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

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Affect of noise on Random variable separation

It seems that you need more assumptions on $X$ and $Y$. Otherwise, take both to be constant and $X = x < Y = y$, so that $P_1 = 0$. Then it is very easy to find examples such that $P_2 > 0$. However, …
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1 vote

for examples in probability

Consider independent random variables $X_n, Y_n, n\in\mathbb N$, such that $\mathbb P(X_n = 1) = 1-\mathbb P(X_n = 0) = 1/n$, $\mathbb P(Y_n = n) = 1-\mathbb P(Y_n = 0) = 1/n$. Set $Z_n = X_nY_n$. The …
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