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Questions designed to generate a "big list" of certain results, examples, conjectures, etc. via many individual answers, each contributing one or a few instances. Such a question should typically be in Community Wiki mode (CW); after asking, please, flag for moderators attention requesting the question to be made CW.
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What are the big problems in probability theory?
Most branches of mathematics have big, sexy famous open problems. Number theory has the Riemann hypothesis and the Langlands program, among many others. Geometry had the Poincaré conjecture for a long …