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	<title>This too Will Pass</title>
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	<link>http://probability101.wordpress.com</link>
	<description>almost surely</description>
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		<title>This too Will Pass</title>
		<link>http://probability101.wordpress.com</link>
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		<title>More Ito</title>
		<link>http://probability101.wordpress.com/2011/03/01/more-ito/</link>
		<comments>http://probability101.wordpress.com/2011/03/01/more-ito/#comments</comments>
		<pubDate>Tue, 01 Mar 2011 13:48:24 +0000</pubDate>
		<dc:creator>putnam120</dc:creator>
				<category><![CDATA[Brownian Motion]]></category>
		<category><![CDATA[Martingale]]></category>

		<guid isPermaLink="false">http://probability101.wordpress.com/?p=952</guid>
		<description><![CDATA[Last time I introduced the Ito integral. Here&#8217;s are some of the key facts that were mentioned: is a martingale. is continuous. is . Here are some other results that wasn&#8217;t mentioned last time (and won&#8217;t be proven here) but &#8230; <a href="http://probability101.wordpress.com/2011/03/01/more-ito/">Continue reading <span class="meta-nav">&#8594;</span></a><img alt="" border="0" src="http://stats.wordpress.com/b.gif?host=probability101.wordpress.com&amp;blog=14156921&amp;post=952&amp;subd=probability101&amp;ref=&amp;feed=1" width="1" height="1" />]]></description>
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		<title>Ito Integral</title>
		<link>http://probability101.wordpress.com/2011/01/31/ito-integral/</link>
		<comments>http://probability101.wordpress.com/2011/01/31/ito-integral/#comments</comments>
		<pubDate>Mon, 31 Jan 2011 12:43:34 +0000</pubDate>
		<dc:creator>putnam120</dc:creator>
				<category><![CDATA[Brownian Motion]]></category>
		<category><![CDATA[Expected value and Variance]]></category>
		<category><![CDATA[Martingale]]></category>

		<guid isPermaLink="false">http://probability101.wordpress.com/?p=914</guid>
		<description><![CDATA[It just hit me that I don&#8217;t have a post on the Ito Integral.  It is the integral of choice for financial mathematics, plus it&#8217;s pretty interesting. Construction For the rest of the post we will let denote Brownian motion, &#8230; <a href="http://probability101.wordpress.com/2011/01/31/ito-integral/">Continue reading <span class="meta-nav">&#8594;</span></a><img alt="" border="0" src="http://stats.wordpress.com/b.gif?host=probability101.wordpress.com&amp;blog=14156921&amp;post=914&amp;subd=probability101&amp;ref=&amp;feed=1" width="1" height="1" />]]></description>
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		<title>The Island</title>
		<link>http://probability101.wordpress.com/2011/01/22/the-island/</link>
		<comments>http://probability101.wordpress.com/2011/01/22/the-island/#comments</comments>
		<pubDate>Sat, 22 Jan 2011 23:50:55 +0000</pubDate>
		<dc:creator>putnam120</dc:creator>
				<category><![CDATA[Uncategorized]]></category>

		<guid isPermaLink="false">http://probability101.wordpress.com/?p=892</guid>
		<description><![CDATA[I was introduced to a new band Sleigh Bells&#8230;but you don&#8217;t want to hear about. So I&#8217;ll get back to the math talk. Today I&#8217;m going to talk about a brainteaser, that I&#8217;m sure you have heard before, and if &#8230; <a href="http://probability101.wordpress.com/2011/01/22/the-island/">Continue reading <span class="meta-nav">&#8594;</span></a><img alt="" border="0" src="http://stats.wordpress.com/b.gif?host=probability101.wordpress.com&amp;blog=14156921&amp;post=892&amp;subd=probability101&amp;ref=&amp;feed=1" width="1" height="1" />]]></description>
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		<title>Maximum Value</title>
		<link>http://probability101.wordpress.com/2011/01/18/maximum-value/</link>
		<comments>http://probability101.wordpress.com/2011/01/18/maximum-value/#comments</comments>
		<pubDate>Tue, 18 Jan 2011 01:15:51 +0000</pubDate>
		<dc:creator>putnam120</dc:creator>
				<category><![CDATA[Optimization]]></category>

