24 September 2023

On Probability Theory (1975-1999)

"The theory of probability is the only mathematical tool available to help map the unknown and the uncontrollable. It is fortunate that this tool, while tricky, is extraordinarily powerful and convenient." (Benoit Mandelbrot, "The Fractal Geometry of Nature", 1977)

"Every branch of mathematics has its combinatorial aspects […] There is combinatorial arithmetic, combinatorial topology, combinatorial logic, combinatorial set theory-even combinatorial linguistics, as we shall see in the section on word play. Combinatorics is particularly important in probability theory where it is essential to enumerate all possible combinations of things before a probability formula can be found." (Martin Gardner, "Aha! Insight", 1978)

"The ‘eyes of the mind’ must be able to see in the phase space of mechanics, in the space of elementary events of probability theory, in the curved four-dimensional space-time of general relativity, in the complex infinite dimensional projective space of quantum theory. To comprehend what is visible to the ‘actual eyes’, we must understand that it is only the projection of an infinite dimensional world on the retina." (Yuri I Manin, "Mathematics and Physics", 1981)

"Scientific theories must tell us both what is true in nature, and how we are to explain it. I shall argue that these are entirely different functions and should be kept distinct. […] Scientific theories are thought to explain by dint of the descriptions they give of reality. […] The covering-law model supposes that all we need to know are the laws of nature - and a little logic, perhaps a little probability theory - and then we know which factors can explain which others." (Nancy Cartwright, "How the Laws of Physics Lie", 1983)

"Increasingly [...] the application of mathematics to the real world involves discrete mathematics... the nature of the discrete is often most clearly revealed through the continuous models of both calculus and probability. Without continuous mathematics, the study of discrete mathematics soon becomes trivial and very limited. [...] The two topics, discrete and continuous mathematics, are both ill served by being rigidly separated." (Richard W Hamming, "Methods of Mathematics Applied to Calculus, Probability, and Statistics", 1985)

"Independence is the central concept of probability theory and few would believe today that understanding what it meant was ever a problem." (Mark Kac, "Enigmas Of Chance", 1985)

"Probability and statistics are now so obviously necessary tools for understanding many diverse things that we must not ignore them even for the average student." (Richard W Hamming, "Methods of Mathematics Applied to Calculus, Probability, and Statistics", 1985)

"Phenomena having uncertain individual outcomes but a regular pattern of outcomes in many repetitions are called random. 'Random' is not a synonym for 'haphazard' but a description of a kind of order different from the deterministic one that is popularly associated with science and mathematics. Probability is the branch of mathematics that describes randomness." (David S Moore, "Uncertainty", 1990)

"Every field of knowledge has its subject matter and its methods, along with a style for handling them. The field of Probability has a great deal of the Art component in it-not only is the subject matter rather different from that of other fields, but at present the techniques are not well organized into systematic methods. As a result each problem has to be "looked at in the right way" to make it easy to solve. Thus in probability theory there is a great deal of art in setting up the model, in solving the problem, and in applying the results back to the real world actions that will follow." (Richard W Hamming, "The Art of Probability for Scientists and Engineers", 1991)

"Probability is too important to be left to the experts. […] The experts, by their very expert training and practice, often miss the obvious and distort reality seriously. [...] The desire of the experts to publish and gain credit in the eyes of their peers has distorted the development of probability theory from the needs of the average user. The comparatively late rise of the theory of probability shows how hard it is to grasp, and the many paradoxes show clearly that we, as humans, lack a well-grounded intuition in the matter. Neither the intuition of the man in the street, nor the sophisticated results of the experts provides a safe basis for important actions in the world we live in." (Richard W Hamming, "The Art of Probability for Scientists and Engineers", 1991)

"Probability theory has a right and a left hand. On the right is the rigorous foundational work using the tools of measure theory. The left hand 'thinks probabilistically', reduces problems to gambling situations, coin-tossing, motions of a physical particle." (Leo Breiman, "Probability", 1992)

"Probability theory is an ideal tool for formalizing uncertainty in situations where class frequencies are known or where evidence is based on outcomes of a sufficiently long series of independent random experiments. Possibility theory, on the other hand, is ideal for formalizing incomplete information expressed in terms of fuzzy propositions." (George Klir, "Fuzzy sets and fuzzy logic", 1995)

"Probability theory is a serious instrument for forecasting, but the devil, as they say, is in the details - in the quality of information that forms the basis of probability estimates." (Peter L Bernstein, "Against the Gods: The Remarkable Story of Risk", 1996)

"The theory of probability can define the probabilities at the gaming casino or in a lottery - there is no need to spin the roulette wheel or count the lottery tickets to estimate the nature of the outcome - but in real life relevant information is essential. And the bother is that we never have all the information we would like. Nature has established patterns, but only for the most part. Theory, which abstracts from nature, is kinder: we either have the information we need or else we have no need for information." (Peter L Bernstein, "Against the Gods: The Remarkable Story of Risk", 1996)

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