Skip to main content
Search type Search syntax
Tags [tag]
Exact "words here"
Author user:1234
user:me (yours)
Score score:3 (3+)
score:0 (none)
Answers answers:3 (3+)
answers:0 (none)
isaccepted:yes
hasaccepted:no
inquestion:1234
Views views:250
Code code:"if (foo != bar)"
Sections title:apples
body:"apples oranges"
URL url:"*.example.com"
Saves in:saves
Status closed:yes
duplicate:no
migrated:no
wiki:no
Types is:question
is:answer
Exclude -[tag]
-apples
For more details on advanced search visit our help page
Results tagged with
Search options not deleted user 81488

Applied and theoretical statistics: e.g. statistical inference, regression, time series, multivariate analysis, data analysis, Markov chain Monte Carlo, design of experiments.

0 votes

A question in central limit theorem

Doesn't it follow from the Lévy's continuity theorem? I mean, consider the characteristic functions of $S_{n-1}/s_n$ and $X_n/s_n$, the product of them converges to $e^{-t^2/2}$, so the characteristic …
Serguei Popov's user avatar
1 vote

Solution for 2 variable recurrence for a problem similar to gambler's ruin

See Example 8d of Section 4.8 of "A 1st course in Probability" by Sheldon Ross. Here it is: If independent trials, each resulting in a success with probability $p$, are performed, what is the probab …
Serguei Popov's user avatar
0 votes

The necessary sufficient condition for recurrence of a Markovian random walk

No, it's not sufficient, you need assumptions on the tails of $\sigma$'s. See Chapter 5 of http://www.ime.unicamp.br/~popov/book_lyapunov.pdf
Serguei Popov's user avatar