26 May 2021

On Randomness XXI (Statistical Tools I)

"If you take a pack of cards as it comes from the maker and shuffle it for a few minutes, all trace of the original systematic order disappears. The order will never come back however long you shuffle. Something has been done which cannot be undone, namely, the introduction of a random element in place of the arrangement." (Sir Arthur S Eddington, "The Nature of the Physical World", 1928)

"We must emphasize that such terms as 'select at random', 'choose at random', and the like, always mean that some mechanical device, such as coins, cards, dice, or tables of random numbers, is used." (Frederick Mosteller et al, "Principles of Sampling", Journal of the American Statistical Association Vol. 49 (265), 1954)

"It is seen that continued shuffling may reasonably be expected to produce perfect 'randomness' and to eliminate all traces of the original order. It should be noted, however, that the number of operations required for this purpose is extremely large."  (William Feller, "An Introduction To Probability Theory And Its Applications", 1950)

"The urn model is to be the expression of three postulates: (1) the constancy of a probability distribution, ensured by the solidity of the vessel, (2) the random-character of the choice, ensured by the narrowness of the mouth, which is to prevent visibility of the contents and any consciously selective choice, (3) the independence of successive choices, whenever the drawn balls are put back into the urn. Of course in abstract probability and statistics the word 'choice' can be avoided and all can be done without any reference to such a model. But as soon as the abstract theory is to be applied, random choice plays an essential role." (Hans Freudenthal, "The Concept and the Role of the Model in Mathematics and Natural and Social Sciences", 1961)

"Sequences of random numbers also inevitably display certain regularities. […] The trouble is, just as no real die, coin, or roulette wheel is ever likely to be perfectly fair, no numerical recipe produces truly random numbers. The mere existence of a formula suggests some sort of predictability or pattern." (Ivars Peterson, "The Jungles of Randomness: A Mathematical Safari", 1998)

"Indeed a deterministic die behaves very much as if it has six attractors, the steady states corresponding to its six faces, all of whose basins are intertwined. For technical reasons that can't quite be true, but it is true that deterministic systems with intertwined basins are wonderful substitutes for dice; in fact they're super-dice, behaving even more ‘randomly’ - apparently - than ordinary dice. Super-dice are so chaotic that they are uncomputable. Even if you know the equations for the system perfectly, then given an initial state, you cannot calculate which attractor it will end up on. The tiniest error of approximation – and there will always be such an error - will change the answer completely." (Ian Stewart, "Does God Play Dice: The New Mathematics of Chaos", 2002)

"It's a bit like having a theory about coins that move in space, but only being able to measure their state by interrupting them with a table. We hypothesize that the coin may be able to revolve in space, a state that is neither ‘heads’ nor ‘tails’ but a kind of mixture. Our experimental proof is that when you stick a table in, you get heads half the time and tails the other half - randomly. This is by no means a perfect analogy with standard quantum theory - a revolving coin is not exactly in a superposition of heads and tails - but it captures some of the flavour." (Ian Stewart, "Does God Play Dice: The New Mathematics of Chaos", 2002)

"Randomness is a difficult notion for people to accept. When events come in clusters and streaks, people look for explanations and patterns. They refuse to believe that such patterns - which frequently occur in random data - could equally well be derived from tossing a coin. So it is in the stock market as well." (Didier Sornette, "Why Stock Markets Crash: Critical events in complex financial systems", 2003)

"[…] we would like to observe that the butterfly effect lies at the root of many events which we call random. The final result of throwing a dice depends on the position of the hand throwing it, on the air resistance, on the base that the die falls on, and on many other factors. The result appears random because we are not able to take into account all of these factors with sufficient accuracy. Even the tiniest bump on the table and the most imperceptible move of the wrist affect the position in which the die finally lands. It would be reasonable to assume that chaos lies at the root of all random phenomena." (Iwo Bialynicki-Birula & Iwona Bialynicka-Birula, "Modeling Reality: How Computers Mirror Life", 2004)

"There is no such thing as randomness. No one who could detect every force operating on a pair of dice would ever play dice games, because there would never be any doubt about the outcome. The randomness, such as it is, applies to our ignorance of the possible outcomes. It doesn’t apply to the outcomes themselves. They are 100% determined and are not random in the slightest. Scientists have become so confused by this that they now imagine that things really do happen randomly, i.e. for no reason at all." (Thomas Stark, "God Is Mathematics: The Proofs of the Eternal Existence of Mathematics", 2018)

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