Find $\mathbb{P}[\exists n>0 : X_n=j \mid X_0=i]$ in Markov Process
141605
Finite Markov Chain: $ X_n = X_{n-1}+B_{n} $ with two recurrent states.
90666
Finding an example of a discrete-time strict local martingale.
17067
To prove that $(\mathbb{P(N)},d)$ is a metric space
51587
Sum of Bernoulli random variables with different success probabilities
141165
Probability of $p(x_1<x_2<\max(x_3,x_4))$
77099
Why is the following example of a Markov process not strong Markov
17951
Acceptance-Rejection Method Acceptance Probability Proof
154484
Gram-Schmidt Process for Polynomials
102286
Compute $\mathbb{P}\{ W_t < 0 \, \, \text{for all} \, \, 1 < t < 2\}$ for a Brownian motion $(W_t)_{t \geq 0}$
137099
Lebesgue measure of the set of zeroes of Brownian motion
136686
Find the almost sure limit of $X_n/n$, where each random variable $X_n$ has a Poisson distribution with parameter $n$
20750
Proving an equality regarding fully independent events
13723
Doubly stochastic matrix proof
3273
Trouble in proving that $\|x\|_p = \max|x_j|$
124936
Help with a Probability Proof
104500
find a sequence converging to zero but not the element of lp space for every 1<_p<infinity
136694
Probabilistic Proof of Kraft-Mcmillan Inequality