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Derangement Probability with Envelopes

Hard · Probability & Statistics · Quant Trader interview question · probability, asymptotics, derangement, limits

You are working as a quantitative analyst and encounter the following problem: Imagine you have $N$ distinct letters and $N$ corresponding addressed envelopes. You randomly place each letter into an envelope. As $N$ approaches infinity, what is the probability that none of the letters are placed in the correct envelope?