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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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Minimal set of functions to characterize a distribution

[A]re there any results characterizing just how small the set of functions $g(\cdot)$ for which we need to know the expectations in order to characterize the distribution of $X$? This is a very basi …
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1 vote

Independence result where probabilistic intuition predicts the wrong answer?

Freiling's Axiom of Symmetry (discussed also here) posits that for any function $f$ from $[0,1]$ to the at most countable subsets of $[0,1]$ there exists a pair of points $x$ and $y$ such that $x\noti …
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