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Results tagged with stochastic-processes
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user 101180
A stochastic process is a collection of random variables usually indexed by a totally ordered set.
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Which sub-sequence selection rules preserve the iid property?
Let $\xi_1,\ldots,\xi_n$ be an iid sequence of random variables. If we take a sub-sequence $\xi_{i_1},\ldots,\xi_{i_k}$ with constant indices $1\leq i_1 <\ldots <i_k\leq n$, then the sub-sequence will …
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