Martingale in probability and Statistics
3720
Supermartingale with constant Expectation is a martingale
90666
Finding an example of a discrete-time strict local martingale.
49877
Expected value and indicator random variable
115146
Problem with almost sure converges random variable with Bernoulli distribution.
63580
Convergence in distribution, probability, and 2nd mean
61758
Limit question on independent random variables (Exercise 4.2.4 from Grimmett and Stirzaker)
75030
Law of large numbers for non-identically distributed Bernoulli random variables
106430
Law of large numbers for Brownian Motion (Direct proof using L2-convergence)
98067
A generalization of the Law of Iterated Expectations
136078
Uniform integrability of a backward submartingale
42366
Prove $\mathbb{P}(\sup_{t \geq 0} M_t > x \mid \mathcal{F}_0)= 1 \wedge \frac{M_0}{x}$ for a martingale $(M_t)_{t \geq 0}$
158244
Understanding Bayesian Predictive Distributions
73588
Probability mass function of the sample mean
49475
Expected Value of Local Maxima and Local Minima
131287
Algorithm for determining random events
11732
Is continuous L2 bounded local martingale a true martingale?
72917
From distribution function to probability measure