I roll a fair die and sequentially sum the numbers the die shows. What are the odds the summation will hit exactly 100?
More generally, what are the odds of hitting an exact target number t while summing the results of numbers sequentially drawn uniformly from a set S.
I have experimentally tested this and the result is (warning - spoilers ahead):
1 over the expectation of the drawn numbers. In the case of the fair die 1/((1+2+3+4+5+6)/6) = 6/21 = 2/7
However I do not have a strong intuition, let alone a formal proof, why this is the case.
I'll be happy to get your thoughts!
The generating function $$H(x)=\sum\limits_{n=0}^\infty h_nx^n,$$ where $h_0=1$ and, for every $n\geqslant1$, $h_n$ is the probability to hit exactly $n$, solves the identity $$H(x)=1+P(x)H(x),\qquad P(x)=\frac16(x+x^2+\cdots+x^6),$$ hence $$H(x)=\frac1{1-P(x)}.$$ The limit of $h_n$ when $n\to\infty$ is $$\ell=\lim_{x\to1}(1-x)H(x)=\frac1{P'(1)},$$ that is, $$\ell=\frac6{1+2+\cdots+6}=\frac27.$$ This extends to every "die" producing any collection of numbers in any biased or unbiased way. If the "die" produces a random positive integer number $\xi$, the limit of $h_n$ becomes $$\ell=\frac1{E(\xi)}.$$ Assuming the limit $\ell$ exists, this can be understood intuitively as follows: by the law of large numbers, the sum of $n$ draws is about $k=nE(\xi)$ hence, after $n$ draws, $n$ large, one has hit $n$ values from roughly $k$. If each value has a chance roughly $\ell$ to be hit, one can expect that $\ell\approx n/k$, QED. Obvious counterexamples are when $\xi$ is, say, always a multiple of $3$, and these are essentially the only cases since $\ell$ exists if and only if the greatest common divisor of the support of $\xi$ is $1$.
Edit: To estimate the difference $h_n-\ell$ in the usual case, note that $$1-P(x)=(1-x)(1+x/a)(1-x/u)(1-x/\bar u)(1-x/v)(1-x/\bar v),$$ for some $a$ real positive and some complex numbers $u$ and $v$ with nonzero imaginary parts, hence $$H(x)=\frac{\ell}{1-x}+\frac{b}{1+x/a}+\frac{r}{1-x/u}+\frac{\bar r}{1-x/\bar u}+\frac{s}{1-x/v}+\frac{\bar s}{1-x/\bar v},$$ for some real number $b$ and some complex numbers $r$ and $s$ defined as $$b=-\frac1{aP'(-a)},\qquad r=\frac1{uP'(u)},\qquad s=\frac1{vP'(v)}.$$ Thus, for every $n$, $$h_n=\ell+b(-1)^na^{-n}+2\Re\left(r u^{-n}+s v^{-n}\right).$$ Numerically, $a\approx1.49$, and $|u|$ and $|v|$ are approximately $1.46$ and $1.37$, hence all this yields finally $$|h_n-\ell|=O(\kappa^{-n}),\qquad\kappa\approx1.37.$$ For $n=100$, $\kappa^{-n}\approx2\cdot10^{-14}$ hence one expects that $h_n$ coincides with $\ell$ at up to $13$ or $14$ decimal places.