All Questions

It is fascinating that the gambler's ruin problem which is so ubiquitous in modern probability theory (cf. the Levin-Peres text on Markov chain and Mixing Times) actually dates back to a letter from ...

I am interested in finding a comprehensive list of all noticeable random walk inequalities. ie. $S_n = \sum_{k\leq n} X_i$ for i.i.d symmetric $X_i$ I can only seem to find books/papers that list ...

I am hearing that there are some great applications of probability theory (or more general measure theory) to number theory. Could anyone recommend some good book(s) on that (or other types of ...