# Tagged Questions

A stochastic process describes evolution of random variables/systems over time and/or space and/or any other index set. It has applications in areas such as econometrics, weather, signal processing, etc. Examples - Gaussian process, Markov Process, etc.

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### Optimal orthogonal polynomial chaos basis functions for log-normally distributed random variables

I hope this is the appropriate venue for this type of question. If not, please feel free to migrate! :) I'm trying to solve a stochastic partial differential equation of the form ...
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### Limiting distributions identified as functions of Brownian motion or stochastic integrals

I am teaching a stochastic processes course to MA stat students, and to stay on topic I would like some examples of limiting distributions in stat that are identified as functions of brownian motion ...
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### CIR Process-Variance reduction

I'm trying to evaluate a path dependent function, $f(r_t)$, on a Cox-Ingersoll-Ross process: $dr_t = \theta (\mu - r_t)dt + \sigma \sqrt r_t dW_t$ by Monte Carlo simulation. Could anyone suggest ...
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### What is the expected number of steps before the spider exits? Markov Chain

A little spider lives in a rectangular box of which the sides are 3 and 4 cm long. It can only sit in one of the four corners marked with the numbers 1,2,3,4 (clockwise). Assume in Corner 2 there is a ...
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48 views