## Tag: stochastic-processes

56 What does a "closed-form solution" mean? 2013-09-23T23:31:26.477

26 How likely am I to be descended from a particular person born in the year 1300? 2011-10-22T02:15:55.313

23 How do betting houses determine betting odds for sports? 2012-06-05T13:51:20.050

22 Time taken to hit a pattern of heads and tails in a series of coin-tosses 2011-06-21T17:22:14.597

17 Why does the variance of the Random walk increase? 2015-07-02T15:07:32.297

17 Wavelet-domain gaussian processes: what is the covariance? 2016-06-09T21:17:37.090

16 How will studying "stochastic processes" help me as a statistician? 2010-11-03T08:57:40.697

16 What are the main differences between Granger's and Pearl's causality frameworks? 2015-04-01T06:51:47.960

15 Why does the supremum of the Brownian bridge have the Kolmogorov–Smirnov distribution? 2010-08-11T13:15:24.397

15 Closed form expression for the quantiles of $\alpha_1\sin(x)+\alpha_2\cos(x)$ 2012-08-13T12:37:08.967

15 Is a time series the same as a stochastic process? 2014-12-05T17:15:42.663

15 What does it mean to say that an event "happens eventually"? 2016-06-30T20:01:05.493

14 What are some techniques for sampling two correlated random variables? 2011-02-22T20:43:25.633

14 Random walk with momentum 2011-10-25T14:56:32.237

14 Finding the MLE for a univariate exponential Hawkes process 2012-03-15T10:11:02.130

13 Numeric solvers for stochastic differential equations in R: are there any? 2012-10-05T22:30:27.610

13 stochastic vs deterministic trend/seasonality in time series forecasting 2014-06-12T21:16:51.177

