Timeline for A scaled random walk on the number line
Current License: CC BY-SA 4.0
5 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Sep 19, 2020 at 0:53 | vote | accept | Shivin Srivastava | ||
| Sep 19, 2020 at 0:53 | vote | accept | Shivin Srivastava | ||
| Sep 19, 2020 at 0:53 | |||||
| Sep 17, 2020 at 13:55 | comment | added | Benoît Kloeckner | @ShivinSrivastava: as I wrote, $X_t=A_t X_1+B_t$ with $X_1, B_t>0$ and $A_t$ the exponential of a sum of iid rv. The usual limit theorem suffice to conclude an exponential growth (then depending on the precision you want, you may need to use various theorem and/or consider $B_t$). | |
| Sep 17, 2020 at 7:37 | comment | added | Shivin Srivastava | Hi Benoit, thanks for the answer! I am more interested in the first case. Can you let me know how $X_t$ will behave then? I tried to work with expected values of $X_t$ and found that the expected value of $X_t$ is exponentially dependent on $t$. Is this correct? | |
| Sep 17, 2020 at 7:16 | history | answered | Benoît Kloeckner | CC BY-SA 4.0 |