Question
In: Advanced Math
show that if {X (t), t≥ 0} is a stochastic process with independent processes, then the...
show that if {X (t), t≥ 0} is a stochastic process with independent
processes, then the process defined by Y (t) = X (t) - X (0), for
t≥ 0, has independent increments and Y(0)=0
Solutions
Colby Messinger answered 1 year agoRelated Solutions
Q1. Let {Xt |t ∈ [0, 1]} be a stochastic process such that EX2 t <...
Q1. Let {Xt |t ∈ [0, 1]} be a stochastic process such that EX2 t
< ∞ for all t ∈ [0, 1] which is strictly stationary. Show that
it is stationary
. Q2. Let {Xt |t ∈ I} be strictly stationary. Prove or disprove
that process is with stationary increments.
Q3. Let {Xt |t ∈ I} be with stationary increments. Prove or
disprove that the process is stationary.
Q4. Prove or disprove that the stochastic process {Xn|n ≥ 0},...
Assume that the Poisson process X = {X(t) : t ≥ 0} describes students’ arrivals at...
Assume that the Poisson process X = {X(t) : t ≥ 0} describes
students’ arrivals at the library with intensity λ = 4 per hour.
Given that the tenth student arrived exactly at the end of fourth
hour, or W10 = 4, find:
1. E [W1|W10 = 4]
2. E [W9 − W1|W10 = 4].
Hint: Suppose that X {X(t) : t ≥ 0} is a Poisson process with
rate λ > 0 and its arrival times are defined for...
If X(t), t ≥ 0 is a Brownian motion process with drift parameter μ and variance...
If X(t), t ≥ 0 is a Brownian motion process with drift parameter
μ and variance parameter σ2 for which X(0)=0, show that
-X(t), t ≥ 0 is a Brownian motion process with drift parameter -μ
and variance parameter σ2.
y''(t)+(x+y)^2*y(t)=sin(x*t+y*t)-sin(x*t-y*t), y(0)=0, y'(0)=0, x and y are real numbers
y''(t)+(x+y)^2*y(t)=sin(x*t+y*t)-sin(x*t-y*t), y(0)=0, y'(0)=0,
x and y are real numbers
Please solve the following: ut=uxx, 0<x<1, t>0 u(0,t)=0, u(1,t)=A, t>0 u(x,0)=cosx, 0<x<1
Please solve the following:
ut=uxx, 0<x<1, t>0
u(0,t)=0, u(1,t)=A, t>0
u(x,0)=cosx, 0<x<1
x"(t)- 4x'(t)+4x(t)=4e^2t ; x(0)= -1, x'(0)= -4
x"(t)- 4x'(t)+4x(t)=4e^2t ; x(0)= -1, x'(0)= -4
Solve the nonhomogeneous heat equation: ut-kuxx=sinx, 0<x<pi, t>0 u(0,t)=u(pi,t)=0, t>0 u(x,0)=0, 0<x<pi
Solve the nonhomogeneous heat equation:
ut-kuxx=sinx, 0<x<pi, t>0
u(0,t)=u(pi,t)=0, t>0
u(x,0)=0, 0<x<pi
If X(t), t>=0 is a Brownian motion process with drift mu and variance sigma squared for...
If X(t), t>=0 is a Brownian motion process with drift mu and
variance sigma squared for which X(0)=0, show that -X(t), t>=0
is a Brownian Motion process with drift negative mu and variance
sigma squared.
utility function u(x,y;t )= (x-t)ay1-a x>=t, t>0, 0<a<1 u(x,y;t )=0 when x<t does income consumption curve...
utility function u(x,y;t )= (x-t)ay1-a
x>=t, t>0, 0<a<1
u(x,y;t )=0 when x<t
does income consumption curve is
y=[(1-a)(x-t)px]/apy ?(my result, i used
lagrange, not sure about it)
how to draw the income consumption curve?
Solve the following differential equations: 1.) y"(x)+ y(x)=4e^x ; y(0)=0, y'(0)=0 2.) x"(t)+3x'(t)+2x(t)=4t^2 ; x(0)=0, x'(0)=0
Solve the following differential equations:
1.) y"(x)+ y(x)=4e^x ; y(0)=0, y'(0)=0
2.) x"(t)+3x'(t)+2x(t)=4t^2 ; x(0)=0, x'(0)=0
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