Questions tagged [pr.probability]
Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.
908 questions
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What is the relationship between $E(X\mid\mathcal{A})$ and $E(X\mid A)$?
This question seems obvious, but not sure how to prove it.
Let $\mathcal{A}$ be a $\sigma$-algebra, and $X$ be a random variable.
Suppose $E(X\mid A)\le1$ for any $A\in\mathcal{A}$, can we conclude ...
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$X$ is Polish and $N$ is countable. Is $N^X$ Polish? [closed]
$X$ is a separable, completely metrizable topological space equipped with its sigma algebra of Borel sets. $N$ is a countable space.
$X^N$ is the collection of all mappings from $N$ to $X$. It is ...
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Poisson kernel is the Cauchy distribution, reference?
Let $d = 2$, and consider the domain $D = \mathbb{H}$, the upper half-plane. Can someone give me a reference to a proof that the Poisson kernel is the Cauchy distribution?
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expectation of upper quantile proportion
(edited considerably following comments)
We have a collection $\boldsymbol{S}$ of $n$ discrete random variables $X_1$, $X_2$, $\dots$, $X_n$ $\overset{\small \text{i.i.d.}}{\small \sim}$ $\mathcal{D}$...
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What's the probability of two independent events in time domain?
Suppose there are two independent events A and B. The probability that A or ...
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Approximation on Dirichlet's arithmetic progression by means of central limit theorem
In this video lecture on
Number theory over function fields taught by Will Sawin
is presented a 'conceptional' reason for error estimation
$\#\{p \in \Bbb P: p =a \ \text{mod} \ N, p <x \}
=\frac{1}...
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Expected values of two random variables related to a simple urn problem
In an urn there are $u$ balls, $b$ of which are black.
If we perform $n$ trials of one ball at a time with replacement, the probability of the event $E$ to get $n$ times a black ball is $P(E)=\left(\...
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Is there a transformation or a proof for these integrals?
Here are certain weighted Gaussian integrals I have encountered for which numerical computation reassures equality.
Question. Is this true? If so, is there an underlying transformation or just a ...
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