New posts in Probability Limit Theorems

Why are variance and expected value all we care about?

Limiting distribution of $\frac1n \sum_{k=1}^{n}|S_{k-1}|(X_k^2 - 1)$ where $X_k$ are i.i.d standard normal

PDF of distance from origin to simplex in high dimension

Variant of the Strong Law of Large Numbers

About the limit $\lim_{n \to +\infty} \frac{1}{n^2} \sum_{1 \le a,b \le n} \frac{1}{ \mathrm{gcd} (a,b)} $

Tilted sum of independent random variables

What is the rate of growth of $M_n := \max_{1 \le i \le n} U_i^{(n)}$, where $U_i^{(n)} \sim \operatorname{Uniform}[0,n]$? Is it "constant"?

$CLT$ and $LLN$ give different results

Convergence in distribution of conditional expectations

Rate of convergence in the central limit theorem (Lindeberg–Lévy)