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Nov 10, 2023 at 20:59 comment added Cedric Martens > If you start with just a number $x_0 = 0$, after $T$ steps you will have a value $x_T \in [-T, T]$, Why is this true? I thought the normal distribution has a range from $-\infty$ to $\infty$
Apr 18, 2023 at 17:18 comment added Einlar @user25004 Exactly. This is because $\epsilon_1$ is independent of $x_0$, which implies that their covariance is zero.
Feb 19, 2023 at 20:12 vote accept Adrian Stoll
Feb 7, 2023 at 21:34 comment added user25004 From the way the variance is computed $Var(x_1) = a^2 +\beta_1$, the Gaussian $\epsilon_1$ and $x_0$ should have covariance zero. Why is that the case?
Jan 29, 2023 at 17:25 review Late answers
Jan 29, 2023 at 17:33
S Jan 29, 2023 at 17:05 review First answers
Jan 29, 2023 at 17:58
S Jan 29, 2023 at 17:05 history answered Einlar CC BY-SA 4.0