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 Dec 28 awarded Benefactor Dec 28 accepted Recurrence for expected length of Gaussian vector Dec 21 awarded Promoter Dec 21 accepted Motivating complex structure on $\mathbb{R}^2$ Dec 21 accepted Product of two dependent Gaussian random variables Dec 19 revised Recurrence for expected length of Gaussian vector deleted 1 character in body Dec 19 asked Recurrence for expected length of Gaussian vector Dec 14 awarded Yearling Oct 23 awarded Favorite Question Apr 10 comment Product of two dependent Gaussian random variables @Did: Whoops, fixed, thank you. Apr 10 revised Product of two dependent Gaussian random variables added 73 characters in body Apr 10 asked Product of two dependent Gaussian random variables Dec 14 awarded Yearling Oct 24 awarded Citizen Patrol Aug 28 awarded Popular Question Jul 31 awarded Notable Question Jul 15 comment Expected maximum of a sequence of i.i.d. Poissons @user159813 No problem! It's a useful fact. Jul 15 comment Expected maximum of a sequence of i.i.d. Poissons @user159813 Yes. The proof is easy (and is left as an exercise at the end of the blog post you linked to). Jul 15 comment Expected maximum of a sequence of i.i.d. Poissons @user159813 For an integer-valued random variable, $\sum_{t=0}^{\infty} \mathrm{Pr}(X > t)= \mathbb E X$. Jul 15 comment Expected maximum of a sequence of i.i.d. Poissons The expectation does tend to infinity, but I'm interested in its asymptotic growth. For instance, does it grow as $\Theta(\lg n)$, $\Theta(\lg \lg n)$, etc.?