Showing posts with label randomness. Show all posts
Showing posts with label randomness. Show all posts

15 August 2025

📊On Statistics: On Sampling (2000-2019)

"Statisticians can calculate the probability that such random samples represent the population; this is usually expressed in terms of sampling error [...]. The real problem is that few samples are random. Even when researchers know the nature of the population, it can be time-consuming and expensive to draw a random sample; all too often, it is impossible to draw a true random sample because the population cannot be defined. This is particularly true for studies of social problems. [...] The best samples are those that come as close as possible to being random." (Joel Best, "Damned Lies and Statistics: Untangling Numbers from the Media, Politicians, and Activists", 2001)

"There are two problems with sampling - one obvious, and  the other more subtle. The obvious problem is sample size. Samples tend to be much smaller than their populations. [...] Obviously, it is possible to question results based on small samples. The smaller the sample, the less confidence we have that the sample accurately reflects the population. However, large samples aren't necessarily good samples. This leads to the second issue: the representativeness of a sample is actually far more important than sample size. A good sample accurately reflects (or 'represents') the population." (Joel Best, "Damned Lies and Statistics: Untangling Numbers from the Media, Politicians, and Activists", 2001)

"First, if you already know that the population from which your sample has been taken is normally distributed (perhaps you have data for a variable that has been studied before), you can assume the distribution of sample means from this population will also be normally distributed. Second, the central limit theorem […] states that the distribution of the means of samples of about 25 or more taken from any population will be approximately normal, provided the population is not grossly non-normal (e.g. a population that is bimodal). Therefore, provided your sample size is sufficiently large you can usually do a parametric test. Finally, you can examine your sample. Although there are statistical tests for normality, many statisticians have cautioned that these tests often indicate the sample is significantly non normal even when a t-test will still give reliable results." (Steve McKillup, "Statistics Explained: An Introductory Guide for Life Scientists", 2005)

"Unfortunately, the only way to estimate the appropriate minimum sample size needed in an experiment is to know, or have good estimates of, the effect size and standard deviation of the population(s). Often the only way to estimate these is to do a pilot experiment with a sample. For most tests there are formulae that use these (sample) statistics to give the appropriate sized sample for a desired power." (Steve McKillup, "Statistics Explained: An Introductory Guide for Life Scientists", 2005)

"Traditional statistics is strong in devising ways of describing data and inferring distributional parameters from sample. Causal inference requires two additional ingredients: a science-friendly language for articulating causal knowledge, and a mathematical machinery for processing that knowledge, combining it with data and drawing new causal conclusions about a phenomenon." (Judea Pearl, "Causal inference in statistics: An overview", Statistics Surveys 3, 2009)

"Why are you testing your data for normality? For large sample sizes the normality tests often give a meaningful answer to a meaningless question (for small samples they give a meaningless answer to a meaningful question)." (Greg Snow, "R-Help", 2014)

"The closer that sample-selection procedures approach the gold standard of random selection - for which the definition is that every individual in the population has an equal chance of appearing in the sample - the more we should trust them. If we don’t know whether a sample is random, any statistical measure we conduct may be biased in some unknown way." (Richard E Nisbett, "Mindware: Tools for Smart Thinking", 2015)

"A popular misconception holds that the era of Big Data means the end of a need for sampling. In fact, the proliferation of data of varying quality and relevance reinforces the need for sampling as a tool to work efficiently with a variety of data, and minimize bias. Even in a Big Data project, predictive models are typically developed and piloted with samples." (Peter C Bruce & Andrew G Bruce, "Statistics for Data Scientists: 50 Essential Concepts", 2016)


30 September 2023

On Randomness XXVIII (Causality)

"The universal cause is one thing, a particular cause another. An effect can be haphazard with respect to the plan of the second, but not of the first. For an effect is not taken out of the scope of one particular cause save by another particular cause which prevents it, as when wood dowsed with water, will not catch fire. The first cause, however, cannot have a random effect in its own order, since all particular causes are comprehended in its causality. When an effect does escape from a system of particular causality, we speak of it as fortuitous or a chance happening […]" (Thomas Aquinas, "Summa Theologica", cca. 1266-1273)

"Perhaps randomness is not merely an adequate description for complex causes that we cannot specify. Perhaps the world really works this way, and many events are uncaused in any conventional sense of the word." (Stephen Jay Gould, "Hen's Teeth and Horse's Toes", 1983)

"Chaos demonstrates that deterministic causes can have random effects […] There's a similar surprise regarding symmetry: symmetric causes can have asymmetric effects. […] This paradox, that symmetry can get lost between cause and effect, is called symmetry-breaking. […] From the smallest scales to the largest, many of nature's patterns are a result of broken symmetry; […]" (Ian Stewart & Martin Golubitsky, "Fearful Symmetry: Is God a Geometer?", 1992)

"We use mathematics and statistics to describe the diverse realms of randomness. From these descriptions, we attempt to glean insights into the workings of chance and to search for hidden causes. With such tools in hand, we seek patterns and relationships and propose predictions that help us make sense of the world." (Ivars Peterson, "The Jungles of Randomness: A Mathematical Safari", 1998)

"Most systems in nature are inherently nonlinear and can only be described by nonlinear equations, which are difficult to solve in a closed form. Non-linear systems give rise to interesting phenomena such as chaos, complexity, emergence and self-organization. One of the characteristics of non-linear systems is that a small change in the initial conditions can give rise to complex and significant changes throughout the system. This property of a non-linear system such as the weather is known as the butterfly effect where it is purported that a butterfly flapping its wings in Japan can give rise to a tornado in Kansas. This unpredictable behaviour of nonlinear dynamical systems, i.e. its extreme sensitivity to initial conditions, seems to be random and is therefore referred to as chaos. This chaotic and seemingly random behaviour occurs for non-linear deterministic system in which effects can be linked to causes but cannot be predicted ahead of time." (Robert K Logan, "The Poetry of Physics and The Physics of Poetry", 2010)

10 July 2023

On Randomness XXIX (Networks)

"The first attempts to consider the behavior of so-called 'random neural nets' in a systematic way have led to a series of problems concerned with relations between the 'structure' and the 'function' of such nets. The 'structure' of a random net is not a clearly defined topological manifold such as could be used to describe a circuit with explicitly given connections. In a random neural net, one does not speak of 'this' neuron synapsing on 'that' one, but rather in terms of tendencies and probabilities associated with points or regions in the net." (Anatol Rapoport, "Cycle distributions in random nets", The Bulletin of Mathematical Biophysics 10(3), 1948)

"In a random network the peak of the distribution implies that the vast majority of nodes have the same number of links and that nodes deviating from the average are extremely rare. Therefore, a random network has a characteristic scale in its node connectivity, embodied by the average node and fixed by the peak of the degree distribution. In contrast, the absence of a peak in a power-law degree distribution implies that in a real network there is no such thing as a characteristic node. We see a continuous hierarchy of nodes, spanning from rare hubs to the numerous tiny nodes. The largest hub is closely fol - lowed by two or three somewhat smaller hubs, followed by dozens that are even smaller, and so on, eventually arriving at the numerous small nodes." (Albert-LászlĂł Barabási, "Linked: How Everything Is Connected to Everything Else and What It Means for Business, Science, and Everyday Life", 2002)

"Networks are not en route from a random to an ordered state. Neither are they at the edge of randomness and chaos. Rather, the scale-free topology is evidence of organizing principles acting at each stage of the network formation process." (Albert-LászlĂł Barabási, "Linked: How Everything Is Connected to Everything Else and What It Means for Business, Science, and Everyday Life", 2002)

"[…] real networks not only are connected but are well beyond the threshold of one. Random network theory tells us that as the average number of links per node increases beyond the critical one, the number of nodes left out of the giant cluster decreases exponentially. That is, the more links we add, the harder it is to find a node that remains isolated. Nature does not take risks by staying close to the threshold. It well surpasses it."  (Albert-LászlĂł Barabási, "Linked: How Everything Is Connected to Everything Else and What It Means for Business, Science, and Everyday Life", 2002)

"Regular graphs are unique in that each node has exactly the same number of links. […] Such regularity is clearly absent from random graphs. The premise of the random network model is deeply egalitarian: We place the links completely randomly; thus all nodes have the same chance of getting one […] If the network is large, despite the links' completely random placement, almost all nodes will have approximately the same number of links." (Albert-LászlĂł Barabási, "Linked: How Everything Is Connected to Everything Else and What It Means for Business, Science, and Everyday Life", 2002) 

