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gregorygundersen.com | ||
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almostsuremath.com
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| | | | The Rademacher distribution is probably the simplest nontrivial probability distribution that you can imagine. This is a discrete distribution taking only the two possible values $latex {\{1,-1\}}&fg=000000$, each occurring with equal probability. A random variable X has the Rademacher distribution if $latex \displaystyle {\mathbb P}(X=1)={\mathbb P}(X=-1)=1/2. &fg=000000$ A Randemacher sequence is an IID sequence of... | |
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almostsuremath.com
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| | | | It is quite common to consider functions of real-time stochastic process which depend on whether or not it crosses a specified barrier level K. This can involve computing expectations involving a real-valued process X of the form $latex \displaystyle V={\mathbb E}\left[f(X_T);\;\sup{}_{t\le T}X_t \ge K\right] &fg=000000$ (1) for a positive time T and function f:????. I... | |
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ggcarvalho.dev
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| | | | Using the power of randomness to answer scientific questions. | |
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ritholtz.com
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| | Macro Perspective on the Capital Markets, Economy, Geopolitics, Technology, and Digital Media |