New posts in Probability Theory

Extremal distribution of random variable that averages to a given value

Can a martingale converge in $L^1$ but not almost surely?

Prove that for independent random variables $X_i$, we have $f_i(X_i)$ are independent.

Two cowboys A and B decide to solve a dispute with a duel.

What does the limit of the characteristic function $\varphi(x)\xrightarrow{\lvert x\rvert\rightarrow \infty} 0$ tell us about $\mu(\{a\})$?

A wrong corollary of Kolmogorov's $0-1$ Law

True random number set

Necessary and sufficient condition for convergence of series

Generated Sigma Algebras

Issues with von Mises axioms of probability