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Obviously probability is discussed often on CrossValidated, as it's a solid foundation of both frequentest and Bayesian statistics.

However, when someone wants to ask a question concerned with more advanced probability theory, concerning filtrations/measures/stochastic calculus etc, should it be posted on math stackexchange instead?

At what point is a question concerning probability abstract enough that it is more appropriate on the math stackexchange instead of crossvalidated?

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    $\begingroup$ It would be interesting to ask about basic probability, too, because there are lots of basic probability questions in both site (in MathematicsSE 49k questions tagged "probability" and 12k tagged "statistics", which seem like a duplication of sites). The same answer to this question could be valid for basic and advanced probability. $\endgroup$ – Pere Jul 13 '17 at 21:26
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    $\begingroup$ If there's absolutely no relationship of the question to reality, then I'd consider math SE. $\endgroup$ – Aksakal Jul 21 '17 at 15:49
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    $\begingroup$ I always think measure theory belongs on mathSE. Stochastic calculus could be either, in my view. The nice thing about statsSE is that all these sorts of questions are much closer to the core than at mathSE where probability etc is a bit of side-show to the main game. $\endgroup$ – wolfies Jul 24 '17 at 15:39
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At what point is a question concerning probability abstract enough that it is more appropriate on the math stackexchange instead of crossvalidated?

I don't think there's necessarily a point at which this occurs. Probability is on topic and theoretical questions are on topic.

Since it will almost certainly be on topic at either, it's a matter of judgement which you choose - there's no universally correct answer, but your aim is to get an answer you can use. Some questions will get a better answer here, some there; some will get similar answers either way. Indeed a number of users spend time on both sites, so they may well post identical answers to what they would have posted at the other.

So you simply pick whichever site you think will get you the best answers for what you're seeking (and if you think you picked wrong after you post, flag and ask it to be migrated).

If it's getting up around research-level, you might also consider whether mathoverflow might be the best place (but pay attention to the somewhat different way their posts are tagged than the other two sites).

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  • $\begingroup$ it's a matter of judgement which you choose ... Some questions will get a better answer here, some there //// Interesting choice of words. I would be interested if you could embellish on that... Are you suggesting that there are diifferences of style / norms between the two sites? ;) $\endgroup$ – wolfies Jul 24 '17 at 15:35
  • $\begingroup$ No, that wasn't the point at all; it's more about who is answering particular kinds of questions at each site and where their interests and expertise are focused. Of course sites will differ in style and common behavior (it would be bizarre if they did not), but I don't think it'd be appropriate to migrate an issue from another question into the comments of this one (nor do I want to comment on the original). $\endgroup$ – Glen_b Jul 24 '17 at 18:16

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