第 3 / 6 页
非代码面试题
显示 20 / 102 道匹配题目
答题状态：未尝试未正确已正确
ID题目领域难度题型进度权限
3548Symmetric Half-Width Needed for Expected Exit Time 8Brownian motion starts at x = 1 inside [-L, L]. What L makes the expected exit time equal to 8?随机过程困难derivation未尝试面试订阅3549Lower Barrier Needed for Expected Exit Time 12Brownian motion starts at x = 2 with upper barrier 5 and lower barrier a. What a makes the expected exit time equal to 12?随机过程困难derivation未尝试面试订阅3550Upper Barrier Needed for Expected Exit Time 6 From x = 1.5Brownian motion starts at x = 1.5 with lower barrier 0 and upper barrier b. What b makes the expected exit time equal to 6?随机过程困难derivation未尝试面试订阅3551Average Upper-Hit Probability With Uniform Start on [0, 6]If the starting point X is uniform on [0, 6], what is the average probability of hitting 6 before 0?随机过程困难derivation未尝试面试订阅3552Average Exit Time With Uniform Start on [0, 6]If the starting point X is uniform on [0, 6], what is the expected exit time from [0, 6]?随机过程困难derivation未尝试面试订阅3554Average Exit Time With Uniform Start on [-3, 3]If X is uniform on [-3, 3], what is the expected exit time from [-3, 3]?随机过程困难derivation未尝试面试订阅3555Conditional Upper-Hit Probability From the Upper Half of [0, 8]If X is uniform on [0, 8] conditioned on X > 4, what is the average probability of hitting 8 before 0?随机过程困难derivation未尝试面试订阅3556Interval Width When the Start Is One-Third of the Way UpBrownian motion starts at x = b/3 inside [0, b]. What b makes the expected exit time equal to 8?随机过程中等derivation未尝试面试订阅3557Expected Exit Time When Upper-Hit Probability Is 2/3 on [0, 9]Brownian motion starts somewhere in [0, 9] such that the probability of hitting 9 before 0 is 2/3. What is the expected exit time?随机过程中等derivation未尝试面试订阅3558Symmetric Interval and Start Matching Two TargetsBrownian motion starts at x inside [-L, L]. If the probability of hitting +L before -L is 0.75 and the expected exit time is 12, what is x?随机过程中等derivation未尝试面试订阅3559Lower Barrier and Hit Probability From a Target Exit TimeBrownian motion starts at x = 1 with upper barrier 5. The lower barrier a is chosen so that the expected exit time is 8. What is the resulting probability of hitting 5 before a?随机过程中等derivation未尝试面试订阅3560Start Needed to Match Both a Probability and an Exit Time on [0, 10]Brownian motion starts at x inside [0, 10]. If the probability of hitting 10 before 0 is 0.6, what is the expected exit time?随机过程中等derivation未尝试面试订阅3561Why the Hitting Probability Is HarmonicWhy does the probability of hitting the upper barrier before the lower barrier end up being a linear function of the start x for Brownian motion?随机过程中等essay未尝试面试订阅3562Why Expected Exit Time Is Quadratic in the StartWhy does expected exit time from a bounded interval depend quadratically on the starting point rather than linearly?随机过程中等essay未尝试面试订阅3563Finite-Horizon Touching vs Eventual HittingWhy should finite-horizon barrier-touch probabilities not be confused with the interval-hitting probabilities used in bounded first-passage problems?随机过程中等essay未尝试面试订阅3564Why Optional Stopping Needs a Bounded Setup HereWhy are bounded intervals the natural place where optional-stopping arguments for Brownian hitting questions are most reliable?随机过程中等essay未尝试面试订阅3666Upper-Hit Probability on [-3,5] from x=1A Brownian motion starts at x = 1 and is stopped at the first exit from [-3,5]. Using OST on W t, what is the probability it exits through 5?随机过程中等derivation未尝试面试订阅3667Start Required for a 70% Upper Exit Chance on [0,6]Brownian motion starts at x inside [0,6] and stops on first exit. For what x does OST imply a 70% chance of exiting through 6?随机过程中等derivation未尝试面试订阅3668Lower Barrier for a 40% Upper Exit ChanceBrownian motion starts at 1 with upper barrier 4 and lower barrier a. Using OST on W t, what a gives a 40% chance of exiting through 4?随机过程中等derivation未尝试面试订阅3669Symmetric Half-Width for a 75% Upper Exit ChanceBrownian motion starts at 2 inside [-L,L]. Using OST on W t, what L gives a 75% chance of hitting +L before -L?随机过程中等derivation未尝试面试订阅