New posts in probability-theory

Weak convergences of measurable functions and of measures

When do the measure-theoretic and elementary definitions of conditional probability/expectation coincide?

Survivor distribution following a zombie outbreak

Stochastic kernel as linear operator

Find SDE satisfied by transformation of solution to a different SDE

Probability that $3$ hands of a clock in the same semi-circle?

Spectral norm of random matrix

Do we really get extra freedom if one conditions on probability zero events?

Show that $\mathbb{E}\left|\hat{f_n}-f \right| \leq \frac{2}{n^{1/3}}$ where $\hat{f_n}$ is a density estimator for $f$

How to obtain tail bounds for a square of sub-Gaussian random variable?

Bounded (from below) continuous local martingale is a supermartingale

1D random walk-probability to go back to origin

Kolmogorov Extension Theorem vs. Caratheodory Extension Theorem

Number of digits until a prime is reached

Convergence in distribution and in probabiliity

Proof of a maximal inequality

By the POSTULATES OF PROBABILITY. Meaning of "it is always assumed that one of the possibilities in S must occur"

Independent stochastic processes and independent random vectors

Is there a discrete-time analogue of Doléans-Dade exponential?

Forming a subset of $\mathbb{R}$ by coin tossing