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Methods Used

Mostly standard tools from an intro probability course:

  • conditioning on first event
  • simple recurrence relations
  • linearity of expectation
  • indicator variables
  • total probability and Bayes’ rule
  • small Markov chains (finite state, no measure theory)
  • basic counting with complements

Nothing here uses advanced machinery (no measure theory, no martingales, no generating functions). Curated subset; I solved more than I wrote up because writing clean derivations takes longer than computing the answers.

What This Is Not

  • not research
  • not contest-level problem solving
  • not an attempt at general n asymptotics
  • not a tutorial or teaching resource
  • not automated or AI-generated notes

It’s just a record of me learning the subject in a structured way.

Why Simulations?

Because when the algebra is straightforward, the only real failure mode is being wrong with confidence. A 20-line Monte Carlo script is a cheap way to avoid that. It also matches how people working with stochastic systems often sanity-check ideas before chasing a closed form.

Environment

  • Python 3.10+
  • No dependencies outside the standard library
  • Tested on macOS

License

MIT — use/modify without asking.

About

Short probability & EV writeups with small Monte Carlo sanity checks

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