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Generating samples from certain regions of a Gaussian distribution

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#probability #probability-theory #statistics #random-variables #monte-carlo
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Variance of a sum of IID random variables.

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#probability #random-variables #independence #variance
133
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Variance of the inter arrival-time for a combined deterministic process

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#statistics #probability-distributions #random-variables #variance
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Random complex eigenvalues and averages of traces

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#probability #statistics #random-variables #random-matrices
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Find the density function of $Z=X+Y$ when $X$ and $Y$ are standard normal

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#probability #random-variables #convolution
224
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Random graph giant component and diameter, **for small $n$**

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#probability #graph-theory #random-variables #random-graphs
75
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Independent Transformations of the same random variable

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#probability #random-variables
322
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Expected Value of Minimum of Exponential and Uniform Variables

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#probability #integration #definite-integrals #random-variables #expectation
21
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Minimum of random and constant scaled with random variable

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#random-variables #maxima-minima
64
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If a max()-function is applied to a random variable, what is the functional form of the resulting new random variable?

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#probability #random-variables
517
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Calculate distributions from random vector

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#probability-distributions #random-variables #normal-distribution
325
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Expectation of a stopping time

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#probability #random-variables #expectation #stopping-times
294
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Proof for $\lim_{k \to \infty} P (|X| > k) = 0$ for a random variable X.

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#probability #random-variables
1.6k
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Distributing expectation over a quadratic function

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#linear-algebra #probability #statistics #random-variables #expectation
327
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Intuition behind scaling random variable

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#probability-distributions #random-variables

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