 at 18:06 | history | answered | Carlo Beenakker | CC BY-SA 3.0 |