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Results tagged with pr.probability
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user 15181
Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.
1
vote
Accepted
Solution to difference differential equation with constant coefficients
Thanks to Michael Renardy for the analogy with the heat equation. Let's assume $q_i = q$, i.e. independent on $i$. The difference-differential equation can then be solved by using generating function …
- 241
2
votes
1
answer
597
views
Solution to difference differential equation with constant coefficients
This problem arose when solving a continuous Markov chain exercise from a book I am studying. Given a set of positive $q_i$ with $i \in \mathbb{Z} $, and non-negative $\lambda$ and $\mu$ that add to 1 …
- 241
4
votes
Order statistics (e.g., minimum) of infinite collection of chi-square variates?
It might be best to look at the hazard function, since the hazard function of min of independent variates is the sum of individual hazard functions.
Hence the hazard function of your distribution is …
- 241