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Quant版 - [合集] a question about markov chain
相关主题
[合集] 有谁知道这道题的解法?谢谢我总结了两个基本题目大家帮我看看对不对
[合集] 问个Markov Chain的问题 (real interview question)问一个排列组合题目
[合集] FDM vs FEM in SDEAn impossible interview for me
[合集] a conditional expection problem面试题+1
[求助]stocks with downward jump面经
[Option Pricing]股票有jump,option的价格变化。再来一道最近的面试题
这个题很难吗? 不觉得呀 (Random walk)What is the solution of the recursive formula?
出个题问个面世题
相关话题的讨论汇总
话题: jumps话题: markov话题: random话题: walk
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r*****t
发帖数: 286
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davfox121 (davfox) 于 (Thu Feb 22 16:27:33 2007) 提到:
Consider a random walk (Xn) on the integers where, from an even number it
jumps to the left with probability 1/3 and to the right with probability 2/3
, while from an odd number it does the opposite; jumps to the left with
probability 2/3 and to the right with probability 1/3.
Prove that this random walk is recurrent.
Anyone know how to calculate P2n(0,0) ?
☆─────────────────────────────────────☆
1 (共1页)
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相关主题
问个面世题[求助]stocks with downward jump
这里有人了解neuron network/Fuzzy logic的quant 工业应用么?[Option Pricing]股票有jump,option的价格变化。
最近很火的deep learning 对找quant有帮助吗?这个题很难吗? 不觉得呀 (Random walk)
[合集] 请问有人作financial risk management 方面的工作吗?出个题
[合集] 有谁知道这道题的解法?谢谢我总结了两个基本题目大家帮我看看对不对
[合集] 问个Markov Chain的问题 (real interview question)问一个排列组合题目
[合集] FDM vs FEM in SDEAn impossible interview for me
[合集] a conditional expection problem面试题+1
相关话题的讨论汇总
话题: jumps话题: markov话题: random话题: walk