Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.

**5**

**1**answer

### Union of random intervals with total length equal to infinity

**-3**

**1**answer

### How to compute the conditional probability of P(X|X^2) [on hold]

**3**

**0**answers

### Is the maximum of independent Poisson random variables log-concave?

**3**

**1**answer

### about an interesting moment generating function

**3**

**1**answer

### What is the probability for a Binomial to be greater than other?

**4**

**1**answer

### Is this a random walk? Does it have a name?

**2**

**0**answers

### Can we transform $\int_\rho^1 (W_t - W_{t-\rho}) dW_t$ to make its law $\rho$-invariant?

**2**

**0**answers

### Continuous Local Martingales under time change under what conditions are they still local martingales?

**3**

**0**answers

### gaussian upper bound on spherical heat kernel

**4**

**1**answer

### KL divergence and mixture of Gaussians

**6**

**1**answer

### Coverage of balls on random points in Euclidean space

**-1**

**0**answers

### Relation between significance level and sample size

**5**

**1**answer

### Approximation of Wasserstein distance between $p_\theta$ and $p_{\theta + d\theta}$

**1**

**1**answer

### A simple two variable analytic inequality, inspired by probability

**0**

**1**answer

### Is the law of $\sup_{l \leq t \leq u} \frac{|B_t|}{\sqrt{t}}$ atomless?

**2**

**1**answer

### Schwartz space on $\bigcup_{n=1}^CR^n$

**2**

**2**answers

### Draw samples from distribitions in the neighborhood of a fixed distribution

**3**

**0**answers

### Cadlag and adapted (usual conditions assumed) imply progressively measurable (related to Protter's Stochastic Calculus theorem 6)

**2**

**1**answer

### Improving equi-integrability for a family $\mathcal F$ in $L^1(\Omega)$

**2**

**0**answers

### A conjecture characterizing almost uniform convergence of finitely additive conditional probabilities

**1**

**1**answer

### Giving Uniform Bound on Differences of Sums of Converging Polynomials

**1**

**0**answers

### Random solute transport equation

**5**

**2**answers

### Existence of Solution, System of Equations

**4**

**1**answer

### $Pr(A>B)$, where $A$ and $B$ are sum of Bernoullies

**2**

**1**answer

### How to estimate a total variation distance?

**0**

**0**answers

### Dominating powers of a random matrix

**1**

**0**answers

### If $f$ is a measurable random field, then $(ω,x)↦E[f(x)\mid F](ω)$ has a measurable version $g$ and $E[f(X)\mid F]=g(X)$ for all $F$-measurable $X$

**1**

**0**answers

### Differentiability of a stochastic process depending on a spatial parameter

**2**

**0**answers

### Width of symmetric groups

**-1**

**0**answers

### Distribution of fractional parts generated via iid random variables

**9**

**1**answer

### Is KL divergence $D(P||Q)$ strongly convex over $P$ in infinite dimension

**3**

**1**answer

### Lindeberg implies convergence of max of conditional variances in L1

**2**

**1**answer

### *Full proof* references for Markov generators with various boundary conditions

**0**

**0**answers

### Why do middle roots of the $\chi(p)$ graphs and percolation thresholds vary linearly with diagonal probability $q$ (in large random binary matrices)?

**2**

**1**answer

### Generalization: (The “number” of) smaller sized clusters in large random binary matrices follow a descending order. Why?

**3**

**1**answer

### Why is number of single cell clusters always greatest in a random matrix?

**3**

**1**answer

### Approximating the expectation of a matrix inverse

**0**

**0**answers

### Question about Protter's proof of the Ito's formula

**3**

**1**answer

### Reference Request: Simple Random Walk on $\mathbb Z$ is Unimodal

**1**

**0**answers

### Hoeffding's inequality for random vectors

**1**

**1**answer

### are there measure preserving mapping in this case?

**0**

**0**answers

### Integral of the product of Normal density (PDF) and CDF with limits

**3**

**2**answers

### Random complex eigenvalues and averages of traces

**3**

**1**answer

### Inequality for exponential sum in Dvoretzky 1972

**19**

**1**answer

### How do mathematicians and physicists think of SL(2,R) acting on Gaussian functions?

**2**

**0**answers

### Are sums extremal for subgaussian concentration?

**0**

**1**answer

### Questions on a new definition of continuous multivariate distribution

**3**

**1**answer

### Approximating the mathematical expectation of the argmax of a Gaussian random vector

**1**

**0**answers

### Stationary recursive sequence and nonzero probabilities

**2**

**0**answers