New posts in probability-theory

Convergence a.s. of a series of positive random variables.

Does $\{\omega \in \Omega: X(\omega) \leq t\} =\{\omega \in \Omega: \delta(\omega) =1\}\cap \{\omega \in \Omega: T(\omega) \leq t\}$ hold?

For symmetric stable distributions, why is $\alpha \le 2$?

Continuous Mapping Theorem for Random Variables

Martingale not uniformly integrable

Does convergence in probability imply convergence in total variation, if the sample space is countable?

Does law of large numbers converge in $L^1$?

Creating random variables whose pairwise differences are uniformly distributed

Probability of a zero product given one previous zero product

Is continuous L2 bounded local martingale a true martingale?

Almost sure convergence and lim sup

The jumping times of a càdlàg process are stopping times.

What is a sample of a random variable?

The distribution of barycentric coordinates

Continuity of the Characteristic Function of a RV

Calculating the variance of the sum of $X_n$'s

Average number of days to reach hell?

How to compute $\mathbb{E}(\exp(\int_0^t W_s ds)|W_t)$?

The role of the "hidden" probability space on which random variables are defined

Looking for a limit