The following is intuitive: if $p(n)$ is the probability of "rolling $n$ as the cumulative sum of arbitrarily many fair dice" then $p(n)\approx p(m)$ for $m$ and $n$ sufficiently large. This is proven in an answer here but I have a few questions:
- What exactly has been proven? In other words, how can I formulate this probability more precisely?
- How can we see that the above claim is true without explicitly computing the distribution? It seems like this should follow from some sort of law of large numbers or result about the limiting distribution of the sum of i.i.d. random variables, but I can't see it.
- Is there a way to see easily, i.e. without too much computation, that the limiting probability has to be the inverse of the expectation of one roll?