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Nor Me
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I don't know what the odds are, but I do have a tentative formula for the cost of stealing tech. That's because it's possible to find out where a civ is in tech using it even if it's several techs ahead or you're plaing PBEM. That's potentially useful to me more often than actually stealing tech. A quick disclaimer: this formula has been tested on about 3 different situations and is likely at least slightly false.
For comparison, the cost in beakers of researching a tech that no-one else has is:
cost*tech rate/cost factor
All 3 values can be found in the editor under edit rules, cost under civilization advance, tech rate under world sizes and cost factor under difficulty level. When other civs know the tech, it will be cheaper see, say, this thread on CFC.
From what I've seen, the cost of stealing tech immediately is something like:
x+n*tech rate/cost factor
where n is the number of techs that the target civ has.
I don't know exactly what x depends on but it's small and the cost of investigating the capital city is x+10*capital city size so it can easily be calculated. I suspect capital distance is the main factor.
The cost of stealing a tech carefully is 50% more than immediately and safely is twice as much.
Even in the modern age, the expected cost of stealing tech is likely to be slightly more than researching it. For example, imagine trying to steal Fission from a civ with that as it's only modern age tech:
As I said above, I'm not sure what the odds are but I think they are close to 1/4,1/2 and 3/4 for immediately, carefully and safely stealing tech respectively. Assuming those values, the expected cost of stealing tech would be close to4*n*(tech rate/cost factor.)
By my count, there are 66 pre-modern era techs. In the latest conquest patch radio is removed from the industrial age but is given to all civs at the start so this is the same. So the expected cost of stealing fission is just more than 264*(tech rate/cost factor).
By comparison, cost of researching fission if no civ knows it is 280*(tech rate/cost factor). Of course, at least one civ has to know it or you can't steal it. With 8 players, for each civ that knows an advance, it's reaserch cost drops by 1/14 of the original cost. Even if the targeted civ is the only civ to have Fission, the research cost would be 260*(tech rate/cost facor).
Many of the modern era techs are similarly close with reasonable assumptions of what other techs a civ might know. Before the modern era, stealing is unlikely to be so competitive. The odds I've pulled out of a hat may be on the optimistic side by my experience. In the modern era, stealing will be better than buying from a civ with a monopoly on a tech but it's likely that researching it will be slightly cheaper.
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Nor Me
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I've just found this thread on CFC: Rate of success of technology stealing, results of a basic test
That seems to have the numbers you are looking for.
As usual, there is at least one error of basic arithmetic in the calculation I gave above. With the odds in th linked thread, the expected cost of stealing a tech is closer to 3*n*(tech rate/cost factor) for a non-communist goverment with a spy.
So stealing Fission in the example gives an expected cost of 198*(tech rate/cost factor). So it might be worth it to steal even if 3 out of 8 civs knew it! Multiple civs having it gives you an option of stealing from another civ within a few turns if the first time failed.
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Nor Me
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CFC's forums appear to be down. The link worked when I posted it.
EDIT: It worked 30 seconds later, including from the link.
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