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by ana3a
June 4th, 2010, 7:44 am
Forum: Forum and Website Bugs and Suggestions
Topic: Delete account
Replies: 1
Views: 27319

Delete account

How to do this?
by ana3a
January 31st, 2009, 8:55 am
Forum: Student Forum
Topic: simple integration question
Replies: 6
Views: 43380

simple integration question

QuoteOriginally posted by: RDKthe lebesgue differentiation theorem can be used for a one line proof. are you looking to do it with your bare hands?i was hoping for a bare-hands proof. i've seen it before.but, yah, the differentiation theorem would be the quick answer.
by ana3a
January 30th, 2009, 7:21 pm
Forum: Student Forum
Topic: simple integration question
Replies: 6
Views: 43380

simple integration question

QuoteOriginally posted by: CuchulainnIs this well-defined problem?? If integral(f) == 0?You're right, it should read:If integral(f)==0, then etc.
by ana3a
January 30th, 2009, 4:09 pm
Forum: Student Forum
Topic: simple integration question
Replies: 0
Views: 42632

simple integration question

how do you prove this? i've seen it before, can't think of the trick right now.
by ana3a
January 30th, 2009, 4:08 pm
Forum: Student Forum
Topic: simple integration question
Replies: 6
Views: 43380

simple integration question

how do you prove this? i've seen it before, can't think of the trick right now.
by ana3a
January 25th, 2009, 2:54 pm
Forum: Student Forum
Topic: nonparametrics
Replies: 1
Views: 43554

nonparametrics

what does quant finance think about nonparametric methods?they seem of great interest to some academics. can they gain popularity in application? or are finite-parameter models generally be more reliable and worth the effort?
by ana3a
December 19th, 2008, 8:04 am
Forum: Student Forum
Topic: GRE math subject test
Replies: 7
Views: 50134

GRE math subject test

<t>QuoteOriginally posted by: Madison209I took the Math GRE in November and am expecting results in the mail soon. I'm applying to top-tier PhD programs, so naturally I have the same question- what kind of Math GRE score is needed. Looks like there might be some confusion between the quant. section ...
by ana3a
December 18th, 2008, 3:02 pm
Forum: Student Forum
Topic: GRE math subject test
Replies: 7
Views: 50134

GRE math subject test

QuoteOriginally posted by: chartreuseyou should probably get at least a 780, nothing lower, and even that is not too impressive. Best thing is to just get a perfect score.so roughly 48 questions out of 66, or 83-rd percentile.a perfect score seems very tricky!
by ana3a
December 16th, 2008, 2:42 pm
Forum: Student Forum
Topic: GRE math subject test
Replies: 7
Views: 50134

GRE math subject test

What kind of a GRE math subject test score is needed for admission to a top-tier PhD stats program in the States? (Princeton ORFE, Stanford, Berkeley, Chicago)Schools seem quite secretive about the average score of their acceptees.
by ana3a
December 5th, 2008, 8:06 am
Forum: Student Forum
Topic: Brownian Motion Hitting Time
Replies: 13
Views: 49553

Brownian Motion Hitting Time

<t>QuoteOriginally posted by: listi do not have any objections. i thought that the original question was : we have a wiener process starting at t=0 from x=0. there is a moving point a + bt. but when cstepper wrote T(a,b) it looks that a and b are fixed?ana's formula might be for the fixed points a,b...
by ana3a
December 4th, 2008, 10:02 pm
Forum: Student Forum
Topic: Brownian Motion Hitting Time
Replies: 13
Views: 49553

Brownian Motion Hitting Time

QuoteOriginally posted by: listDoes expected value of exponent contains the same 'a' as one sees on your name? Your martingale does not depend on 'a'...The "a" enters when you stop the process at time t=tau (hitting time of "a" or "b").sigma=lambda
by ana3a
December 4th, 2008, 9:55 pm
Forum: Student Forum
Topic: Brownian Motion Hitting Time
Replies: 13
Views: 49553

Brownian Motion Hitting Time

Switch a and b too! I have your coefficients reversed.For all finite sets of points in time t_1, ... , t_n you have multinormal density. For the process as a whole there is no analogue object that you can calculate with under the integral.
by ana3a
December 4th, 2008, 9:41 pm
Forum: Student Forum
Topic: Brownian Motion Hitting Time
Replies: 13
Views: 49553

Brownian Motion Hitting Time

This is a famous exercise.The trick is to use optional sampling on the martingaleto calculate.This gives you the concentration inequality you need to calculate
by ana3a
November 28th, 2008, 4:59 pm
Forum: Student Forum
Topic: Stats courses
Replies: 2
Views: 45599

Stats courses

Depends on what you want to learn and what you want to apply it to.But for multivariate methods I advise you use another book ... for instance Mardia.
by ana3a
November 28th, 2008, 4:54 pm
Forum: Student Forum
Topic: conditional expectation and characteristic function?
Replies: 9
Views: 47691

conditional expectation and characteristic function?

<t>QuoteOriginally posted by: listFrom the original equality follows that in case if X has a density then Fourier transform of the conditional density equal to the Fourier transform unconditional density of X. If the density admits inverse transform you arrive at the equality that unconditional and ...
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