New posts in probability-theory

Limiting distribution of $\frac1n \sum_{k=1}^{n}|S_{k-1}|(X_k^2 - 1)$ where $X_k$ are i.i.d standard normal

$E[e_te_s\Delta B_t\Delta B_s]$ for $\Delta B_t$ Brownian motion increments and $e_t(\omega)$ a measurable function.

Sums of independent Poisson random variables

Are elements of a sample i.i.d. realizations of the same random variable or realizations of different i.i.d. random variables?

$\frac 1 2$ in the definition of total variation distance between two probability measures

Rolling a die with n sides to get a cumulative score of n

Relation between Borel–Cantelli lemmas and Kolmogorov's zero-one law

Biased Random Walk and PDF of Time of First Return

"Small sets" in Markov chains

Curious limit of a sequence used to prove Etemadi's SLLN

Conditional expectation of random variable given a sum

Conditional Expectation of function of two RVs, one measurable, one independent

Some case when the central limit theorem fails

Showing that asymptotic normality implies consistency.

a.s. Convergence and Convergence in Probability

Number of possibilities to cross a hexagonal lattice.

When can a random variable be written as a sum of two iid random variables?

Expected number of frog jumps

Expected maximum of sub-Gaussian

What is linearity of Expectations?