New posts in probability-theory

Covariance, covariance operator, and covariance function

Rate of convergence in the central limit theorem (Lindeberg–Lévy)

Possible example of stopped martingale not being in $L^1$

Do Kolmogorov's axioms really need only disjointness rather than pairwise disjointness?

Mutual Independence Definition Clarification

What is the intuition for using sigma algebras to define probability spaces?

How can I get distribution function from characteristic function?

Can anyone confirm expectations for the game of blackjack?

Why $\sigma$-algebras represent information, and what information does $\sigma(X)$ represent?

Coupling for tail bounds

Question on independence of multivariate Gaussian under orthogonal projections onto subspaces

How should I understand the $\sigma$-algebra in Kolmogorov's zero-one law?

Are polynomials dense in Gaussian Sobolev space?

On the set of the sub-sums of a given series

The payoff in binomial model is a martingale.

Derivation $X^2$-pdf (Chi square) for $k$ degrees of freedom

Density of the sum of $n$ uniform(0,1) distributed random variables

Binomial distribution p=1

How can I construct the following distribution?

Two questions about uniform integrability