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Justin's user avatar
Justin
  • Member for 11 years, 11 months
  • Last seen more than 8 years ago
  • Houston, TX
19 votes
3 answers
18k views

Discontinuity points of a Distribution function [duplicate]

15 votes
1 answer
21k views

Proof of $E(X)=a$ when $a$ is a point of symmetry

8 votes
1 answer
1k views

Exponentials of stochastic processes and Brownian motions

8 votes
2 answers
5k views

Combinations of characteristic functions: $\alpha\phi_1+(1-\alpha)\phi_2$

7 votes
2 answers
5k views

Liminf and Limsup of a sequence of sets

7 votes
1 answer
3k views

If X is a random variable then so is |X|

7 votes
2 answers
872 views

Simple question regarding continuous functions on $\mathbb{Q}$

6 votes
2 answers
3k views

Random Variable and Simple Function Measurability

5 votes
1 answer
892 views

Combinations of i.i.d Inverse Chi-Square RVs and their characteristic functions

4 votes
1 answer
10k views

Characteristic function of a sum of Uniform random variables

4 votes
1 answer
2k views

Sigma-field of a sequence of Random Variables

4 votes
1 answer
330 views

Existence, finiteness of Lebesgue integral on $(0,\infty)$ of $f(x)=\frac{1-e^{-x}}{x}-\frac{1}{1+x}$

4 votes
1 answer
960 views

Lebesgue integral (existence and finiteness) of $\sin(1/x^2)$

4 votes
0 answers
9k views

Characteristic functions of random variables (Poisson, Gamma, etc.)

3 votes
2 answers
382 views

Lebesgue Integral, existence, improper integrals, etc.

3 votes
1 answer
233 views

Proof: $X\ge 0, r>0\Rightarrow E(X^r)=r\int_0^{\infty}x^{r-1}P(X>x)dx$

3 votes
2 answers
2k views

Self-studying preparation for finance PhD program

3 votes
0 answers
618 views

Measurable indicator function that cannot be approximated by a continuous sequence $f_n$

3 votes
3 answers
636 views

Lebesgue measure on Riemann integrable function in $\mathbb{R}^2$

3 votes
1 answer
449 views

Form of $\sigma(X_n)$ and $\sigma(X_n)$-measurability

3 votes
1 answer
2k views

Applying an inversion technique to Characteristic Functions

2 votes
1 answer
430 views

Existence/Finiteness in $\mathbb{R}^2_+$ using Fubini or Tonelli

2 votes
1 answer
485 views

Measure-theoretic view of expectation of a Bernoulli sequence

2 votes
1 answer
954 views

Dynkin's Theorem, and probability measure approximations

2 votes
2 answers
112 views

Generated $\sigma(X)$ where $\Omega \neq \mathbb{R}$

2 votes
1 answer
1k views

Existence of the Lebesgue integral using a variety of examples

2 votes
1 answer
188 views

Existence and finiteness of Lebesgue integral for: $f(x)=x^{-1}(e^{-x}-e^{-1/x})$

2 votes
1 answer
175 views

Convergence in expectation for: $X_n=\sum\limits_{k=1}^n\frac{(-1)^k}{k^2}x_k$

2 votes
1 answer
644 views

Convergence in the absence of DCT, uniform integrability, and $\limsup E(X_n)$

2 votes
2 answers
212 views

Convergence of $E(X_n)$ where $X_n=\frac nY 1_{\{Y>n\}}$ for any non-negative rv $Y$