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New posts in probability-theory
Drawing without replacement: why is the order of draw irrelevant?
probability
probability-theory
How to explain connections between bounded Radon-Nikodym derivatives, convex combinations of probabilities, and conditional probability
probability-theory
measure-theory
Result and proof on the conditional expectation of the product of two random variables
probability
probability-theory
probability-distributions
expectation
Rigorous, real analysis, proof of De Moivre–Laplace theorem
real-analysis
probability-theory
binomial-distribution
central-limit-theorem
probability-limit-theorems
Example of an adapted but not progressively measurable process
probability
probability-theory
stochastic-processes
stochastic-calculus
Strong Markov property - Durrett
probability-theory
markov-chains
Closed forms for various expectations involving the standard normal CDF
probability-theory
normal-distribution
Confusions about Radon-Nikodym derivative and dominating measures
measure-theory
probability-theory
What is the probability that at least one letter is in the correct envelope?
probability
statistics
probability-theory
On the central limit theorem
probability-theory
statistics
central-limit-theorem
"Difficult to please" rabbits and Fibonacci Numbers - A probabilistic variation
probability-theory
stochastic-processes
Does the condition $E[X]=E[X^2]=E[X^3]$ determine the distribution of $X$?
probability-theory
random-variables
moment-problem
Intuitive reason why a simple symmetric random walk is recurrent on $\Bbb Z^2$ and transient on $\Bbb Z^3$.
probability-theory
stochastic-processes
markov-chains
random-walk
Are decompositions of a random variable into a sum of two IID random variables unique?
probability
probability-theory
probability-distributions
independence
characteristic-functions
Finding $\mathbb{P}(\max_{t\leq 1} (W_t+t)\geq 1)$
probability-theory
probability-distributions
stochastic-processes
brownian-motion
The only strictly stationary random walk in $\mathbb{R}$ is degenerate
probability-theory
statistics
stochastic-processes
time-series
Proof of uniqueness of conditional expectation
measure-theory
probability-theory
conditional-expectation
Dominated convergence theorem for complex-valued functions?
real-analysis
integration
limits
probability-theory
convergence-divergence
What is the PDF of random variable Z=XY?
probability
probability-theory
probability-distributions
random-variables
Weighted summation of symmetric Bernoulli RV. Characteristic function inequality
probability-theory
complex-numbers
expected-value
random-walk
characteristic-functions
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