12 Exploratory analysis of spatio-temporal forecast errors 2011-02-03T08:58:53.177

12 A question related to Borel-Cantelli Lemma 2015-03-29T20:00:09.483

12 Special probability distribution 2015-12-10T22:43:56.563

12 What is the difference between Markov chains and Markov processes? 2016-10-21T00:07:52.757

11 How to create a multivariate Brownian Bridge 2014-03-25T16:48:53.407

10 Modifying linear ballistic accumulator (LBA) simulation in R 2011-05-21T03:05:59.953

10 Expected number of coin tosses to get N consecutive, given M consecutive 2012-02-16T03:31:24.953

10 Density of robots doing random walk in an infinite random geometric graph 2013-01-18T14:05:37.160

10 Intuitive explanation for periodicity in Markov chains 2013-01-30T02:17:16.397

10 Optimization of stochastic computer models 2016-04-08T16:49:29.213

8 Example of a process that is 2nd order stationary but not strictly stationary 2010-08-09T06:50:42.803

8 The expected value of random variable on tosses of a coin 2010-08-11T05:17:23.593

8 What are the examples for stochastic processes in Electrical Engineering and Computer Science? 2010-09-27T10:19:33.873

8 Whether a AR(P) process is stationary or not? 2011-12-13T21:24:00.190

8 If a time series is second order stationary, does this imply it is strictly stationary? 2014-10-13T07:58:11.047

8 Will there ever be an unhappy Tribble in Oz? 2016-03-31T20:11:16.827

7 Origin of strange formula for equilibrium standard deviation 2011-04-09T11:29:27.753

7 Textbooks on the numerical solution of stochastic differential equations 2011-11-08T19:39:14.180

7 Generalization of Brownian motion to $\alpha$-stable distributions 2012-06-19T13:46:10.913

7 Predicting dichotomous outcome of temporal data set with covariates 2012-12-08T23:27:04.687

7 Distribution/expected length of the shortest path in infinite random geometric graphs 2013-01-18T23:57:33.760

7 Importance sampling of finite path of stochastic difference equation 2013-05-17T13:31:25.760

7 How can I show that a random walk is not covariance stationary? 2014-05-23T08:25:28.070

7 Expected value of a product of two compound Poisson processes 2014-12-05T14:39:33.940

7 Derivative of a Gaussian Process 2015-11-09T02:12:46.480

7 What is the distribution for the time before K successes happen in N trials? 2016-01-18T18:52:30.117

7 Simulating a stochastic integral 2016-03-02T17:22:59.753

7 What is the difference between deterministic and stochastic model? 2017-04-11T17:14:30.727

7 Cointegration and the Ornstein-Uhlenbeck process 2017-10-12T03:58:54.260

6 Why are cumulative residuals from regression on stock and index returns mean reverting 2011-04-09T23:24:44.063

6 Is winning a soccer match independent of previous wins\losses? 2013-02-27T20:06:19.503

6 Computing the steady state probability vector of a random walk on $\{0, 1, \dots, n\}$ 2013-10-02T19:23:43.523

6 What is the difference between a distribution and a process (Poisson)? 2014-02-26T15:49:57.160

6 Explaining Gaussian Processes 2014-04-06T20:50:03.887

6 Interpretation of the partial autocorrelation function for a pure MA process 2014-08-22T17:35:03.203

6 Proof of Chapman Kolmogorov equation 2015-03-22T05:53:54.300

6 MLE of a multivariate Hawkes process 2015-08-03T13:24:06.273

6 Using Keras LSTM RNN for variable length sequence prediction 2015-11-29T12:52:01.417

6 Simulating the posterior of a Gaussian process 2016-09-02T00:58:25.797

6 Time evolution of a Bayesian posterior 2017-01-02T00:33:21.383

5 CIR Process-Variance reduction 2010-10-15T11:00:45.113

5 Conditions for Central Limit Theorem for dependent sequences 2011-05-01T13:06:32.093

5 Modeling a 1D random walk with nonconstant probabilities 2011-07-13T22:20:47.883

5 Using the sde package in R to simulate a SV model with leverage 2011-10-03T18:20:14.517

5 How to find the closest distribution of a given data? 2012-01-05T14:24:18.393

5 Closed form Karhunen-Loeve/PCA expansion for gaussian/squared-exponential covariance 2013-04-20T23:24:59.683

5 Tests for spatial stationarity (homogeneity)? 2013-04-26T17:11:58.557

5 Using the probability generating function to find the probability of ultimate extinction 2013-12-09T11:20:25.990

5 About linear combinations of independent Brownian motions 2013-12-13T13:39:01.483

5 Controlling random deviation in a birth-death process 2014-09-10T07:40:00.007

5 multi stage binomial "process" 2014-12-11T05:12:04.800

5 Stochastic Differential Equations - A Few General Questions 2015-04-04T02:44:55.333

5 Runs of the same type within a deck of cards - distribution of runs of different length 2015-06-24T14:37:44.847

5 Why do we need to use the Markov property in solving this PDE? 2015-09-08T02:14:22.730

5 What's the name for a time series with constant mean? 2015-09-30T13:03:19.343

5 Find the distribution of $N = \min \left\{k: \prod_{i = 1}^{k}U_i \lt .6\right\}.$ 2016-03-06T20:06:29.280

5 monte carlo simulation using exponential distributions 2016-04-07T22:14:22.380

5 What are the differences between stochastic v.s. fixed regressors in linear regression model? 2016-05-29T13:38:25.220

5 What's the variance of the following stochastic integral and is it weakly stationary? 2016-06-06T16:50:14.790

5 Looking for a stochastic curve fitting method 2016-08-08T21:47:41.277

5 How, in practice, are spatial covariances determined? 2016-09-08T11:31:02.380

5 Properties of the white noise process 2016-12-14T11:59:16.227

5 Questions regarding geodesics in Adler and Taylor's "Random Fields and Geometry" 2017-02-14T19:32:26.270

5 Unsure if this derivation for covariance function is valid? 2017-06-11T23:50:23.033

4 What is the distribution of $\chi^n_k$? 2010-08-10T08:45:44.720

4 How do I use the GPML package for multi dimensional input? 2011-03-29T09:47:18.770

4 Why local martingale property is important in Girsanov theorem? 2011-03-31T18:00:00.810

4 Meaning of the "existence" proof 2011-07-21T00:37:56.327

4 What techniques are used for empirical, stochastic simulation of a time series? 2011-08-12T17:56:55.853

4 Taking random items out of a container with replacement 2011-12-11T16:19:39.527

4 Simple introduction to MCMC with Dirichlet process prior? 2012-04-01T10:06:15.703

4 Limiting distributions identified as functions of Brownian motion or stochastic integrals 2012-07-18T13:42:38.997

4 Issues with stochastic gradient descent 2012-08-07T18:27:23.647

4 Probability of visiting all other states before return 2012-09-24T00:08:14.477