All Questions
Tagged with examples pr.probability
8 questions
6
votes
1
answer
207
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Hopf monads in categorical probability theory
1. Context. According to [1], probability monads are arguably the most important concept in categorical probability theory. In [2] Fritz and Perrone argue that "in order for a monad to really ...
- 764
4
votes
1
answer
2k
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Examples of convergence in distribution not implying convergence in moments
It is well know that the convergence in distributions does not necessarily imply convergence in expectation, but implies convergence in expectation of bounded continuous functions.
Let $\{X_n\}$ be a ...
- 227
1
vote
2
answers
236
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Counterexample for absolute summability of autocovariances of strictly stationary strongly mixing sequence
Suppose $(X_i)_{i\in\mathbb{Z}}$ is a strictly stationary, strongly (i.e. $\alpha-$)mixing sequence of real random variables. If we have $\mathbb{E}[|X_1|^{2+\epsilon}]<\infty$ for some $\epsilon&...
- 203
3
votes
0
answers
186
views
Groups with probability measures
Are there algebraic structures that integrate groups with probability measures? For instance, can the closure operation on a group be assigned a probability that says "how much" a member belongs to ...
- 141
5
votes
1
answer
472
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Measures which exhibit the "uncorrelated implies independent" property
Let $X$ be a topological linear space, and let $X^*$ be its dual space. Suppose that $X$ is complete and Hausdorff, and $X^*$ separates points. Let $Y$ be another such space, and let $f : X \to Y$ be ...
- 8,512
3
votes
3
answers
924
views
A non-trivial probability measure on $2^{\mathbb R}$
Consider the measurable space $2^{\mathbb R}$, equipped with the tensor-product $\sigma$-algebra. Famously, this space has a measurable structure which is not generated by a topology (see this answer)....
- 8,512
11
votes
2
answers
3k
views
Good examples of random variables whose image is not a measurable set?
Are their simple/natural examples of real-valued Borel-measurable random variables whose image is not a Borel set? Something that occurs "naturally"?
I am teaching Doob's lemma (for two real-valued ...
- 2,201
29
votes
5
answers
9k
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Examples where Kolmogorov's zero-one law gives probability 0 or 1 but hard to determine which?
Inspired by this question, I was curious about a comment in this article:
In many situations, it can be easy to
apply Kolmogorov's zero-one law to
show that some event has probability 0
or 1, ...
- 2,615