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$E(X_n)=E(X_{n-1})=\ldots=E(X_0)\nRightarrow (X_n)_n$ is Martingale

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#probability-theory #examples-counterexamples #expectation #martingales
39
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Prove inequality in first version of strong law

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#probability-theory #inequality #expectation #law-of-large-numbers
84
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Expectation of a continuous random variable with probability one at a given point.

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#probability #integration #expectation
2.5k
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Expected value of minimum of $n$ Gamma functions?

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#probability #probability-distributions #expectation #gamma-function #gamma-distribution
92
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Prove that $DX=E(D(X\mid Y))+D(E(X\mid Y))$

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#probability-theory #expectation #conditional-expectation
144
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Why is it okay to omit the limits on some definite integrals?

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#probability #soft-question #notation #expectation #independence
60
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Calculate the Expected Return in the Limit as $n \to \infty$

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#limits #probability-theory #expectation
31
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Confused about the following integral given a joint density function...

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#probability #integration #expectation
321
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Conditional expectation of an exponential RV, where conditioning is on sum of exponential RVs

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#probability #expectation #convolution
491
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Supremum of Stochastic processes

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#stochastic-processes #expectation
1.5k
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L2 norm of 2 Normally distributed variables

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#normal-distribution #normed-spaces #expectation
466
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How is integrability used in fundamental principle 'you can't beat the system'?

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#integration #probability-theory #stochastic-processes #expectation #martingales
1.6k
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convergence of expectation sum of infinite random variables

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#probability-theory #measure-theory #convergence-divergence #expectation #independence
1.1k
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Overbooking expected profit

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#probability #expectation #binomial-distribution
70
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Two ways of calculating the expectation of a random variable.

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#probability-theory #probability-distributions #expectation

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