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