"'There is an old debate', Erdos liked to say, 'about whether you create mathematics or just discover it. In other words, are the truths already there, even if we don't yet know them?' Erdos had a clear answer to this question: Mathematical truths are there among the list of absolute truths, and we just rediscover them. Random graph theory, so elegant and simple, seemed to him to belong to the eternal truths. Yet today we know that random networks played little role in assembling our universe. Instead, nature resorted to a few fundamental laws, which will be revealed in the coming chapters. Erdos himself created mathematical truths and an alternative view of our world by developing random graph theory." (Albert-László Barabási, "Linked: How Everything Is Connected to Everything Else and What It Means for Business, Science, and Everyday Life", 2002)

"In colloquial usage, chaos means a state of total disorder. In its technical sense, however, chaos refers to a state that only appears random, but is actually generated by nonrandom laws. As such, it occupies an unfamiliar middle ground between order and disorder. It looks erratic superficially, yet it contains cryptic patterns and is governed by rigid rules. It's predictable in the short run but unpredictable in the long run. And it never repeats itself: Its behavior is nonperiodic." (Steven Strogatz, "Sync: The Emerging Science of Spontaneous Order", 2003)

"Like regular networks, random ones are seductive idealizations. Theorists find them beguiling, not because of their verisimilitude, but because they're the easiest ones to analyze. [...] Random networks are small and poorly clustered; regular ones are big and highly clustered." (Steven Strogatz, "Sync: The Emerging Science of Spontaneous Order", 2003)

"In the telephone system a century ago, messages dispersed across the network in a pattern that mathematicians associate with randomness. But in the last decade, the flow of bits has become statistically more similar to the patterns found in self-organized systems. For one thing, the global network exhibits self-similarity, also known as a fractal pattern. We see this kind of fractal pattern in the way the jagged outline of tree branches look similar no matter whether we look at them up close or far away. Today messages disperse through the global telecommunications system in the fractal pattern of self-organization." (Kevin Kelly, "What Technology Wants", 2010)

"Although cascading failures may appear random and unpredictable, they follow reproducible laws that can be quantified and even predicted using the tools of network science. First, to avoid damaging cascades, we must understand the structure of the network on which the cascade propagates. Second, we must be able to model the dynamical processes taking place on these networks, like the flow of electricity. Finally, we need to uncover how the interplay between the network structure and dynamics affects the robustness of the whole system." (Albert-László Barabási, "Network Science", 2016)

12 December 2021

🆂David Stirzaker - Collected Quotes

"By its very nature a model cannot include all the details of the reality it seeks to represent, for then it would be just as hard to comprehend and describe as the reality we want to model. At best, our model should give a reasonable picture of some small part of reality. It has to be a simple (even crude) description; and we must always be ready to scrap or improve a model if it fails in this task of accurate depiction. That having been said, old models are often still useful." (David Stirzaker, "Probability and Random Variables: A Beginner's Guide", 1999) 

"Conversely, there are few features of life, the universe, or anything, in which chance is not in some way crucial. Nor is this merely some abstruse academic point; assessing risks and taking chances are inescapable facets of everyday existence. It is a trite maxim to say that life is a lottery; it would be more true to say that life offers a collection of lotteries that we can all, to some extent, choose to enter or avoid. And as the information at our disposal increases, it does not reduce the range of choices but in fact increases them." (David Stirzaker, "Probability and Random Variables: A Beginner's Guide", 1999)

"For several centuries that we know of, and probably for many centuries before that, flipping a coin (or rolling a die) has been the epitome of probability, the paradigm of randomness. You flip the coin (or roll the die), and nobody can accurately predict how it will fall. Nor can the most powerful computer predict correctly how it will fall, if it is flipped energetically enough. This is why cards, dice, and other gambling aids crop up so often in literature both directly and as metaphors. No doubt it is also the reason for the (perhaps excessive) popularity of gambling as entertainment. If anyone had any idea what numbers the lottery would show, or where the roulette ball will land, the whole industry would be a dead duck." (David Stirzaker, "Probability and Random Variables: A Beginner’s Guide", 1999)

"From the moment we first roll a die in a children’s board game, or pick a card (any card), we start to learn what probability is. But even as adults, it is not easy to tell what it is, in the general way." (David Stirzaker, "Probability and Random Variables: A Beginner’s Guide", 1999)

"It is difficult to make progress in any branch of mathematics without using the ideas and notation of sets and functions. Indeed it would be perverse to try to do so, since these ideas and notation are very helpful in guiding our intuition and solving problems." (David Stirzaker, "Probability and Random Variables: A Beginner’s Guide", 1999)

"Models form extraordinarily powerful and economical ways of thinking about the world. In fact they are often so good that the model is confused with reality. If you ever think about atoms, you probably imagine little billiard balls; more sophisticated readers may imagine little orbital systems of elementary particles. Of course atoms are not`really' like that; these visions are just convenient old models." (David Stirzaker, "Probability and Random Variables: A Beginner’s Guide", 1999)

"[...] the chance of a head (or a double six) is just a chance. The whole point of probability is to discuss uncertain eventualities before they occur. After this event, things are completely different. As the simplest illustration of this, note that even though we agree that if we flip a coin and roll two dice then the chance of a head is greater than the chance of a double six, nevertheless it may turn out that the coin shows a tail when the dice show a double six." (David Stirzaker, "Probability and Random Variables: A Beginner’s Guide", 1999)

"The problem is that to interpret probability as a relative frequency requires that we can repeat some game or activity as many times as we wish. Often this is clearly not the case." (David Stirzaker, "Probability and Random Variables: A Beginner’s Guide", 1999)

"The whole point of probability is to discuss uncertain eventualities before they occur. After this event, things are completely different." (David Stirzaker, "Probability and Random Variables: A Beginner’s Guide", 1999)

"[...] unlike the apparatus for choosing numbers, gamblers choose numbers for various reasons. Very few choose at random; they use birthdays, ages, patterns, and so on. However, you might suppose that for any gambler chosen at random, that choice of numbers would be evenly distributed over the possibilities." (David Stirzaker, "Probability and Random Variables: A Beginner’s Guide", 1999)

"Use of the term 'model' makes it easier to keep in mind this distinction between theory and reality. By its very nature a model cannot include all the details of the reality it seeks to represent, for then it would be just as hard to comprehend and describe as the reality we want to model. At best, our model should give a reasonable picture of some small part of reality. It has to be a simple (even crude) description; and we must always be ready to scrap or improve a model if it fails in this task of accurate depiction. That having been said, old models are often still useful. The theory of relativity supersedes the Newtonian model, but all engineers use Newtonian mechanics when building bridges or motor cars, or probing the solar system." (David Stirzaker, "Probability and Random Variables: A Beginner’s Guide", 1999)

"We cannot really have a perfectly shuffled pack of perfect cards; this ‘collection of equally likely hands’ is actually a fiction. We create the idea, and then use the rules of arithmetic to calculate the required chances. This is characteristic of all mathematics, which concerns itself only with rules defining the behaviour of entities which are themselves undefined (such as ‘numbers’ or ‘points’)." (David Stirzaker, "Probability and Random Variables: A Beginner’s Guide", 1999)

18 July 2021

On Randomness XXX (Probabilities)

"The classical theory of probability was devoted mainly to a study of the gamble's gain, which is again a random variable; in fact, every random variable can be interpreted as the gain of a real or imaginary gambler in a suitable game." (William Feller, "An Introduction To Probability Theory And Its Applications", 1950)

"To every event defined for the original random walk there corresponds an event of equal probability in the dual random walk, and in this way almost every probability relation has its dual." (William Feller, "An Introduction To Probability Theory And Its Applications", 1950)

"The epistemological value of probability theory is based on the fact that chance phenomena, considered collectively and on a grand scale, create non-random regularity." (Andrey Kolmogorov, "Limit Distributions for Sums of Independent Random Variables", 1954)

"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)

"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)

"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)

27 May 2021

On Randomness VI (Systems II)

"Systems, acting dynamically, produce (and incidentally, reproduce) their own boundaries, as structures which are complementary (necessarily so) to their motion and dynamics. They are liable, for all that, to instabilities chaos, as commonly interpreted of chaotic form, where nowadays, is remote from the random. Chaos is a peculiar situation in which the trajectories of a system, taken in the traditional sense, fail to converge as they approach their limit cycles or 'attractors' or 'equilibria'. Instead, they diverge, due to an increase, of indefinite magnitude, in amplification or gain." (Gordon Pask, "Different Kinds of Cybernetics", 1992)

"Entropy [...] is the amount of disorder or randomness present in any system. All non-living systems tend toward disorder; left alone they will eventually lose all motion and degenerate into an inert mass. When this permanent stage is reached and no events occur, maximum entropy is attained. A living system can, for a finite time, avert this unalterable process by importing energy from its environment. It is then said to create negentropy, something which is characteristic of all kinds of life." (Lars Skyttner, "General Systems Theory: Ideas and Applications", 2001)

