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Joris Bierkens

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pr.probability

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4 posts edited

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59 votes cast

Answers (19)

Votes Activity Newest

20	What is a cumulant really?
4	A Stochastic Taylor Expansion/Asymptotics
4	Ergodic and mixing processes
4	When does a stochastic process have its sample paths a.s. in the reproducing kernel hilbert space (RKHS) induced by its covariance function?
3	On the solution of a generalized Lyapunov equation

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Questions (4)

Votes Activity Newest

8	A family of skew-symmetric matrices corresponding to cycles in graphs
3	Example of Girsanov change of density with finite relative entropy, but with infinite integral over squared changed drift
2	Hitting time of a specific Markov chain using martingale approach (or otherwise)
1	Uniqueness of invariant measure for equivalent transition probabilities

Tags (25)

31 pr.probability × 12	5 reference-request × 4
21 stochastic-processes × 14	4 markov-chains × 5
20 big-picture	4 inequalities
9 stochastic-differential-equations × 4	4 asymptotics
8 stochastic-calculus × 5	4 mixing

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Bookmarks (10)

Votes Activity Newest Views Added

38	When should we expect Tracy-Widom?
23	1-Wasserstein distance between two multivariate normal
14	Ising model - phase transition vs rapid mixing
12	Convergence of an implicitly defined sequence of random variables
8	A family of skew-symmetric matrices corresponding to cycles in graphs

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	MathOverflow	846 rep	4 silver badges19 bronze badges
	Cross Validated	625 rep	4 silver badges16 bronze badges
	Mathematics	311 rep	1 silver badge10 bronze badges
	Stack Overflow	123 rep	6 bronze badges
	Unix & Linux	101 rep	1 bronze badge

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Votes cast (59)

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50	up		39	question
9	down		20	answer

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