<p>Quoting <a href="https://stats.stackexchange.com/help/on-topic">our help page</a>:</p>

<blockquote>
  <p>CrossValidated is for statisticians, data miners, and anyone else
  doing data analysis or interested in it as a discipline. If you have a
  question about</p>
  
  <ul>
  <li>statistical analysis, applied or theoretical</li>
  <li>designing experiments</li>
  <li>collecting data</li>
  <li>data mining</li>
  <li>machine learning</li>
  <li>visualizing data</li>
  <li><strong>probability theory</strong></li>
  <li>mathematical statistics</li>
  <li>statistical and data-driven computing</li>
  </ul>
</blockquote>

<p>So questions on probability theory are perfectly on topic in here, but there <em>is</em> overlap with the Math page and you can find many good questions and answers on probability theory up there. My impression is that usually you can expect more concise "mathy" answers ("prove that") on Math page and longer, more descriptive answers ("explain why") on CrossValidated.</p>
