All probability and statistics courses are in the math department, or done within the various scientific or engineering departments.) Theoretical statistics (also called mathematical statistics) -- e.g. what can …

4 days ago · For questions solely about the modern theoretical footing for probability, for example, probability spaces, random variables, law of large numbers, and central limit theorems. Use …

Oct 8, 2015 · A stochastic process is a colection of random variables defined on the same probability space. Please explain further what parts of this definition are escaping you.

2 days ago · For questions about probability. independence, total probability and conditional probability. For questions about the theoretical footing of probability use [tag:probability-theory].

May 1, 2011 · 6 Noel Vaillant's online Probability Tutorials are an excellent introduction to the real analysis, general topology and measure theory foundations of probability theory.

Probability theory supplements that with the multiplication rule which describes independence; and things are already looking up. But what really enriches and enlivens things is that we deal with lots of …

Apr 9, 2011 · 65 For probability theory as probability theory (rather than normed measure theory ala Kolmogorov) I'm quite partial to Jaynes's Probability Theory: The Logic of Science. It's fantastic at …

what are some good books on probabilities and measure theory? I already know basic probabalities, but I'm interested in sigma-algrebas, filtrations, stopping times etc, with possibly examples of "...

Dec 20, 2020 · It's probably worth your looking at Billingsley's Probability and Measure, the third edition of which is widely regarded as a classic in the field. I haven't looked at it myself, but two other books …

Feb 6, 2014 · I have a hard time understanding what is $\omega$ in probability theory. I understand that for a probability space $ (\Omega, A, \mathbb {P})$, A is the sigma-algebra containing all the events …