		<guid isPermaLink="false">http://probability101.wordpress.com/?p=853</guid>
		<description><![CDATA[Recently I have been getting a lot of visits (well what I consider a lot) to this blog because of the Knapsack Problem. Since this seems to be so popular, and people don&#8217;t want to go to Wikipedia, I suppose &#8230; <a href="http://probability101.wordpress.com/2011/01/18/maximum-value/">Continue reading <span class="meta-nav">&#8594;</span></a><img alt="" border="0" src="http://stats.wordpress.com/b.gif?host=probability101.wordpress.com&amp;blog=14156921&amp;post=853&amp;subd=probability101&amp;ref=&amp;feed=1" width="1" height="1" />]]></description>
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		<slash:comments>0</slash:comments>
	
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			<media:title type="html">putnam120</media:title>
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		<title>Optimization</title>
		<link>http://probability101.wordpress.com/2011/01/07/optimization/</link>
		<comments>http://probability101.wordpress.com/2011/01/07/optimization/#comments</comments>
		<pubDate>Fri, 07 Jan 2011 09:21:02 +0000</pubDate>
		<dc:creator>putnam120</dc:creator>
				<category><![CDATA[Optimization]]></category>

		<guid isPermaLink="false">http://probability101.wordpress.com/?p=827</guid>
		<description><![CDATA[When I first started graduate school the only optimization problems I knew how to solve were of the form: Where has a second derivative and is a compact subset of . Needless to say, this really doesn&#8217;t get you that &#8230; <a href="http://probability101.wordpress.com/2011/01/07/optimization/">Continue reading <span class="meta-nav">&#8594;</span></a><img alt="" border="0" src="http://stats.wordpress.com/b.gif?host=probability101.wordpress.com&amp;blog=14156921&amp;post=827&amp;subd=probability101&amp;ref=&amp;feed=1" width="1" height="1" />]]></description>
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		<slash:comments>0</slash:comments>
	
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		<title>Renewals and Repeats 3</title>
		<link>http://probability101.wordpress.com/2010/12/27/renewals-and-repeats-3/</link>
		<comments>http://probability101.wordpress.com/2010/12/27/renewals-and-repeats-3/#comments</comments>
		<pubDate>Mon, 27 Dec 2010 21:02:48 +0000</pubDate>
		<dc:creator>putnam120</dc:creator>
				<category><![CDATA[Distributions]]></category>
		<category><![CDATA[Expected value and Variance]]></category>
		<category><![CDATA[Renewal Theory]]></category>

		<guid isPermaLink="false">https://probability101.wordpress.com/?p=786</guid>
		<description><![CDATA[So far we have just presented a lot of properties of theorems about renewal processes. This isn&#8217;t that much of an issue but examples are always nice. Example 1 Suppose that buses arrive at a station at times (buses in &#8230; <a href="http://probability101.wordpress.com/2010/12/27/renewals-and-repeats-3/">Continue reading <span class="meta-nav">&#8594;</span></a><img alt="" border="0" src="http://stats.wordpress.com/b.gif?host=probability101.wordpress.com&amp;blog=14156921&amp;post=786&amp;subd=probability101&amp;ref=&amp;feed=1" width="1" height="1" />]]></description>
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		<slash:comments>0</slash:comments>
	
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			<media:title type="html">putnam120</media:title>
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		<title>Renewals and Repeats 2</title>
		<link>http://probability101.wordpress.com/2010/12/26/renewals-and-repeats-2/</link>
		<comments>http://probability101.wordpress.com/2010/12/26/renewals-and-repeats-2/#comments</comments>
		<pubDate>Sun, 26 Dec 2010 05:37:48 +0000</pubDate>
		<dc:creator>putnam120</dc:creator>
				<category><![CDATA[Central limit theorem]]></category>
		<category><![CDATA[Poisson Process]]></category>
		<category><![CDATA[Renewal Theory]]></category>

