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...s boundary that contains all ''N'' points. Wendel's theorem says that the probability is<ref>{{citation |last = Wendel|first = James G.|title = A Problem in Geometric Probability|journal = Math. Scand.|volume = 11|year = 1962|pages = 109–111|url = http:/ ...

...ty measure that minimises the [[entropy]] difference between the objective probability measure, <math>P</math>, and the risk-neutral measure, <math>Q</math>. In [ ..., which minimises the variance of the equivalent [[martingale (probability theory)|martingale]]. For certain situations, the resultant measure <math>Q</math> ...

...om <math display="inline">\operatorname{Pr}[F]</math> to the [[conditional probability]] <math>\operatorname{Pr}[F\, |\, E]</math>. For a [[Discrete probability distribution|discrete probability space]], <math display="inline">\operatorname{Pr}[F\, |\, E] = \frac{\opera ...

...hastic process]] surpasses a given value in a fixed time period. It is the probability<ref name="adler">{{Cite book | first1=Robert J. |last1= Adler |first2= Jona ...>{{Cite journal | last1 = Yang | first1 = J. -N. | title = First-excursion probability in non-stationary random vibration | doi = 10.1016/0022-460X(73)90059-X | j ...

...y theory]], the '''Chung–Erdős inequality''' provides a lower bound on the probability that one out of many (possibly dependent) events occurs. The lower bound is ...n above by Petrov (in,<ref>{{Cite book|title=Limit theorems of probability theory : sequences of independent random variables|last=Petrov|first=Valentin Vlad ...

{{Short description|Continuous probability distribution}} ..._''i''. A hyper-Erlang distributed random variable ''X'' has a [[probability density function]] given by ...

...sk]] (a no-[[arbitrage]] condition).<ref>{{cite journal|title=What is... a Free Lunch?|first1=Freddy|last1=Delbaen|first2=Walter|last2=Schachermayer|journa ...there exists an <math>\mathbb{R}^d</math>-valued [[martingale (probability theory)|martingale]] ''M'' and an ''M''-[[Ito integral|integrable]] [[predictable ...

...ty theory]], '''Ville's inequality''' provides an [[upper bound]] on the [[probability]] that a [[supermartingale]] exceeds a certain value. The [[inequality (mat | title=Probability Theory and Examples ...

In the mathematical theory of probability, '''Blumenthal's [[zero–one law]]''',<ref>{{Citation | zbl = 0084.13602| doi-access = free ...

...limiting behavior of distribution’s [[Characteristic function (probability theory)|characteristic function]]. ...8248|doi-access=free}}</ref> if its [[Characteristic function (probability theory)|characteristic function]] satisfies ...

...ith probability <math>1-p</math>). Determining the [[capacity (information theory)|capacity]] of the deletion channel is an open problem.<ref>{{citation | journal = Probability Surveys ...

...gebras) is played by the notion of a [[free product]] of (non-commutative) probability spaces. ...ree central limit theorem; notions of [[free convolution]]; existence of [[free stochastic calculus]] and so on. ...

...ttp://repository.tue.nl/548705|hdl=10419/152505|s2cid=56001186 |hdl-access=free}}</ref> that is, the inverse of the [[cumulative probability distribution function]] for ''q''. ...

...[probability distribution]] ''P'' admits (in the convolution semi-group of probability distributions) a factorization where ''P''₁ is a probability distribution without any [[indecomposable distribution|indecomposable]] fac ...

...50| doi-access = free }}</ref> Overshoots play a central role in [[renewal theory]].<ref name="spouge" /> ...g distributions | doi = 10.1016/j.spl.2007.02.013 | journal = Statistics & Probability Letters | volume = 77 | issue = 14 | pages = 1486–1489 | year = 2007 | pmid ...

{{Short description|Set of probability measures}} ...poli.usp.br/p/fabio.cozman/Research/CredalSetsTutorial/Nutshell/index.html Theory of Sets of Probabilities (and related models) in a Nutshell] {{webarchive|u ...

...e=23|number=4|pages=1355 - 1376|date=2013|doi=10.1214/12-AAP872|doi-access=free|arxiv=1108.0945}}</ref> ...mathcal{F_t}\},P)</math> be a [[Filtration (probability theory)|filtered]] probability space, where the filtration satisfies the [[usual conditions]] and <math>T\ ...

where ''P''(A) is the probability that a linear order extending the partial order <math>\prec</math> has the ...he condition that <math>x\prec y</math>. In the language of [[conditional probability]], ...

{{Short description|Result in measure theory}} ...\, d\mu</math>.<ref name=Williams>{{cite book|author=David Williams|title=Probability with Martingales|url=https://archive.org/details/probabilitywithm00will_764 ...

{{ about|the theorem in Markov probability theory|the theorem in electrical engineering|Foster's reactance theorem}} ...ear = 1953| last1 = Foster | first1 = F. G.| jstor = 2236286| doi-access = free}}</ref> is used to draw conclusions about the positive recurrence of [[Mark ...