Search Results
| Search type | Search syntax |
|---|---|
| Tags | [tag] |
| Exact | "words here" |
| Author |
user:1234 user:me (yours) |
| Score |
score:3 (3+) score:0 (none) |
| Answers |
answers:3 (3+) answers:0 (none) isaccepted:yes hasaccepted:no inquestion:1234 |
| Views | views:250 |
| Code | code:"if (foo != bar)" |
| Sections |
title:apples body:"apples oranges" |
| URL | url:"*.example.com" |
| Saves | in:saves |
| Status |
closed:yes duplicate:no migrated:no wiki:no |
| Types |
is:question is:answer |
| Exclude |
-[tag] -apples |
| For more details on advanced search visit our help page | |
Results tagged with pr.probability
Search options not deleted
user 19603
Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.
2
votes
probability of IID sum being positive
I think this is false without the second moment assumption. Construct $X_n$ of the form
$$ X_n = -1+\sum_{k\ge 1} Y_n^k, $$
where $Y_n^k\ge 0$, $E[Y_n^k]=2^{-k}$, $P(Y_n^k>0)=\epsilon_k$ and $(Y_n^{k+ …
3
votes
If $\mathcal{F}_t$ is separable why is $\mathcal{F}_\infty$ generated by a random variable?
Yes, you can define separable by saying that it means "generated by a countable collection of (real) random variables", and you can always assume that all these variables take values in $[0,1]$. Then …
1
vote
Accepted
What does it mean to say "almost always" ?
I see some contradiction in your hypotheses: since the $A_j$'s are disjoint and have non empty interiors, the union should be at most countable (there can't exist more $A_j$'s than the cardinal of the …
6
votes
Accepted
Conditional Probabilities - The Mad Kings' Draft
Let us formalize the story in the following way: Let $U_1,U_2,U_3,U_4$ be 4 independent random variables, uniformly distributed on $[0,1]$ (the possibly drafted citizens), and let $M$ be an independen …
4
votes
De Finetti's theorem, the pointwise ergodic theorem, and reverse martingales
It was recently pointed out by Bill Johnson in a comment to a question concerning "Fully exchangeable random sequences" that if an infinite sequence of random variables is exchangeable, then it is "fu …