		<guid isPermaLink="false">http://probability101.wordpress.com/?p=732</guid>
		<description><![CDATA[Near the closing of the previous post, the functions and were introduced. The form is not all that useful when you want to do explicit calculations. It should be noted that when is a Poisson process, the calculation of is &#8230; <a href="http://probability101.wordpress.com/2010/12/26/renewals-and-repeats-2/">Continue reading <span class="meta-nav">&#8594;</span></a><img alt="" border="0" src="http://stats.wordpress.com/b.gif?host=probability101.wordpress.com&amp;blog=14156921&amp;post=732&amp;subd=probability101&amp;ref=&amp;feed=1" width="1" height="1" />]]></description>
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		<slash:comments>0</slash:comments>
	
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			<media:title type="html">putnam120</media:title>
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		<title>Renewals and Repeats</title>
		<link>http://probability101.wordpress.com/2010/12/24/renewals-and-repeats/</link>
		<comments>http://probability101.wordpress.com/2010/12/24/renewals-and-repeats/#comments</comments>
		<pubDate>Fri, 24 Dec 2010 04:27:16 +0000</pubDate>
		<dc:creator>putnam120</dc:creator>
				<category><![CDATA[Markov Process]]></category>
		<category><![CDATA[Poisson Process]]></category>
		<category><![CDATA[Renewal Theory]]></category>

		<guid isPermaLink="false">http://probability101.wordpress.com/?p=711</guid>
		<description><![CDATA[After talking about DTMCs (Discrete time markov chains) there are 2 ways you can go. Either talk about CTMCs (Continuous time markov chains) or talk about Renewal processes. I am choosing to talk about Renewal processes for a few reasons. &#8230; <a href="http://probability101.wordpress.com/2010/12/24/renewals-and-repeats/">Continue reading <span class="meta-nav">&#8594;</span></a><img alt="" border="0" src="http://stats.wordpress.com/b.gif?host=probability101.wordpress.com&amp;blog=14156921&amp;post=711&amp;subd=probability101&amp;ref=&amp;feed=1" width="1" height="1" />]]></description>
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			<media:title type="html">putnam120</media:title>
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		<title>Markov Chains 2</title>
		<link>http://probability101.wordpress.com/2010/12/23/markov-chains-2/</link>
		<comments>http://probability101.wordpress.com/2010/12/23/markov-chains-2/#comments</comments>
		<pubDate>Thu, 23 Dec 2010 22:01:38 +0000</pubDate>
		<dc:creator>putnam120</dc:creator>
				<category><![CDATA[Markov Process]]></category>

		<guid isPermaLink="false">http://probability101.wordpress.com/?p=668</guid>
		<description><![CDATA[The last post ended with a series of definitions. In this post I will attempt to show how they are related and how they can be used. Just as a refresher, here are the terms that were defined: communication, transient, &#8230; <a href="http://probability101.wordpress.com/2010/12/23/markov-chains-2/">Continue reading <span class="meta-nav">&#8594;</span></a><img alt="" border="0" src="http://stats.wordpress.com/b.gif?host=probability101.wordpress.com&amp;blog=14156921&amp;post=668&amp;subd=probability101&amp;ref=&amp;feed=1" width="1" height="1" />]]></description>
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		<title>Markov Chains</title>
		<link>http://probability101.wordpress.com/2010/10/22/markov-chains/</link>
		<comments>http://probability101.wordpress.com/2010/10/22/markov-chains/#comments</comments>
		<pubDate>Fri, 22 Oct 2010 16:43:16 +0000</pubDate>
		<dc:creator>putnam120</dc:creator>
				<category><![CDATA[Markov Process]]></category>

		<guid isPermaLink="false">http://probability101.wordpress.com/?p=621</guid>
		<description><![CDATA[Wow it really has been a while since my last post. I guess grad school will do that to you, or at least the first year anyway. So as can be seen from the title this post will be on &#8230; <a href="http://probability101.wordpress.com/2010/10/22/markov-chains/">Continue reading <span class="meta-nav">&#8594;</span></a><img alt="" border="0" src="http://stats.wordpress.com/b.gif?host=probability101.wordpress.com&amp;blog=14156921&amp;post=621&amp;subd=probability101&amp;ref=&amp;feed=1" width="1" height="1" />]]></description>
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