1. ## Re: basic probability

Guys,

what does a "comma" mean in Probability ? for example, if have a formula like P(X_n=n , X_{n-1}=n-1, X_{n-2}=n-2), where P donates probability, X_{n}, X_{n-1} and X_{n-2} are all random variables. Is the comma equal to the sign "and" in set theory?

Also, how can I show the distribution of max_{0<s<t} W_t is same as the one of |W_t|? Here W_t is a brownian motion.

Thanks
Ron

2. In the usage you have demonstrated, it simply separates items in a list.

3. the comma is an and as in intersection

P(X=2,Y=3) is the probability that X=2 AND Y=3.