jlperla
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0 answers
2 votes
195 views
2 bookmarks
Survivor function of hitting time(i.e. first passage time) for a standard SDE
0 answers
2 votes
129 views
1 bookmarks
Forming a likelihood (and/or conditional distribution of a random variable) from an implicit function
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0 votes
50 views
Express $E(x^{\alpha})$ in terms of $E(e^{-\zeta x})$? to a 1st or second order?
2 answers
13 votes
6k views
8 bookmarks
When do Taylor series approximations to expectations of (entire) functions converge?
0 answers
2 votes
1k views
Generating function from the infinitesimal generator of a continuous-time markov chain?
0 answers
6 votes
347 views
2 bookmarks
Dynamics of birth-death process with discouraged arrivals (alternatively, M/M/1 queue with balking customers)
0 answers
0 votes
86 views
1 bookmarks
Prove that exists, and is $\lim_{M\to\infty}\frac{M F'(M)}{1 - F(M)} < \infty$ iff $F(z)$ is a power-law
1 answers
2 votes
235 views
Can you do change of variables with quantiles? i.e. from quantile for the CDF $F(x)$ , get quantile for the CDF $F(x)^{\kappa}$?
1 answers
5 votes
301 views
1 bookmarks
Limiting expression for Power law tail index from a quantile function?