Academic Notes · Probability

Probability Theory

Notes on probability spaces, random variables, expectation, conditional expectation, independence, convergence, laws of large numbers, and central limit theorems.

Probability Theory

Notes and drafts.

This section collects foundational notes in probability theory, emphasizing concepts that recur in asymptotic statistics, stochastic modelling, machine learning theory, and decision-making under uncertainty.

Convergence Concepts in Probability

Draft note / probability theory

A short note on almost sure convergence, convergence in probability, convergence in distribution, convergence in mean, and the relationships between these modes of convergence.

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Conditional Expectation as Projection

Planned note

A conceptual note on conditional expectation, sigma-algebras, measurability, and the Hilbert-space projection interpretation.

Coming soon

Laws of Large Numbers

Planned note

A note comparing weak and strong laws of large numbers, with examples showing why averaging stabilizes random quantities.

Coming soon

Central Limit Theorems

Planned note

A note on classical central limit theorems, asymptotic normality, normalization, and their role in statistical inference.

Coming soon