"For the study of the topology of the interactions of a complex system it is of central importance to have proper random null models of networks, i.e., models of how a graph arises from a random process. Such models are needed for comparison with real world data. When analyzing the structure of real world networks, the null hypothesis shall always be that the link structure is due to chance alone. This null hypothesis may only be rejected if the link structure found differs significantly from an expectation value obtained from a random model. Any deviation from the random null model must be explained by non-random processes." (Jörg Reichardt, "Structure in Complex Networks", 2009)

"[...] a high degree of unpredictability is associated with erratic trajectories. This not only because they look random but mostly because infinitesimally small uncertainties on the initial state of the system grow very quickly - actually exponentially fast. In real world, this error amplification translates into our inability to predict the system behavior from the unavoidable imperfect knowledge of its initial state." (Massimo Cencini et al, "Chaos: From Simple Models to Complex Systems", 2010)

"Chaos is a phenomenon encountered in science and mathematics wherein a deterministic (rule-based) system behaves unpredictably. That is, a system which is governed by fixed, precise rules, nevertheless behaves in a way which is, for all practical purposes, unpredictable in the long run. The mathematical use of the word 'chaos' does not align well with its more common usage to indicate lawlessness or the complete absence of order. On the contrary, mathematically chaotic systems are, in a sense, perfectly ordered, despite their apparent randomness. This seems like nonsense, but it is not." (David P Feldman, "Chaos and Fractals: An Elementary Introduction", 2012)

"Systems subjected to randomness - and unpredictability - build a mechanism beyond the robust to opportunistically reinvent themselves each generation, with a continuous change of population and species." (Nassim N Taleb, "Antifragile: Things that gain from disorder", 2012)

"When some systems are stuck in a dangerous impasse, randomness and only randomness can unlock them and set them free. You can see here that absence of randomness equals guaranteed death. The idea of injecting random noise into a system to improve its functioning has been applied across fields. By a mechanism called stochastic resonance, adding random noise to the background makes you hear the sounds (say, music) with more accuracy." (Nassim N Taleb, "Antifragile: Things that gain from disorder", 2012)

"A system in which a few things interacting produce tremendously divergent behavior; deterministic chaos; it looks random but its not." (Christopher Langton)

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)

🦋On Chaos Theory: On Randomness XIX

"The chaos theory will require scientists in all fields to, develop sophisticated mathematical skills, so that they will be able to better recognize the meanings of results. Mathematics has expanded the field of fractals to help describe and explain the shapeless, asymmetrical find randomness of the natural environment." (Theoni Pappas, "More Joy of Mathematics: Exploring mathematical insights & concepts", 1991)

"Chaos demonstrates that deterministic causes can have random effects […] There's a similar surprise regarding symmetry: symmetric causes can have asymmetric effects. […] This paradox, that symmetry can get lost between cause and effect, is called symmetry-breaking. […] From the smallest scales to the largest, many of nature's patterns are a result of broken symmetry; […]" (Ian Stewart & Martin Golubitsky, "Fearful Symmetry: Is God a Geometer?", 1992)

"Systems, acting dynamically, produce (and incidentally, reproduce) their own boundaries, as structures which are complementary (necessarily so) to their motion and dynamics. They are liable, for all that, to instabilities chaos, as commonly interpreted of chaotic form, where nowadays, is remote from the random. Chaos is a peculiar situation in which the trajectories of a system, taken in the traditional sense, fail to converge as they approach their limit cycles or 'attractors' or 'equilibria'. Instead, they diverge, due to an increase, of indefinite magnitude, in amplification or gain." (Gordon Pask, "Different Kinds of Cybernetics", 1992)

"Often, we use the word random loosely to describe something that is disordered, irregular, patternless, or unpredictable. We link it with chance, probability, luck, and coincidence. However, when we examine what we mean by random in various contexts, ambiguities and uncertainties inevitably arise. Tackling the subtleties of randomness allows us to go to the root of what we can understand of the universe we inhabit and helps us to define the limits of what we can know with certainty." (Ivars Peterson, "The Jungles of Randomness: A Mathematical Safari", 1998)

"Randomness, chaos, uncertainty, and chance are all a part of our lives. They reside at the ill-defined boundaries between what we know, what we can know, and what is beyond our knowing. They make life interesting." (Ivars Peterson, "The Jungles of Randomness: A Mathematical Safari", 1998)

"There are only patterns, patterns on top of patterns, patterns that affect other patterns. Patterns hidden by patterns. Patterns within patterns. If you watch close, history does nothing but repeat itself. What we call chaos is just patterns we haven't recognized. What we call random is just patterns we can't decipher. what we can't understand we call nonsense. What we can't read we call gibberish. There is no free will. There are no variables." (Chuck Palahniuk, "Survivor", 1999)

"Heat is the energy of random chaotic motion, and entropy is the amount of hidden microscopic information." (Leonard Susskind, "The Black Hole War", 2008)

"Chaos is impatient. It's random. And above all it's selfish. It tears down everything just for the sake of change, feeding on itself in constant hunger. But Chaos can also be appealing. It tempts you to believe that nothing matters except what you want." (Rick Riordan, "The Throne of Fire", 2011)

"A system in which a few things interacting produce tremendously divergent behavior; deterministic chaos; it looks random but its not." (Chris Langton)

On Randomness XXVII (Patterns)

"To the untrained eye, randomness appears as regularity or tendency to cluster." (William Feller, "An Introduction to Probability Theory and its Applications", 1950) 

"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." (Burton G Malkiel, "A Random Walk Down Wall Street", 1989)

"Often, we use the word random loosely to describe something that is disordered, irregular, patternless, or unpredictable. We link it with chance, probability, luck, and coincidence. However, when we examine what we mean by random in various contexts, ambiguities and uncertainties inevitably arise. Tackling the subtleties of randomness allows us to go to the root of what we can understand of the universe we inhabit and helps us to define the limits of what we can know with certainty." (Ivars Peterson, "The Jungles of Randomness: A Mathematical Safari", 1998)

"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)

"There are only patterns, patterns on top of patterns, patterns that affect other patterns. Patterns hidden by patterns. Patterns within patterns. If you watch close, history does nothing but repeat itself. What we call chaos is just patterns we haven't recognized. What we call random is just patterns we can't decipher. what we can't understand we call nonsense. What we can't read we call gibberish. There is no free will. There are no variables." (Chuck Palahniuk, "Survivor", 1999)

"Why is the human need to be in control relevant to a discussion of random patterns? Because if events are random, we are not in control, and if we are in control of events, they are not random. There is therefore a fundamental clash between our need to feel we are in control and our ability to recognize randomness. That clash is one of the principal reasons we misinterpret random events."  (Leonard Mlodinow, "The Drunkard’s Walk: How Randomness Rules Our Lives", 2008)

"Randomness might be defined in terms of order - its absence, that is. […] Everything we care about lies somewhere in the middle, where pattern and randomness interlace." (James Gleick, "The Information: A History, a Theory, a Flood", 2011)

"Remember that even random coin flips can yield striking, even stunning, patterns that mean nothing at all. When someone shows you a pattern, no matter how impressive the person’s credentials, consider the possibility that the pattern is just a coincidence. Ask why, not what. No matter what the pattern, the question is: Why should we expect to find this pattern?" (Gary Smith, "Standard Deviations", 2014)

"We are hardwired to make sense of the world around us - to notice patterns and invent theories to explain these patterns. We underestimate how easily pat - terns can be created by inexplicable random events - by good luck and bad luck." (Gary Smith, "Standard Deviations", 2014)

09 May 2021

On Randomness VIII (Events II)

"Our lives today are not conducted in linear terms. They are much more quantified; a stream of random events is taking place." (James G Ballard, [Conversation with George MacBeth on Third Programme - BBC], 1967)

"Events may appear to us to be random, but this could be attributed to human ignorance about the details of the processes involved." (Brain S Everitt, "Chance Rules", 1999)

"That randomness gives rise to innovation and diversity in nature is echoed by the notion that chance is also the source of invention in the arts and everyday affairs in which naturally occurring processes are balanced between tight organization, where redundancy is paramount, and volatility, in which little order is possible. One can argue that there is a difference in kind between the unconscious, and sometimes conscious, choices made by a writer or artist in creating a string of words or musical notes and the accidental succession of events taking place in the natural world. However, it is the perception of ambiguity in a string that matters, and not the process that generated it, whether it be man-made or from nature at large." (Edward Beltrami, "What is Random?: Chaos and Order in Mathematics and Life", 1999)

