Timeline for Independence of conditional hitting distribution and hitting time
Current License: CC BY-SA 2.5
13 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Jul 20, 2010 at 5:41 | vote | accept | cyan | ||
| Jul 20, 2010 at 5:31 | vote | accept | cyan | ||
| Jul 20, 2010 at 5:31 | |||||
| Jul 19, 2010 at 20:31 | answer | added | Jeff Schenker | timeline score: 5 | |
| Jul 19, 2010 at 5:26 | comment | added | cyan | The book simply admits it. But how can you prove it mathematically as an obvious result as it is said there? | |
| Jul 19, 2010 at 1:00 | comment | added | Alekk | btw, this is theorem (39.6) of "Diffusions, Markov processes, and martingales, Volume 2" by Rogers and Williams -- books.google.com.vn/… | |
| Jul 18, 2010 at 17:30 | comment | added | Alekk | at least do you see why this is true: if I tell you where the Brownian motion exit the sphere, can you say anything interesting about the value of T ? Of course not, and this is a consequence of the symmetry of the problem. | |
| Jul 18, 2010 at 15:55 | history | edited | Charles Matthews | CC BY-SA 2.5 |
copy edit
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| Jul 18, 2010 at 13:24 | comment | added | Steve Huntsman | What are the events? | |
| Jul 18, 2010 at 11:02 | comment | added | cyan | I am a fresh ph.d student. I asked the question for it does not seem so obvious to me. Is there a probabilistic proof of the assertion? Thanks by the way for your comment | |
| Jul 18, 2010 at 10:48 | comment | added | Yemon Choi | For instance, while it's been years since I studied the appropriate courses, I think this question is standard homework. But I could be misremembering | |
| Jul 18, 2010 at 10:46 | comment | added | Yemon Choi | I took the liberty of fixing some of your spelling. It might help you to get a helpful or favourable response if you give some explanation of why you want to know the answer (research? study?) and give some indication of what level of student or researcher you are. | |
| Jul 18, 2010 at 10:44 | history | edited | Yemon Choi | CC BY-SA 2.5 |
fixed some spelling
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| Jul 18, 2010 at 10:20 | history | asked | cyan | CC BY-SA 2.5 |