New posts in probability-theory

Is the transition semigroup of the solution of an SDE with Lipschitz coefficients strongly continuous on $C_b$?

Finiteness of expected values for independent random variables

Can $\log(1-U)-\log(U)+W$ be normally distributed, with $U$ uniform on $(0,1)$ and $W$ independent of $U$?

Does $\mathbb{E}(\max\{\epsilon_1,...,\epsilon_J\})<\infty$ imply $\mathbb{E}(\epsilon_j)<\infty$ for each $j=1,...,J$?

Probability of Head in coin flip when coin is flipped two times

Let $X$ have the exponential distribution with $\lambda=2$ Find the density function of the random variable $Y=\ln(X)$

A nonnegative random variable has zero expectation if and only if it is zero almost surely

Conditional expectation: $E[A \mid B] = B$ and $E[B \mid A] = A$ implies $A = B$

Is my proof for $Y_n \overset{\text{$\Bbb P$}}\longrightarrow Y$ correct ? Expected Value and Variance are given

Proof of $E[Y]=\int_0^x nX^{n-1}(1-F_X(x))dx$ for $Y=X^n$ [duplicate]

What is the probability that the first head will appear on the even numbered tosses

Applications of Probability Theory in pure mathematics

independent, identically distributed (IID) random variables [closed]

Probability of getting heads given that first flip was a head?

Prove that $X,Y$ are independent iff the characteristic function of $(X,Y)$ equals the product of the characteristic functions of $X$ and $Y$

Can sum of two random variables be uniformly distributed

Two notions of total variation norms

If $X$ and $Y$ are independent random variables, with $Z = \min(X,Y),$ prove that $Z^2\sim\chi^2(1),$

$\sqrt{n}Y_n$ converges to a random variable Y in distribution

Problem with Gambler's ruin