"The subject of probability begins by assuming that some mechanism of uncertainty is at work giving rise to what is called randomness, but it is not necessary to distinguish between chance that occurs because of some hidden order that may exist and chance that is the result of blind lawlessness. This mechanism, figuratively speaking, churns out a succession of events, each individually unpredictable, or it conspires to produce an unforeseeable outcome each time a large ensemble of possibilities is sampled."  (Edward Beltrami, "What is Random?: Chaos and Order in Mathematics and Life", 1999)

"Random events often come like the raisins in a box of cereal - in groups, streaks, and clusters. And although Fortune is fair in potentialities, she is not fair in outcomes." (Leonard Mlodinow, "The Drunkard’s Walk: How Randomness Rules Our Lives", 2008)

"The outline of our lives, like the candles flame, is continuously coaxed in new directions by a variety of random events that, along with our responses to them, determine our fate." (Leonard Mlodinow, "The Drunkard’s Walk: How Randomness Rules Our Lives", 2008)

"Why is the human need to be in control relevant to a discussion of random patterns? Because if events are random, we are not in control, and if we are in control of events, they are not random. There is therefore a fundamental clash between our need to feel we are in control and our ability to recognize randomness. That clash is one of the principal reasons we misinterpret random events."  (Leonard Mlodinow, "The Drunkard’s Walk: How Randomness Rules Our Lives", 2008)

"Quantum physicists today are reconciled to randomness at the individual event level, but to expect causality to underlie statistical quantum phenomena is reasonable. Suppose a person shakes an ink pen such that ink spots are formed on a white wall, in what appears for all intents and purposes, randomly. Let us further suppose the random ink spots accumulate to form precise pictures of different known persons' faces every time. We will not regard the overall result to be a happenchance; we are apt to suspect there must be a 'method' to the person who is shaking the ink pen." (Ravi Gomatam) [response to Nobel Laureate Steven Weinberg's article "Einstein's Mistakes", Physics Today Vol. 59 (4), 2005]

"We are hardwired to make sense of the world around us - to notice patterns and invent theories to explain these patterns. We underestimate how easily pat - terns can be created by inexplicable random events - by good luck and bad luck." (Gary Smith, "Standard Deviations", 2014)

On Randomness XXIV (Entropy)

"Let us draw an arrow arbitrarily. If as we follow the arrow we find more and more of the random element in the world, then the arrow is pointing towards the future; if the random element decreases the arrow points towards the past. [...] I shall use the phrase 'time's arrow' to express this one-way property of time which has no analogue in space. (Arthur Eddington, "The Nature of the Physical World", 1928) 

"Emergent self-organization in multi-agent systems appears to contradict the second law of thermodynamics. This paradox has been explained in terms of a coupling between the macro level that hosts self-organization (and an apparent reduction in entropy), and the micro level (where random processes greatly increase entropy). Metaphorically, the micro level serves as an entropy 'sink', permitting overall system entropy to increase while sequestering this increase from the interactions where self-organization is desired." (H Van Dyke Parunak & Sven Brueckner, "Entropy and Self-Organization in Multi-Agent Systems", Proceedings of the International Conference on Autonomous Agents, 2001)

"Entropy [...] is the amount of disorder or randomness present in any system. All non-living systems tend toward disorder; left alone they will eventually lose all motion and degenerate into an inert mass. When this permanent stage is reached and no events occur, maximum entropy is attained. A living system can, for a finite time, avert this unalterable process by importing energy from its environment. It is then said to create negentropy, something which is characteristic of all kinds of life." (Lars Skyttner, "General Systems Theory: Ideas and Applications", 2001)

"Heat is the energy of random chaotic motion, and entropy is the amount of hidden microscopic information." (Leonard Susskind, "The Black Hole War", 2008)

"Second Law of thermodynamics is not an equality, but an inequality, asserting merely that a certain quantity referred to as the entropy of an isolated system - which is a measure of the system’s disorder, or ‘randomness’ - is greater (or at least not smaller) at later times than it was at earlier times." (Roger Penrose, "Cycles of Time: An Extraordinary New View of the Universe", 2010)

"And don’t ever make the mistake of thinking that things you didn’t intend or plan don’t matter. It’s a big, disorganised multiverse out there – an accident of stars. Almost nothing ever works out like we want it to, and when it does, there’s guaranteed to be unexpected consequences. Randomness is what separates life from entropy, but it’s also what makes it fun." (Foz Meadows, "An Accident of Stars", 2016)

"Only highly ordered and structured systems can display complex creative and unpredictable behaviour, and then only if they have the capacity to act with a degree of freedom and randomness. Systems which lack structure and organisation usually fail to produce anything much, they just tend to drift down the entropy gradient. This applies both to people and to organisations." (Peter J Carroll)

On Randomness XII (Determinism I)

"The term ‘chaos’ currently has a variety of accepted meanings, but here we shall use it to mean deterministically, or nearly deterministically, governed behavior that nevertheless looks rather random. Upon closer inspection, chaotic behavior will generally appear more systematic, but not so much so that it will repeat itself at regular intervals, as do, for example, the oceanic tides." (Edward N Lorenz, "Chaos, spontaneous climatic variations and detection of the greenhouse effect", 1991)

"The term chaos is used in a specific sense where it is an inherently random pattern of behaviour generated by fixed inputs into deterministic (that is fixed) rules (relationships). The rules take the form of non-linear feedback loops. Although the specific path followed by the behaviour so generated is random and hence unpredictable in the long-term, it always has an underlying pattern to it, a 'hidden' pattern, a global pattern or rhythm. That pattern is self-similarity, that is a constant degree of variation, consistent variability, regular irregularity, or more precisely, a constant fractal dimension. Chaos is therefore order (a pattern) within disorder (random behaviour)." (Ralph D Stacey, "The Chaos Frontier: Creative Strategic Control for Business", 1991)

"Chaos demonstrates that deterministic causes can have random effects […] There's a similar surprise regarding symmetry: symmetric causes can have asymmetric effects. […] This paradox, that symmetry can get lost between cause and effect, is called symmetry-breaking. […] From the smallest scales to the largest, many of nature's patterns are a result of broken symmetry; […]" (Ian Stewart & Martin Golubitsky, "Fearful Symmetry: Is God a Geometer?", 1992)

"Is a random outcome completely determined, and random only by virtue of our ignorance of the most minute contributing factors? Or are the contributing factors unknowable, and therefore render as random an outcome that can never be determined? Are seemingly random events merely the result of fluctuations superimposed on a determinate system, masking its predictability, or is there some disorderliness built into the system itself?” (Deborah J Bennett, "Randomness", 1998)

"[...] an apparently random universe could be obeying every whim of a deterministic deity who chooses how the dice roll; a universe that has obeyed perfect mathematical laws for the last ten billion years could suddenly start to play truly random dice. So the distinction is about how we model the system, and what point of view seems most useful, rather than about any inherent feature of the system itself." (Ian Stewart, "Does God Play Dice: The New Mathematics of Chaos", 2002)

"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)

"The chance events due to deterministic chaos, on the other hand, occur even within a closed system determined by immutable laws. Our most cherished examples of chance - dice, roulette, coin-tossing – seem closer to chaos than to the whims of outside events. So, in this revised sense, dice are a good metaphor for chance after all. It's just that we've refined our concept of randomness. Indeed, the deterministic but possibly chaotic stripes of phase space may be the true source of probability." (Ian Stewart, "Does God Play Dice: The New Mathematics of Chaos", 2002)

"It should also be noted that the novel information generated by interactions in complex systems limits their predictability. Without randomness, complexity implies a particular non-determinism characterized by computational irreducibility. In other words, complex phenomena cannot be known a priori." (Carlos Gershenson, "Complexity", 2011)

"Just by looking at accelerating complexification of the Universe of which we are an integral part, we can conclude that we are not subjected to a random walk of evolution, nor are we subjected to a deterministic script of Nature, the truth lies somewhere in between – we are part of teleological evolution." (Alex M Vikoulov, "The Syntellect Hypothesis: Five Paradigms of the Mind's Evolution", 2019)

"A system in which a few things interacting produce tremendously divergent behavior; deterministic chaos; it looks random but its not." (Chris Langton)

On Randomness XXVI (Universe)

"Random chance was not a sufficient explanation of the Universe - in fact, random chance was not sufficient to explain random chance; the pot could not hold itself." (Robert A Heinlein, "Stranger in a Strange Land", 1961)

"The line between inner and outer landscapes is breaking down. Earthquakes can result from seismic upheavals within the human mind. The whole random universe of the industrial age is breaking down into cryptic fragments." (William S Burroughs, [preface] 1972)

