Timeline for Expectation of random integral of deterministic function
Current License: CC BY-SA 3.0
4 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Feb 7, 2017 at 1:59 | comment | added | JGWang | @JamesMartin Thanks for your comment. | |
| Feb 6, 2017 at 14:34 | comment | added | James Martin | What is your concern? If $W$ is always non-negative, then the second term is 0 so you can ignore it. In the general case, the sign is negative since by convention $\int_{0}^w f(t) dt = -\int_{w}^0 f(t) dt$. | |
| Feb 6, 2017 at 11:12 | comment | added | Liäm | Thanks! But I am not sure about the range of integration and the second indicator in your first equality. $W$ is always non-negative (maybe it was my fault not indicating this fact?). Why do we need to integrate over the entire entended $\mathbb{R}$? | |
| Feb 6, 2017 at 6:56 | history | answered | JGWang | CC BY-SA 3.0 |