Timeline for Markov with epsilon memory and Quantitative Strong Markov property
Current License: CC BY-SA 4.0
20 events
| when toggle format | what | by | license | comment | |
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| Nov 30, 2022 at 21:50 | vote | accept | Thomas Kojar | ||
| Oct 2, 2019 at 23:02 | comment | added | Thomas Kojar | actually, it is fine, try using the proof for BM having the Strong Markov Property and you will see. Then use that T and X are inverses of each other. I assumed you made a typo writing $T_{a_{\epsilon}}+x-T_{a_{\epsilon}}$ as opposed to $T_{a_{\epsilon}+x}-T_{a_{\epsilon}}$ . | |
| Oct 2, 2019 at 21:34 | comment | added | Mateusz Kwaśnicki | Your reasoning in item 2) seems to be flawed: equality in distribution of $X_{T_a+\epsilon+t} - X_{T_a+\epsilon}$ and $X_t$ does not imply that $T_{a_\epsilon}+x - T_{a_\epsilon}$ has the same distribution as $T_x$. Not only one would need equality in law rather then in distribution; even then one would need $X_{T_{a+\epsilon}+t} - X_{T_{a+\epsilon}} \stackrel{d}{=} X_t$ rather than $X_{T_a+\epsilon+t} - X_{T_a+\epsilon} \stackrel{d}{=} X_t$ (watch the nested subscripts). | |
| Oct 2, 2019 at 20:57 | history | edited | Thomas Kojar | CC BY-SA 4.0 |
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| Oct 1, 2019 at 20:17 | history | edited | Thomas Kojar | CC BY-SA 4.0 |
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| Oct 1, 2019 at 19:11 | answer | added | Mateusz Kwaśnicki | timeline score: 1 | |
| Oct 1, 2019 at 17:56 | history | edited | Thomas Kojar | CC BY-SA 4.0 |
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| Oct 1, 2019 at 17:36 | history | edited | Thomas Kojar | CC BY-SA 4.0 |
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| Oct 1, 2019 at 17:30 | history | edited | Thomas Kojar | CC BY-SA 4.0 |
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| Oct 1, 2019 at 12:20 | answer | added | mike | timeline score: 1 | |
| Oct 1, 2019 at 0:06 | history | edited | Thomas Kojar | CC BY-SA 4.0 |
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| Sep 30, 2019 at 23:51 | history | edited | Thomas Kojar | CC BY-SA 4.0 |
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| Sep 30, 2019 at 23:45 | history | edited | Thomas Kojar | CC BY-SA 4.0 |
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| Sep 30, 2019 at 23:39 | history | edited | Thomas Kojar | CC BY-SA 4.0 |
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| Sep 30, 2019 at 22:37 | history | edited | Thomas Kojar | CC BY-SA 4.0 |
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| Sep 30, 2019 at 21:28 | history | edited | Thomas Kojar | CC BY-SA 4.0 |
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| Sep 30, 2019 at 20:49 | history | edited | Thomas Kojar | CC BY-SA 4.0 |
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| Sep 30, 2019 at 18:36 | history | edited | Thomas Kojar | CC BY-SA 4.0 |
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| Sep 30, 2019 at 18:25 | history | edited | Thomas Kojar | CC BY-SA 4.0 |
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| Sep 30, 2019 at 18:19 | history | asked | Thomas Kojar | CC BY-SA 4.0 |