Russ Lyons

Member for 7 years, 8 months
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rdlyons.pages.iu.edu
Bloomington, IN

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If $X$ and $Y$ independent and identically distributed, then $E(|X-Y|)\leq E(|X+Y|)$. Are other proofs of this known?

Feb 4, 2023

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most general way to generate pairwise independent random variables?

Jun 4

1

Inverse Laplace transform of $sech(\sqrt{2\lambda})$ and Brownian motion occupation time

May 7, 2018

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Monotone convergence theorem for stochastic integrals

Jan 26, 2018

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integration

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laplace-transform

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