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Results tagged with stochastic-processes
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user 9850
A stochastic process is a collection of random variables usually indexed by a totally ordered set.
51
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0
answers
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Alternating colors on a line: infinitely often or converge?
Suppose we have intervals of alternating color on $\mathbb{R}$ (say, red / blue / red / blue / …). All intervals have independent length, with all red intervals distributed as $\mathbb{P}_{R}$, all b …
- 1,010
0
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Lower bound for Gaussian random vector with negative correlation
Thanks Didier. The last line you wrote gave me an idea, and I think I managed to get a sharp bound for the i.i.d exp(1) case.
(A minor correction: $X_i = (Y_i - Y_{i+1})/\sqrt{2}$, not $/2$)
Usin …
- 1,010
5
votes
3
answers
886
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Lower bound for Gaussian random vector with negative correlation
Let $X = (X_1,\ldots,X_n) \in \mathbb{R}^n$ be jointly Gaussian with mean $0$, covariance matrix: $Var(X_i) = 1$, $Cov(X_i, X_{i+1}) = -1/2$, and $Cov(X_i, X_j) = 0$ else.
Let $\zeta \in \mathbb{R}^ …
- 1,010