"There is no reason to assume that the universe has the slightest interest in intelligence -  or even in life. Both may be random accidental by-products of its operations like the beautiful patterns on a butterfly's wings. The insect would fly just as well without them […]" (Arthur C Clarke, "The Lost Worlds of 2001", 1972)

"It is tempting to wonder if our present universe, large as it is and complex though it seems, might not be merely the result of a very slight random increase in order over a very small portion of an unbelievably colossal universe which is virtually entirely in heat-death." (Isaac Asimov, 1976)

"Perhaps randomness is not merely an adequate description for complex causes that we cannot specify. Perhaps the world really works this way, and many events are uncaused in any conventional sense of the word." (Stephen J Gould, "Hen's Teeth and Horse's Toes", 1983)

"The world of science lives fairly comfortably with paradox. We know that light is a wave and also that light is a particle. The discoveries made in the infinitely small world of particle physics indicate randomness and chance, and I do not find it any more difficult to live with the paradox of a universe of randomness and chance and a universe of pattern and purpose than I do with light as a wave and light as a particle. Living with contradiction is nothing new to the human being." (Madeline L'Engle, "Two-Part Invention: The Story of a Marriage", 1988)

"Intriguingly, the mathematics of randomness, chaos, and order also furnishes what may be a vital escape from absolute certainty - an opportunity to exercise free will in a deterministic universe. Indeed, in the interplay of order and disorder that makes life interesting, we appear perpetually poised in a state of enticingly precarious perplexity. The universe is neither so crazy that we can’t understand it at all nor so predictable that there’s nothing left for us to discover." (Ivars Peterson, "The Jungles of Randomness: A Mathematical Safari", 1997)

"Often, we use the word random loosely to describe something that is disordered, irregular, patternless, or unpredictable. We link it with chance, probability, luck, and coincidence. However, when we examine what we mean by random in various contexts, ambiguities and uncertainties inevitably arise. Tackling the subtleties of randomness allows us to go to the root of what we can understand of the universe we inhabit and helps us to define the limits of what we can know with certainty." (Ivars Peterson, "The Jungles of Randomness: A Mathematical Safari", 1998)

"The first view of randomness is of clutter bred by complicated entanglements. Even though we know there are rules, the outcome is uncertain. Lotteries and card games are generally perceived to belong to this category. More troublesome is that nature's design itself is known imperfectly, and worse, the rules may be hidden from us, and therefore we cannot specify a cause or discern any pattern of order. When, for instance, an outcome takes place as the confluence of totally unrelated events, it may appear to be so surprising and bizarre that we say that it is due to blind chance." (Edward Beltrami. "What is Random?: Chance and Order in Mathematics and Life", 1999)

"The tissue of the world is built from necessities and randomness; the intellect of men places itself between both and can control them; it considers the necessity and the reason of its existence; it knows how randomness can be managed, controlled, and used." (Johann Wolfgang von Goethe)

08 May 2021

📊On Statistics: On Randomness XI

"The postulate of randomness thus resolves itself into the question, 'of what population is this a random sample?' which must frequently be asked by every practical statistician." (Ronald Fisher, "On the Mathematical Foundation of Theoretical Statistics", Philosophical Transactions of the Royal Society of London Vol. A222, 1922)

"The definition of random in terms of a physical operation is notoriously without effect on the mathematical operations of statistical theory because so far as these mathematical operations are concerned random is purely and simply an undefined term." (Walter A Shewhart & W. Edwards "Deming, Statistical Method from the Viewpoint of Quality Control", 1939)

"The purely random sample is the only kind that can be examined with entire confidence by means of statistical theory, but there is one thing wrong with it. It is so difficult and expensive to obtain for many uses that sheer cost eliminates it." (Harold Hotelling, "How to Lie with Statistics", 1954)

"The point is that every experiment involves an error, the magnitude of which is not known beforehand and it varies from one experiment to another. For this reason, no matter what finite number of experiments have been carried out, the arithmetic mean of the values obtained will contain an error. Of course, if the experiments are conducted under identical conditions and the errors are random errors, then the error of the mean will diminish as the number of experiments is increased, but it cannot be reduced to zero for a finite number of experiments. […] The choice of entities for an experiment must be perfectly random, so that even an apparently inessential cause could not lead to erroneous conclusions." (Yakov Khurgin, "Did You Say Mathematics?", 1974)

"Statistics has been likened to a telescope. The latter enables one to see further and to make clear objects which were diminished or obscured by distance. The former enables one to discern structure and relationships which were distorted by other factors or obscured by random variation." (David J Hand, "The Role of Statistics in Psychiatry", Psychological Medicine Vol. 15, 1985)

"We will use the convenient expression 'chosen at random' to mean that the probabilities of the events in the sample space are all the same unless some modifying words are near to the words 'at random'. Usually we will compute the probability of the outcome based on the uniform probability model since that is very common in modeling simple situations. However, a uniform distribution does not imply that it comes from a random source; […]" (Richard W Hamming, "The Art of Probability for Scientists and Engineers", 1991)

"If you perceive the world as some place where things happen at random - random events over which you have sometimes very little control, sometimes fairly good control, but still random events - well, one has to be able to have some idea of how these things behave. […] People who are not used to statistics tend to see things in data - there are random fluctuations which can sometimes delude them - so you have to understand what can happen randomly and try to control whatever can be controlled. You have to expect that you are not going to get a clean-cut answer. So how do you interpret what you get? You do it by statistics." (Lucien LeCam, [interview] 1988)

"When looking at the end result of any statistical analysis, one must be very cautious not to over interpret the data. Care must be taken to know the size of the sample, and to be certain the method for gathering information is consistent with other samples gathered. […] No one should ever base conclusions without knowing the size of the sample and how random a sample it was. But all too often such data is not mentioned when the statistics are given - perhaps it is overlooked or even intentionally omitted." (Theoni Pappas, "More Joy of Mathematics: Exploring mathematical insights & concepts", 1994)

"We use mathematics and statistics to describe the diverse realms of randomness. From these descriptions, we attempt to glean insights into the workings of chance and to search for hidden causes. With such tools in hand, we seek patterns and relationships and propose predictions that help us make sense of the world." (Ivars Peterson, "The Jungles of Randomness: A Mathematical Safari", 1998)

"[In statistics] you have the fact that the concepts are not very clean. The idea of probability, of randomness, is not a clean mathematical idea. You cannot produce random numbers mathematically. They can only be produced by things like tossing dice or spinning a roulette wheel. With a formula, any formula, the number you get would be predictable and therefore not random. So as a statistician you have to rely on some conception of a world where things happen in some way at random, a conception which mathematicians don’t have." (Lucien LeCam, [interview] 1988)

"[...] in the statistical world, what we see and measure around us can be considered as the sum of a systematic mathematical idealized form plus some random contribution that cannot yet be explained. This is the classic idea of the signal and the noise." (David Spiegelhalter, "The Art of Statistics: Learning from Data", 2019)

"Too little attention is given to the need for statistical control, or to put it more pertinently, since statistical control (randomness) is so rarely found, too little attention is given to the interpretation of data that arise from conditions not in statistical control." (William E Deming)

On Randomness XVIII (Chance)

"The most important application of the theory of probability is to what we may call 'chance-like' or 'random' events, or occurrences. These seem to be characterized by a peculiar kind of incalculability which makes one disposed to believe - after many unsuccessful attempts - that all known rational methods of prediction must fail in their case. We have, as it were, the feeling that not a scientist but only a prophet could predict them. And yet, it is just this incalculability that makes us conclude that the calculus of probability can be applied to these events." (Karl R Popper, "The Logic of Scientific Discovery", 1934)

"The epistemological value of probability theory is based on the fact that chance phenomena, considered collectively and on a grand scale, create non-random regularity." (Andrey Kolmogorov, "Limit Distributions for Sums of Independent Random Variables", 1954)

"Random chance was not a sufficient explanation of the Universe - in fact, random chance was not sufficient to explain random chance; the pot could not hold itself." (Robert A Heinlein, "Stranger in a Strange Land", 1961)

“The world of science lives fairly comfortably with paradox. We know that light is a wave and also that light is a particle. The discoveries made in the infinitely small world of particle physics indicate randomness and chance, and I do not find it any more difficult to live with the paradox of a universe of randomness and chance and a universe of pattern and purpose than I do with light as a wave and light as a particle. Living with contradiction is nothing new to the human being.” (Madeline L'Engle, “Two-Part Invention: The Story of a Marriage”, 1988)

"Often, we use the word random loosely to describe something that is disordered, irregular, patternless, or unpredictable. We link it with chance, probability, luck, and coincidence. However, when we examine what we mean by random in various contexts, ambiguities and uncertainties inevitably arise. Tackling the subtleties of randomness allows us to go to the root of what we can understand of the universe we inhabit and helps us to define the limits of what we can know with certainty." (Ivars Peterson, "The Jungles of Randomness: A Mathematical Safari", 1998)

