I LOVE PROBA

Solving problems sparks understanding

Stirling
Asymptotic expansions of n!: from Stirling to Gosper and beyond
Bell
Combinatorics: number of onto mappings, Stirling numbers and Bell numbers
Boole
Combinatorics: classical questions around the cardinal of random sets
Mobius
Probability and arithmetics: the probability to draw coprime numbers
Bernoulli
The geometric distribution and how it can help to park your car
Pascal
The problem of points: Pascal, Fermat and the Chevalier de Méré
Polya
A short promenade into the world of random walks: around Polya's theorem
Borel
Borel-Cantelli's lemmas: theoretical and practical applications
Skorokhod
Almost sure convergence vs. convergence in probability: some niceties
de la Vallée Poussin
Uniform integrability: main theorems and a result by de la Vallée Poussin
Slutsky
Convergence in distribution: from portmanteau to Slutsky and beyond
Dynkin
Dynkin's pi-lambda theorem and Kolmogorov's zero-one law
Poisson
From weak to strong: around the law of large numbers
Kolmogorov
Series of random variables: Kolmogorov's three-series theorem
Moivre
A simple CLT: de Moivre-Laplace theorem. Application to statistics
Lévy
The characteristic function: injectivity, Lévy's continuity theorem, and the CLT
Gauss
Gaussian vectors, Cochran's theorem, and applications to statistics
Laplace
The coupon collector's problem: from moments to asymptotic analysis
Fourier
The characteristic function: regularity and moments
Hamburger
A short introduction to the moment problem
Kalman
Kalman filtering: Bayesian approach and optimization approach