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Joris Bierkens

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pr.probability

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4 Questions

Votes Activity Newest Views

2

8

votes

2

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316

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A family of skew-symmetric matrices corresponding to cycles in graphs

reference-request graph-theory matrices markov-chains

May 26 '17 at 18:39 Pete Caradonna 271

3

votes

1

answer

256

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Example of Girsanov change of density with finite relative entropy, but with infinite integral over squared changed drift

stochastic-processes stochastic-calculus entropy

Oct 14 '13 at 22:42 Joris Bierkens 846

1

2

votes

0

answers

312

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Hitting time of a specific Markov chain using martingale approach (or otherwise)

pr.probability stochastic-processes markov-chains martingales

Jan 16 '17 at 15:09 Joris Bierkens 846

1

vote

1

answer

202

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Uniqueness of invariant measure for equivalent transition probabilities

pr.probability stochastic-processes ergodic-theory markov-chains

Jun 16 '16 at 18:46 R W 13.4k

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