"Randomness, chaos, uncertainty, and chance are all a part of our lives. They reside at the ill-defined boundaries between what we know, what we can know, and what is beyond our knowing. They make life interesting." (Ivars Peterson, "The Jungles of Randomness: A Mathematical Safari", 1998)

"We use mathematics and statistics to describe the diverse realms of randomness. From these descriptions, we attempt to glean insights into the workings of chance and to search for hidden causes. With such tools in hand, we seek patterns and relationships and propose predictions that help us make sense of the world." (Ivars Peterson, "The Jungles of Randomness: A Mathematical Safari", 1998)

"The subject of probability begins by assuming that some mechanism of uncertainty is at work giving rise to what is called randomness, but it is not necessary to distinguish between chance that occurs because of some hidden order that may exist and chance that is the result of blind lawlessness. This mechanism, figuratively speaking, churns out a succession of events, each individually unpredictable, or it conspires to produce an unforeseeable outcome each time a large ensemble of possibilities is sampled."  (Edward Beltrami, "Chaos and Order in Mathematics and Life", 1999)

"Regression toward the mean. That is, in any series of random events an extraordinary event is most likely to be followed, due purely to chance, by a more ordinary one." (Leonard Mlodinow, "The Drunkard’s Walk: How Randomness Rules Our Lives", 2008)

"No matter what the laws of chance might tell us, we search for patterns among random events wherever they might occur - not only in the stock market but even in interpreting sporting phenomena." (Burton G Malkiel, "A Random Walk Down Wall Street: The Time-Tested Strategy For Successful Investing", 2011)

30 April 2021

📊On Statistics: Statistical Tools - Cards

"In short, absolute, so-called mathematical factors never find a firm basis in military calculations. From the very start there is an interplay of possibilities, probabilities, good luck and bad that weaves its way throughout the length and breadth of the tapestry. In the whole range the human activities war most closely resembles a game of cards." (Carl von Clausewitz, "On War", 1832)

"The law of large numbers is noted in events which are attributed to pure chance since we do not know their causes or because they are too complicated. Thus, games, in which the circumstances determining the occurrence of a certain card or certain number of points on a die infinitely vary, can not be subjected to any calculus. If the series of trials is continued for a long time, the different outcomes nevertheless appear in constant ratios. Then, if calculations according to the rules of a game are possible, the respective probabilities of eventual outcomes conform to the known Jakob Bernoulli theorem. However, in most problems of contingency a prior determination of chances of the various events is impossible and, on the contrary, they are calculated from the observed result." (SimĂ©on-Denis Poisson, "Researches into the Probabilities of Judgements in Criminal and Civil Cases", 1837)

"As an instrument for selecting at random, I have found nothing superior to dice. It is most tedious to shuffle cards thoroughly be- tween each successive draw, and the method of mixing and stirring up marked balls in a bag is more tedious still. A teetotum or some form of roulette is preferable to these, but dice are better than all. When they are shaken and tossed in a basket, they hurtle so variously against one another and against the ribs of the basket-work that they tumble wildly about, and their positions at the outset afford no perceptible clue to what they will be after even a single good shake and toss." (Francis Galton, Nature vol. 42, 1890) 

"Scientific facts accumulate rapidly, and give rise to theories with almost equal rapidity. These theories are often wonderfully enticing, and one is apt to pass from one to another, from theory to theory, without taking care to establish each before passing on to the next, without assuring oneself that the foundation on which one is building is secure. Then comes the crash; the last theory breaks down utterly, and on attempting to retrace our steps to firm ground and start anew, we may find too late that one of the cards, possibly at the very foundation of the pagoda, is either faultily placed or in itself defective, and that this blemish easily remedied if detected in time has, neglected, caused the collapse of the whole structure on whose erection so much skill and perseverance have been spent." (Arthur M Marshall, 1894)

"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)

"It seems hard to sneak a look at God's cards. But that He plays dice and uses 'telepathic' methods [...] is something that I cannot believe for a single moment." (Albert Einstein, [Letter to Cornel Lanczos] 1942)

"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)

"A thorough understanding of game theory, should dim these greedy hopes. Knowledge of game theory does not make one a better card player, businessman or military strategist." (Anatol Rapoport, "The Use and Misuse of Game Theory," 1962)

"Life is like a game of cards. The hand that is dealt you represents determinism. The way you play it is free will." (Jawaharlal Nehru, Saturday Review, 1967)

"There may be such a thing as habitual luck. People who are said to be lucky at cards probably have certain hidden talents for those games in which skill plays a role. It is like hidden parameters in physics, this ability that does not surface and that I like to call 'habitual luck'." (Stanislaw Ulam, "Adventures of a Mathematician", 1976)

"Gambling was the place where statistics and profound human consequences met most nakedly, after all, and cards, even more than dice or the numbers on a roulette wheel, seemed able to define and perhaps even dictate a player's... luck." (Tim Powers, "Last Call", 1992)

"An example, which, like tossing a coin, is intimately associated with games of chance, is the shuffling of a deck of cards. […] the process is not completely random, if by what happens next we mean the outcome of the next single riffle, since one riffle cannot change any given order of the cards in the deck to any other given order. In particular, a single riffle cannot completely reverse the order of the cards, although a sufficient number of successive riffles, of course, can produce any order." (Edward N Lorenz, "The Essence of Chaos", 1993)

"Whether we shuffle cards or roll dice, chance is only a result of our human lack of deftness: we don't have enough control to immobilize a die at will or to individually direct the cards in a deck. The comparison is an important one nonetheless, and highlights the limits of this method of creating chance - it doesn't matter who rolls the dice, but we wouldn't let just anyone shuffle the cards." (Ivar Ekeland, "The Broken Dice, and Other Mathematical Tales of Chance", 1993)

"For several centuries that we know of, and probably for many centuries before that, flipping a coin (or rolling a die) has been the epitome of probability, the paradigm of randomness. You flip the coin (or roll the die), and nobody can accurately predict how it will fall. Nor can the most powerful computer predict correctly how it will fall, if it is flipped energetically enough. This is why cards, dice, and other gambling aids crop up so often in literature both directly and as metaphors. No doubt it is also the reason for the (perhaps excessive) popularity of gambling as entertainment. If anyone had any idea what numbers the lottery would show, or where the roulette ball will land, the whole industry would be a dead duck." (David Stirzaker, "Probability and Random Variables: A Beginner’s Guide", 1999)

"We cannot really have a perfectly shuffled pack of perfect cards; this ‘collection of equally likely hands’ is actually a fiction. We create the idea, and then use the rules of arithmetic to calculate the required chances. This is characteristic of all mathematics, which concerns itself only with rules defining the behaviour of entities which are themselves undefined (such as ‘numbers’ or ‘points’)." (David Stirzaker, "Probability and Random Variables: A Beginner’s Guide", 1999)

"To look at the development of physics since Newton is to observe a struggle to define the limits of science. Part of this process has been the intrusion of scientific methods and ideas into domains that have traditionally been the province of metaphysics or religion. In this conflict, Hawking’s phrase ‘to know the Mind of God’ is just one example of a border infringement. But by playing the God card, Hawking has cleverly fanned the flames of his own publicity, appealing directly to the popular allure of the scientist-as-priest." (Peter Coles, "Hawking and the Mind of God", 2000)

"In contrast, the system may be a pack of cards, and the dynamic may be to shuffle the pack and then take the top card. Imagine that the current top card is the ace of spades, and that after shuffling the pack the top card becomes the seven of diamonds. Does that imply that whenever the top card is the ace of spades then the next top card will always be the seven of diamonds? Of course not. So this system is random."(Ian Stewart, "Does God Play Dice: The New Mathematics of Chaos", 2002)

"In modelling terms, the difference between randomness and determinacy is clear enough. The randomness in the pack of cards arises from our failure to prescribe unique rules for getting from the current state to the next one. There are lots of different ways to shuffle a pack. The determinism of the cannonball is a combination of two things: fully prescribed rules of behaviour, and fully defined initial conditions. Notice that in both systems we are thinking on a very short timescale: it is the next state that matters - or, if time is flowing continuously, it is the state a tiny instant into the future. We don't need to consider long-term behaviour to distinguish randomness from determinacy."(Ian Stewart, "Does God Play Dice: The New Mathematics of Chaos", 2002)

