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 Mar 20 revised The tail of a random variable with finite second moment added 204 characters in body Dec 7 revised Finding the extremal point of a function latex and punctuations Dec 4 revised Convergence in distribution sequence max fix notations Nov 23 revised Probability of an sequence of independent random 2-dimensional vectors Typos and clarify the question. Nov 23 revised Probability of a independent sequence of random variables some typos Jul 12 revised The variational formulation of entropy edited body May 16 revised If the sum of two independent random variables is in $L^2$, is it true that both of them are in $L^1$? deleted 148 characters in body May 13 revised If the sum of two independent random variables is in $L^2$, is it true that both of them are in $L^1$? added 148 characters in body May 5 revised Simple probability problem? typos Aug 1 revised Sum of positive i.i.d. random variables. added 8 characters in body Jun 19 revised Is it possible to have $\mathbb E S_n \to \infty$ but $\inf S_n = -\infty$ a.s.? added 5 characters in body Jun 14 revised $X,Y$ i.i.d., $X$ and $(X+Y)/\sqrt{2}$ have the same dist., then show that $X$ has a normal distribution deleted 2 characters in body Jun 13 revised Convergence to exponential function. added 39 characters in body May 30 revised Difference between $P(Y \ge y)$ and $P(Y > y)$. typo Feb 25 revised Martingale and bounded stopping time added 73 characters in body Feb 21 revised Proving existence of limit by Martingale. added 660 characters in body Feb 14 revised Superharmonic function and super martingale. edited title Feb 8 revised Question about sigma-algebra generated by a random variable added 3 characters in body Nov 13 revised How expected value is related to density function? added 1 characters in body Jun 24 revised Spanning tree of a strongly connected directed graph. added 59 characters in body; edited title