Newbetuts
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New posts in probability-theory
Explanation of Durrett example 5.2.13
probability-theory
measure-theory
martingales
random-walk
Portmanteau theorem for vague convergence
general-topology
measure-theory
probability-theory
weak-convergence
What is the joint distribution of $Z=\min(X,Y)$ and $I_{Z=X}$?
probability-theory
probability-distributions
exponential-distribution
Formal definition of conditional probability
measure-theory
probability-theory
probability-distributions
conditional-probability
expectation
What is Var(X - Y)?
probability
probability-theory
Trouble with extending Doob's Optional Stopping Theorem
probability-theory
stochastic-processes
martingales
stochastic-analysis
stopping-times
Hitting probability of biased random walk on the integer line
probability
probability-theory
random-walk
Integral of Brownian motion is Gaussian?
probability-theory
probability-distributions
brownian-motion
stochastic-integrals
Conditional expectation for a sum of iid random variables: $E(\xi\mid\xi+\eta)=E(\eta\mid\xi+\eta)=\frac{\xi+\eta}{2}$
probability
probability-theory
conditional-expectation
Distinguishing probability measure, function and distribution
probability
probability-theory
probability-distributions
Example where union of increasing sigma algebras is not a sigma algebra
probability-theory
measure-theory
Geometric Brownian motion and its inverse
probability-theory
stochastic-processes
stochastic-calculus
brownian-motion
stochastic-differential-equations
What is the importance of the infinitesimal generator of Brownian motion?
probability-theory
stochastic-processes
brownian-motion
markov-process
Chance of meeting in a bar
probability
soft-question
probability-theory
Intuitive explanation of a definition of the Fisher information
statistics
probability-theory
estimation-theory
Showing that Y has a uniform distribution if Y=F(X) where F is the cdf of continuous X
probability-theory
statistics
probability-distributions
n people & n hats: probability that at least 1 person has his own hat
probability
probability-theory
Poisson Distribution of sum of two random independent variables $X$, $Y$
probability
probability-theory
probability-distributions
Why does the median minimize $E(|X-c|)$?
probability-theory
probability-distributions
expected-value
median
Proving that $1$- and $2D$ simple symmetric random walks return to the origin with probability $1$
probability-theory
stochastic-processes
random-walk
symmetry
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