"The randomness of the card-shuffle is of course caused by our lack of knowledge of the precise procedure used to shuffle the cards. But that is outside the chosen system, so in our practical sense it is not admissible. If we were to change the system to include information about the shuffling rule – for example, that it is given by some particular computer code for pseudo-random numbers, starting with a given ‘seed value’ – then the system would look deterministic. Two computers of the same make running the same ‘random shuffle’ program would actually produce the identical sequence of top cards."(Ian Stewart, "Does God Play Dice: The New Mathematics of Chaos", 2002)

"Players must accept the cards dealt to them. However, once they have those cards in hand, they alone choose how they will play them. They decide what risks and actions to take." (John C Maxwell, "The Difference Maker: Making Your Attitude Your Greatest Asset", 2006)

"It's a game of a million inferences. There are a lot of things to draw inferences from - cards played and not played. These inferences tell you something about the probabilities. It's got to be the best intellectual exercise out there. You're seeing through new situations every ten minutes. Bridge is about weighing gain/loss ratios. You're doing calculations all the time." (Warren Buffett)

"The card-player begins by arranging his hand for maximum sense. Scientists do the same with the facts they gather." (Isaac Asimov)

📊On Statistics: On Statistical Tools - Coins

"Equiprobability in the physical world is purely a hypothesis. We may exercise the greatest care and the most accurate of scientific instruments to determine whether or not a penny is symmetrical. Even if we are satisfied that it is, and that our evidence on that point is conclusive, our knowledge, or rather our ignorance, about the vast number of other causes which affect the fall of the penny is so abysmal that the fact of the penny’s symmetry is a mere detail. Thus, the statement 'head and tail are equiprobable' is at best an assumption." (Edward Kasner & James R Newman, "Mathematics and the Imagination", 1940)

"The mathematical concept of chance, or probability, must not be confused with the psychological notion of likelihood. If a coin upon being tossed six times in succession has come up 'heads' each of the six times, we may be impelled to feel that upon the seventh toss it is 'more likely' to turn 'tails' in view of the six previous heads; but this is only an emotional reaction and not a mathematical probability. Mathematically [...] on any single throw, the chances are even for heads or tails, irrespective of what the previous trials may have been. In the long run, the greater the number of trials, the more nearly equal will become the number of heads and tails." (William L Schaaf, "Mathematics For Everyday Use", 1942)

"A misunderstanding of Bernoulli’s theorem is responsible for one of the commonest fallacies in the estimation of probabilities, the fallacy of the maturity of chances. When a coin has come down heads twice in succession, gamblers sometimes say that it is more likely to come down tails next time because ‘by the law of averages’ (whatever that may mean) the proportion of tails must be brought right some time." (William Kneale, "Probability and Induction", 1949)

"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)

"And nobody can get [...] far without at least an acquaintance with the mathematics of probability, not to the extent of making its calculations and filling examination papers with typical equations, but enough to know when they can be trusted, and when they are cooked. For when their imaginary numbers correspond to exact quantities of hard coins unalterably stamped with heads and tails, they are safe within certain limits; for here we have solid certainty [...] but when the calculation is one of no constant and several very capricious variables, guesswork, personal bias, and pecuniary interests, come in so strong that those who began by ignorantly imagining that statistics cannot lie end by imagining equally ignorantly, that they never do anything else." (George B Shaw, "The World of Mathematics", 1956)

"[...] there can be such a thing as a simple probabilistic system. For example, consider the tossing of a penny. Here is a perfectly simple system, but one which is notoriously unpredictable. It maybe described in terms of a binary decision process, with a built-in even probability between the two possible outcomes." (Stafford Beer, "Cybernetics and Management", 1959)

"The shrewd guess, the fertile hypothesis, the courageous leap to a tentative conclusion - these are the most valuable coin of the thinker at work." (Jerome S Bruner, "The Process of Education", 1960)

"No Chancellor of the Exchequer could introduce his proposals for monetary and fiscal policy in the House of Commons by saying 'I have looked at all the forecasts, some go one way, some another; so I decided to toss a coin and assume inflationary tendencies if it came down heads and deflationary if it came down tails' [...] And statistics, however uncertain, can apparently provide some basis." (Ely Devons, "Essays in Economics", 1961)

"The equanimity of your average tosser of coins depends upon a law, or rather a tendency, or let us say a probability, or at any rate a mathematically calculable chance, which ensures that he will not upset himself by losing too much nor upset his opponent by winning too often." (Tom Stoppard, "Rosencrantz and Guildenstern Are Dead", 1967)

"A significant property of the value function, called loss aversion, is that the response to losses is more extreme than the response to gains. The common reluctance to accept a fair bet on the toss of a coin suggests that the displeasure of losing a sum of money exceeds the pleasure of winning the same amount. Thus the proposed value function is (i) defined on gains and losses, (ii) generally concave for gains and convex for losses, and (iii) steeper for losses than for gains." (Amos Tversky & Daniel Kahneman, "Rational Choice and the Framing of Decisions", The Journal of Business Vol. 59 (4), 1986)

"Here is the result of the horseshoe analysis that I found on that Copacabana beach. Consider all the points which, under the horseshoe mapping, stay in the square, i.e., don't drift out of our field of vision. These 'visual motions' correspond precisely to the set of all coin-flipping experiments! This discovery demonstrates the occurrence of unpredictability in fully non-linear motion and gives a mechanism of how determinism produces uncertainty."(Steven Smale, "What is chaos?", 1990)

"The laws of chance, with good reason, have traditionally been expressed in terms of flipping a coin. Guessing whether heads or tails is the outcome of a coin toss is the paradigm of pure chance. On the other hand it is a deterministic process that governs the whole motion of a real coin, and hence the result, heads or tails, depends only on very subtle factors of the initiation of the toss. This is 'sensitive dependence on initial conditions'." (Steven Smale, "What is chaos?", 1990)

"Flip a coin 100 times. Assume that 99 heads are obtained. If you ask a statistician, the response is likely to be: 'It is a biased coin'. But if you ask a probabilist, he may say: 'Wooow, what a rare event'." (Chamont Wang, "Sense and Nonsense of Statistical Inference", 1993)

"The coin is an example of complete randomness. It is the sort of randomness that one commonly has in mind when thinking of random numbers, or deciding to use a random-number generator." (Edward N Lorenz, "The Essence of Chaos", 1993)

"Losing streaks and winning streaks occur frequently in games of chance, as they do in real life. Gamblers respond to these events in asymmetric fashion: they appeal to the law of averages to bring losing streaks to a speedy end. And they appeal to that same law of averages to suspend itself so that winning streaks will go on and on. The law of averages hears neither appeal. The last sequence of throws of the dice conveys absolutely no information about what the next throw will bring. Cards, coins, dice, and roulette wheels have no memory." (Peter L Bernstein, "Against the Gods: The Remarkable Story of Risk", 1996)

"The dice and the roulette wheel, along with the stock market and the bond market, are natural laboratories for the study of risk because they lend themselves so readily to quantification; their language is the language of numbers." (Peter L Bernstein, "Against the Gods: The Remarkable Story of Risk", 1996)

"However, random walk theory also tells us that the chance that the balance never returns to zero - that is, that H stays in the lead for ever - is 0. This is the sense in which the 'law of averages' is true. If you wait long enough, then almost surely the numbers of heads and tails will even out. But this fact carries no implications about improving your chances of winning, if you're betting on whether H or T turns up. The probabilities are unchanged, and you don't know how long the 'long run' is going to be. Usually it is very long indeed." (Ian Stewart, The Magical Maze: Seeing the world through mathematical eyes", 1997)

"In everyday language, a fair coin is called random, but not a coin that shows head more often than tail. A coin that keeps a memory of its own record of heads and tails is viewed as even less random. This mental picture is present in the term random walk, especially as used in finance." (Benoit B Mandelbrot, "Fractals and Scaling in Finance: Discontinuity, concentration, risk", 1997)

"The basis of many misconceptions about probability is a belief in something usually referred to as 'the law of averages', which alleges that any unevenness in random events gets ironed out in the long run. For example, if a tossed coin keeps coming up heads, then it is widely believed that at some stage there will be a predominance of tails to balance things out." (Ian Stewart, The Magical Maze: Seeing the world through mathematical eyes", 1997)

"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)

"For several centuries that we know of, and probably for many centuries before that, flipping a coin (or rolling a die) has been the epitome of probability, the paradigm of randomness. You flip the coin (or roll the die), and nobody can accurately predict how it will fall. Nor can the most powerful computer predict correctly how it will fall, if it is flipped energetically enough. This is why cards, dice, and other gambling aids crop up so often in literature both directly and as metaphors. No doubt it is also the reason for the (perhaps excessive) popularity of gambling as entertainment. If anyone had any idea what numbers the lottery would show, or where the roulette ball will land, the whole industry would be a dead duck." (David Stirzaker, "Probability and Random Variables: A Beginner’s Guide", 1999)

