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Stochastic-processes
New post in Stochastic-processes
Diffusion coefficient for asymmetric (biased) random walk
January 17th, 2020
stochastic-processes
brownian-motion
non-equilibrium
diffusion
Itô or Stratonovich calculus: which one is more relevant from the point of view of physics?
July 18th, 2020
path-integral
stochastic-processes
statistical-mechanics
probability
What is the relation between Langevin and Fokker planck equation?
April 4th, 2020
stochastic-processes
Derive Poisson distribution from probability per time of event
August 25th, 2020
stochastic-processes
probability
How does a virus fall down in static air?
December 20th, 2021
stochastic-processes
free-fall
statistical-mechanics
air
brownian-motion
Is throwing dice a stochastic or a deterministic process?
May 6th, 2020
determinism
stochastic-processes
randomness
Why does a collection of radioactive atoms show predictable behaviour while a single one is highly random?
July 23rd, 2020
statistics
radioactivity
randomness
stochastic-processes
Is square of Wiener process an orthogonal process?
January 12th, 2020
brownian-motion
stochastic-processes
probability-theory
Probability of one of the 3 independent uniform random variable being greater than rest of two.
September 27th, 2020
stochastic-processes
probability
probability-theory
probability-distributions
random-variables
How to prove the martingale?
August 1st, 2022
martingales
stochastic-processes
brownian-motion
Brownian motion: first-hitting-time with double barrier
August 1st, 2022
stochastic-processes
brownian-motion
stopping-times
Transition Probability Matrix and Stationary Distribution
March 31st, 2020
stochastic-processes
markov-chains
Transition probability in Continuous Time Markov Chain (CTMC)
August 1st, 2022
markov-chains
stochastic-processes
Probability of time between two events in a poisson process
August 1st, 2022
probability
statistics
stochastic-processes
What are the minimum and maximum prerequisites to study Stochastic Processes?
August 1st, 2022
stochastic-processes
self-learning
probability-theory
Expected # of Returns in a Symmetric Simple Random Walk
August 1st, 2022
combinatorics
random-walk
stochastic-processes
Combining two standard normal distributions
August 1st, 2022
stochastic-processes
statistics
normal-distribution
standard-deviation
expected-value
What is the probability the reservoir will be empty sometime within the next 10 days?
October 23rd, 2020
stochastic-processes
statistics
poisson-process
poisson-distribution
Lottery "Sum" forecasting
October 9th, 2020
combinatorics
probability
brownian-motion
stochastic-processes
Pure Birth Process Question
August 1st, 2022
stochastic-processes
Kolmogorov forward equations of a simple birth process.
August 1st, 2022
stochastic-processes
ordinary-differential-equations
Autocovariance of moving average process
August 1st, 2022
stochastic-processes
how can I get minimum error probability for this decision problem?
August 1st, 2022
stochastic-processes
probability-theory
estimation-theory
signal-processing
probability-distributions
Expected value of stochastic process
April 2nd, 2020
markov-process
stochastic-processes
probability
How to solve this stochastic integrals?
March 11th, 2020
brownian-motion
stochastic-integrals
integration
stochastic-processes
Differences between a Markov jump process and a continuous-time discrete-state Markov process?
August 1st, 2022
stochastic-processes
Poisson Process, Exponential inter-arrival times simulation conundrum
March 28th, 2020
statistics
stochastic-processes
simulation
Second derivative of Brownian motion?
August 1st, 2022
stochastic-calculus
stochastic-processes
ordinary-differential-equations
probability
calculus
Markov Chain Conditional Probability
August 1st, 2022
stochastic-processes
statistics
Laplace transform of the autocorrelation of a wss random process
August 1st, 2022
laplace-transform
stochastic-processes
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