• Template:Probability-stub

A

• Adversarial queueing network

B

• Bartlett's theorem
• Beneš method
• Bennett's inequality
• Bhatia–Davis inequality
• Boolean model (probability theory)
• Branching random walk
• Brownian meander

C

• Carathéodory's criterion
• Chernoff's distribution
• Chung–Erdős inequality
• Combinant
• Conditional variance
• Consensus–expectations gap
• Continuum structure function
• Covariance operator
• Credal network
• Credal set

D

• Decomposition method (queueing theory)
• Decoupling (probability)
• Diffusion process
• Disorder problem
• Distortion function

E

• Elementary event
• Excursion probability
• Exotic probability
• Extinction probability

F

• Fleming–Viot process
• Flow-equivalent server method
• Fluid limit
• Foster's theorem

G

• Gaussian random field
• Glivenko's theorem (probability theory)

H

• H-derivative
• Heyde theorem
• Hoeffding's lemma

I

• Idempotent measure
• Ignatov's theorem
• Increasing process
• Information projection

J

• Jessen–Wintner theorem
• Jump process

K

• Kazamaki's condition
• Krichevsky–Trofimov estimator

L

• Life-time of correlation
• Log-Laplace distribution
• Lorden's inequality
• Loss network

M

• Markov additive process
• Markov information source
• Markov reward model
• Markov–Krein theorem
• Martingale difference sequence
• Matrix geometric method
• Matrix-exponential distribution
• Maximal ergodic theorem
• Mean dependence
• Mixture (probability)

O

• Offered load

P

• Palm calculus
• Pitman–Yor process
• Popoviciu's inequality on variances
• Postselection
• Progressively measurable process

Q

• Quasi-birth–death process

R

• Rational arrival process
• Retrial queue
• Reversed compound agent theorem
• Rice's formula
• Ross's conjecture

S

• Sanov's theorem
• Sigma-martingale
• Singular distribution
• Skorokhod problem
• Slepian's lemma
• Smoothness (probability theory)
• Spectral expansion solution
• Spitzer's formula
• Stability postulate
• Stationary sequence
• Stochastic equicontinuity
• Subexponential distribution (light-tailed)
• Superprocess

T

• Tail dependence
• Talagrand's concentration inequality
• Telescoping Markov chain
• Total variation distance of probability measures
• Transition-rate matrix
• Tree diagram (probability theory)

V

• Ville's inequality

W

• Wald's martingale
• Wiener equation