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jlperla

Assistant Professor of Economics.

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Top posts (9) All Questions Answers | Votes Newest

10 When do Taylor series approximations to expectations of (entire) functions converge? Jul 10 '15
5 Dynamics of birth-death process with discouraged arrivals (alternatively, M/M/1 queue with balking customers) Jan 30 '15
3 Limiting expression for Power law tail index from a quantile function? Jun 20 '14
2 Can you do change of variables with quantiles? i.e. from quantile for the CDF $F(x)$ , get quantile for the CDF $F(x)^{\kappa}$? Jun 20 '14
2 Generating function from the infinitesimal generator of a continuous-time markov chain? Jan 31 '15
2 Forming a likelihood (and/or conditional distribution of a random variable) from an implicit function Aug 22 '15
1 Survivor function of hitting time(i.e. first passage time) for a standard SDE Aug 29 '16
0 Express $E(x^{\alpha})$ in terms of $E(e^{-\zeta x})$? to a 1st or second order? Aug 13 '15
0 Prove that exists, and is $\lim_{M\to\infty}\frac{M F'(M)}{1 - F(M)} < \infty$ iff $F(z)$ is a power-law Oct 1 '14

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