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New posts in probability-theory
On the proof that every positive continuous random variable with the memoryless property is exponentially distributed
probability-theory
probability-distributions
proof-explanation
exponential-distribution
Tightness condition in the case of normally distributed random variables
probability-theory
Is a random variable constant iff it is trivial sigma-algebra-measurable?
real-analysis
probability-theory
measure-theory
constants
Each atom of the measure μ is equivalent to a singleton.
probability-theory
measure-theory
solution-verification
proof-explanation
Probability for a random variable to be greater than its mean
probability
probability-theory
expected-value
upper-lower-bounds
Integrating a matrix function involving a determinant and exponential trace
linear-algebra
integration
matrices
probability-theory
probability-distributions
Probability on entering direction of a simple random walk
probability
probability-theory
random-walk
Calculate conditional expectation with respect to a sigma algebra
probability-theory
conditional-probability
Is $p$-norm decreasing in $p$?
measure-theory
probability-theory
banach-spaces
Is the state space of a transient irreductible Markov chain infinite?
probability
probability-theory
stochastic-processes
markov-chains
markov-process
Central Limit Theorem implies Law of Large Numbers?
probability-theory
What are differences and relationship between shannon entropy and fisher information?
probability-theory
statistics
information-theory
entropy
Why is the drift of the stock price not important for options pricing?
probability-theory
stochastic-processes
brownian-motion
finance
stochastic-analysis
Why is expectation defined by $\int xf(x)dx$?
measure-theory
probability-theory
lebesgue-integral
What are the sample spaces when talking about continuous random variables?
probability
probability-theory
Concentration result from Delta method?
probability-theory
inequality
probability-distributions
asymptotics
concentration-of-measure
Exchange limit in distribution and pointwise limit
probability-theory
Markov strong property exercise
probability
probability-theory
stochastic-processes
markov-chains
markov-process
construction of non measurable function
probability-theory
measure-theory
Intuitive explanation of variance and moment in Probability
probability
intuition
probability-theory
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