Use this tag only if your question is about the modern theoretical footing for probability, for example probability spaces, random variables, law of large numbers, and central limit theorems. Use [tag:probability] instead for specific problems and explicit computations. Use ...
From Williams' Probability w/ Martingales: Re (iii), why do we need square integrability? I mean, why is integrability not good enough? Based on an answer in my previous question, I think ...