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Results tagged with pr.probability
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user 90516
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
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1
answer
249
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Fell topology versus vague topology for representing random sets
I'm trying to better understand the consequences of representing a random set as a
Random element in the space of locally finite closed sets under the Borel sigma algebra generated by the Fell topo …
- 321
3
votes
2
answers
212
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Moving a result from the unconditional to the conditional
I'm generally wary when lifting a result stated unconditionally to a situation where I'm conditioning on a random variable. Consider the following classical result in weak convergence:
Theorem. Let …
- 321
3
votes
0
answers
831
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Total variation, Wasserstein, and Prokhorov metrics on countably infinite discrete spaces
Total variation, Wasserstein, and Prokhorov generate the same topology on the space of probability measures on a finite and discrete space.
I'm curious about a countably infinite space. When do th …
- 321
1
vote
Probability theory without deductive closure
If you model a human brain as a stochastic reasoning device, you can posit uncertainty as to whether the mechanism of the brain has, at some point in time, reached some logical conclusion and stored i …
- 321
1
vote
0
answers
87
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Convergence of an rcll process along a random subsequence
I have a process $X_s$, for $s \ge 0$, taking values in a Polish space $T$ with an rcll version where I have shown, for every nonrandom increasing sequence $s_n$, that $X_{s_n} \to c$ in probability, …
- 321