Johannes L's user avatar
Johannes L's user avatar
Johannes L's user avatar
Johannes L
  • Member for 12 years, 4 months
  • Last seen more than 3 years ago
7 votes
1 answer
3k views

Conditional Expectation of function of two RVs, one measurable, one independent

6 votes
5 answers
1k views

Does convergence on finite intervals imply uniform convergence?

4 votes
0 answers
465 views

Uniform convergence of piecewise linear interpolations

4 votes
2 answers
851 views

Does "continuous + only at countable many points not differentiable (with bounded derivative)" imply Lipschitz-continuity?

4 votes
3 answers
2k views

Is f(X+Y), X independent if X,Y are?

3 votes
1 answer
314 views

Measurability question for martingale (Is $S(X_i, Z_i)- E(S(X_i,Z_i) \mid \mathcal{F}_i)$ $\mathcal{F}_i=\{X_1, \dots, X_i \}$-measurable?)

3 votes
1 answer
134 views

(How) follows P(X=0)=0 if E(1/X) finite?

3 votes
2 answers
579 views

Detail in Conditional expectation on more than one random variable

3 votes
1 answer
1k views

Why $X$ independent from $(Y,Z)$ implies that $E(XY^{-1} | Z)= E(X) E(Y^{-1}|Z)$?

2 votes
1 answer
406 views

Bound for multi-index sum

2 votes
1 answer
297 views

Short argument/reference for uniform continuity of piecewise linear interpolation

2 votes
1 answer
1k views

Finiteness of conditional expectation if expectation is finite

2 votes
1 answer
407 views

How to understand conditional expectation on "current iterate" (as conditioned on a random variable? or on certain sets?)

2 votes
1 answer
2k views

Rule with independent random variables and conditional expectations

2 votes
1 answer
175 views

Vanishing of Expecation and conditional expectation (on RV) is really equivalent (E(X)=0 <=> E(X|Y)=0)?

2 votes
3 answers
2k views

How to show Martingale property for sum of $S_k-E(S_k)$-summands where $S_k$ is a function of two RV's

1 vote
1 answer
1k views

General versions of (Second part of) Fundamental Theorem of Calculus

1 vote
3 answers
419 views

Independence Details for 3 random variables

1 vote
1 answer
215 views

Strange expression for kind of independence

1 vote
1 answer
820 views

Is the norm of a martingale a martingale?

0 votes
1 answer
273 views

Combinatorics for multi-index set, how many elements does $\{ X^j : |j|=3, j_l \neq 0\}$ have?