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New posts in probability-theory
Uniformly integrable local martingale
probability-theory
martingales
uniform-integrability
local-martingales
Let (X,Y) have a Dirichlet Distribution with paramters $(\alpha_1, \alpha_2, \alpha_3)$ Establish that X~Beta$(\alpha_1, \alpha_2 + \alpha_3)$ [closed]
statistics
probability-theory
probability-distributions
Are two random vectors independent, iff every pair of components from each vector are independent?
probability
probability-theory
About a domain of random variable $S_n=X_1+X_2+...+X_n$
probability
probability-theory
random-variables
IID Random Variables that are not constant can't converge almost surely
probability
probability-theory
probability-distributions
If $X$ is a Lévy process, why is $t\mapsto\sum_{\substack{s\in[0,\:t]\\\Delta X_s(\omega)}}1_B(\Delta X_s(\omega))$ càdlàg?
probability-theory
measure-theory
stochastic-processes
levy-processes
Convolution of 2 uniform random variables
probability
probability-theory
probability-distributions
convolution
uniform-distribution
Generating the Borel $\sigma$-algebra on $C([0,1])$
measure-theory
probability-theory
stochastic-processes
Show that the total variation distance of probability measures $\mu,\nu$ is equal to $\frac{1}{2}\sup_f\left|\int f\:{\rm d}(\nu-\mu)\right|$
probability-theory
measure-theory
total-variation
signed-measures
Does finite variance imply on a finite mean?
probability
probability-theory
probability-distributions
stochastic-processes
stochastic-calculus
How can we apply the Borel-Cantelli lemma here?
probability-theory
limsup-and-liminf
infinite-product
independence
borel-cantelli-lemmas
Expected Value of R squared
statistics
probability-theory
Is the estimator $\hat{r} = \frac{\overline{X}}{1-\overline{X}}$ consistent?
probability
probability-theory
statistics
Haar's theorem for the rotation-invariant distribution on the sphere
measure-theory
probability-theory
reference-request
Interpretation of stopping time sigma algebra (as explained in Durret)
probability-theory
Two Gaussian processes with same variances and means but different covariances.
probability
probability-theory
stochastic-processes
covariance
gaussian
Measurability of supremum over measurable set
functional-analysis
measure-theory
probability-theory
A reference for a Gaussian inequality ($\mathbb{E} \max_i X_i$)
probability-theory
probability-distributions
normal-distribution
Proving that the natural filtration of Brownian motion (not augmented) is not right-continuous
probability-theory
stochastic-processes
stochastic-calculus
martingale and filtration
probability
measure-theory
probability-theory
martingales
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