Tom

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random-variables

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Probability Theory by Klenke theorem 15.9. That a finite measure is characterized by its characteristic function.

Oct 31, 2022

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Weak convergence is defined in terms of $C_{b}$ functions, but for $\mathbb{R}^{d}$ why is it sufficient to show convergence for $C_{c}$ functions?

Dec 14, 2022

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Confused about the Tower Property of expectations

Sep 1

2

$X$ is $\sigma(Y_{1}, ..., Y_{n})$-measurable iff $X = H(Y_{1}, ..., Y_{n})$ for some $H$ measurable

Dec 1, 2022

1

LHS is convergent iff RHS is convergent. Why? Achim Klenke Probability theorem 6.7

Nov 12, 2022

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Do measurable maps preserve uncorrelated random variables?

Nov 2, 2022

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Existence of partial derivatives implies existence of the derivative under this condition?

Jan 13

0

Given convexity, $\lim_{\|x\| \xrightarrow{} \infty} f(x) = \infty$ is equivalent to $\liminf_{\|x\|\xrightarrow{} \infty} \frac{f(x)}{\|x\|} > 0$?

Apr 28

0

tower property applied to expectations conditioned on an event; definition of the latter

Oct 3

0

LHS is convergent iff RHS is convergent. Why? Achim Klenke Probability theorem 6.7

Nov 12, 2022

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