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Results tagged with pr.probability
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user 75483
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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answer
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Unit probability subset of image of a measurable set
Let $(\Omega,\Sigma,P)$ be a probability space and $A\in \Sigma$ be such that
$P(A) = 1$. Let $X:\Omega \to \mathbb{R}^n$ be a $\Sigma$-measurable map and $\Lambda_X (B) = P(X \in B)~\forall B \in \ma …
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