"From the moment we first roll a die in a children’s board game, or pick a card (any card), we start to learn what probability is. But even as adults, it is not easy to tell what it is, in the general way." (David Stirzaker, "Probability and Random Variables: A Beginner’s Guide", 1999)

"[...] the chance of a head (or a double six) is just a chance. The whole point of probability is to discuss uncertain eventualities before they occur. After this event, things are completely different. As the simplest illustration of this, note that even though we agree that if we flip a coin and roll two dice then the chance of a head is greater than the chance of a double six, nevertheless it may turn out that the coin shows a tail when the dice show a double six." (David Stirzaker, "Probability and Random Variables: A Beginner’s Guide", 1999)

"We cannot really have a perfectly shuffled pack of perfect cards; this ‘collection of equally likely hands’ is actually a fiction. We create the idea, and then use the rules of arithmetic to calculate the required chances. This is characteristic of all mathematics, which concerns itself only with rules defining the behaviour of entities which are themselves undefined (such as ‘numbers’ or ‘points’)." (David Stirzaker, "Probability and Random Variables: A Beginner’s Guide", 1999)

"If sinks, sources, saddles, and limit cycles are coins landing heads or tails, then the exceptions are a coin landing on edge. Yes, it might happen, in theory; but no, it doesn't, in practice." (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)

"The chance events due to deterministic chaos, on the other hand, occur even within a closed system determined by immutable laws. Our most cherished examples of chance - dice, roulette, coin-tossing – seem closer to chaos than to the whims of outside events. So, in this revised sense, dice are a good metaphor for chance after all. It's just that we've refined our concept of randomness. Indeed, the deterministic but possibly chaotic stripes of phase space may be the true source of probability." (Ian Stewart, "Does God Play Dice: The New Mathematics of Chaos", 2002)

"The possibility of translating uncertainties into risks is much more restricted in the propensity view. Propensities are properties of an object, such as the physical symmetry of a die. If a die is constructed to be perfectly symmetrical, then the probability of rolling a six is 1 in 6. The reference to a physical design, mechanism, or trait that determines the risk of an event is the essence of the propensity interpretation of probability. Note how propensity differs from the subjective interpretation: It is not sufficient that someone’s subjective probabilities about the outcomes of a die roll are coherent, that is, that they satisfy the laws of probability. What matters is the die’s design. If the design is not known, there are no probabilities." (Gerd Gigerenzer, "Calculated Risks: How to know when numbers deceive you", 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)

"Suppose that while flipping a coin, a small black hole passed by and ate the coin. As long as we got to see the coin, the probabilities of heads and tails would add to one, but the possibility of a coin disappearing altogether into a black hole would have to be included. Once the coin crosses the event horizon of the black hole, it simply does not meaningfully exist in our universe anymore. Can we simply adjust our probabilistic interpretation to accommodate this outcome? Will we ever encounter negative probabilities?" (Leon M Lederman & Christopher T Hill, "Symmetry and the Beautiful Universe", 2004)

"A bit involves both probability and an experiment that decides a binary or yes-no question. Consider flipping a coin. One bit of in-formation is what we learn from the flip of a fair coin. With an unfair or biased coin the odds are other than even because either heads or tails is more likely to appear after the flip. We learn less from flipping the biased coin because there is less surprise in the outcome on average. Shannon's bit-based concept of entropy is just the average information of the experiment. What we gain in information from the coin flip we lose in uncertainty or entropy." (Bart Kosko, "Noise", 2006)

"Random number generators do not always need to be symmetrical. This misconception of assuming equal likelihood for each outcome is fostered in a restricted learning environment, where learners see only such situations (that is, dice, coins and spinners). It is therefore very important for learners to be aware of situations where the different outcomes are not equally likely (as with the drawing-pins example)." (Alan Graham, "Developing Thinking in Statistics", 2006)

"The objectivist view is that probabilities are real aspects of the universe - propensities of objects to behave in certain ways - rather than being just descriptions of an observer’s degree of belief. For example, the fact that a fair coin comes up heads with probability 0.5 is a propensity of the coin itself. In this view, frequentist measurements are attempts to observe these propensities. Most physicists agree that quantum phenomena are objectively probabilistic, but uncertainty at the macroscopic scale - e.g., in coin tossing - usually arises from ignorance of initial conditions and does not seem consistent with the propensity view." (Stuart J Russell & Peter Norvig, "Artificial Intelligence: A Modern Approach", 2010)

"A very different - and very incorrect - argument is that successes must be balanced by failures (and failures by successes) so that things average out. Every coin flip that lands heads makes tails more likely. Every red at roulette makes black more likely. […] These beliefs are all incorrect. Good luck will certainly not continue indefinitely, but do not assume that good luck makes bad luck more likely, or vice versa." (Gary Smith, "Standard Deviations", 2014)

"Remember that even random coin flips can yield striking, even stunning, patterns that mean nothing at all. When someone shows you a pattern, no matter how impressive the person’s credentials, consider the possibility that the pattern is just a coincidence. Ask why, not what. No matter what the pattern, the question is: Why should we expect to find this pattern?" (Gary Smith, "Standard Deviations", 2014)

"We are seduced by patterns and we want explanations for these patterns. When we see a string of successes, we think that a hot hand has made success more likely. If we see a string of failures, we think a cold hand has made failure more likely. It is easy to dismiss such theories when they involve coin flips, but it is not so easy with humans. We surely have emotions and ailments that can cause our abilities to go up and down. The question is whether these fluctuations are important or trivial." (Gary Smith, "Standard Deviations", 2014)

"When statisticians, trained in math and probability theory, try to assess likely outcomes, they demand a plethora of data points. Even then, they recognize that unless it’s a very simple and controlled action such as flipping a coin, unforeseen variables can exert significant influence." (Zachary Karabell, "The Leading Indicators: A short history of the numbers that rule our world", 2014)

📊On Statistics: Statistical Tools Ich - Dices

"God's dice always have a lucky roll." (Sophocles, 5th century BC)

"[...] to repeat the same throw ten thousand times with the dice would be impossible, whereas to make it once or twice is comparatively easy." (Aristotle, "On the Heavens", cca. 350 BC)

"Four dice are cast and a Venus throw results-that is chance; but do you think it would be chance, too, if in one hundred casts you made one hundred Venus throws? It is possible for paints flung at rando mon a canvas to form the outline of a face; but do you imagine that an accidental scattering of pigments could produce the beautiful portrait of Venus of Cos? Suppose that a hog should form a letter 'A' on the ground with its snout; is that a reason for believing that it could write out Ennius's poem The Andromche?" (Marcus Tullius Cicero, cca. 44 BC)

"Is it possible, then, for any man to apprehend in advance occurrences for which no cause or reason can be assigned? What do we mean when we employ such terms as luck, fortune, accident, turn of the die, except that we are seeking to describe events which happened and came to pass in such a way that they either might not have happened and come to pass at all or might have happened and come to pass under quite different circumstances? How then can an event be anticipated and predicted which occurs fortuitously and as a result of blind chance and of the spinning of Fortune's wheel?" (Marcus Tullius Cicero, "De Divinatione", 44 BC)

"The law of large numbers is noted in events which are attributed to pure chance since we do not know their causes or because they are too complicated. Thus, games, in which the circumstances determining the occurrence of a certain card or certain number of points on a die infinitely vary, can not be subjected to any calculus. If the series of trials is continued for a long time, the different outcomes nevertheless appear in constant ratios. Then, if calculations according to the rules of a game are possible, the respective probabilities of eventual outcomes conform to the known Jakob Bernoulli theorem. However, in most problems of contingency a prior determination of chances of the various events is impossible and, on the contrary, they are calculated from the observed result." (SimĂ©on-Denis Poisson, "Researches into the Probabilities of Judgements in Criminal and Civil Cases", 1837)

"A perfect equity adjusts its balance in all parts of life. The dice of God are always loaded. The world looks like a multiplication-table, or a mathematical equation, which, turn it how you will, balances itself." (Ralph W Emerson, "Compensation", 1841)

"Without doubt, matter is unlimited in extent, and, in this sense, infinite; and the forces of Nature mould it into an innumerable number of worlds. Would it be at all astonishing if, from the universal dice-box, out of an innumberable number of throws, there should be thrown out one world infinitely perfect? Nay, does not the calculus of probabilities prove to us that one such world out of an infinite number, must be produced of necessity?" (Philippe Buchez & William B Greene, "Remarks on the Science of History: Followed by an a priori autobiography", 1849)

"As an instrument for selecting at random, I have found nothing superior to dice. It is most tedious to shuffle cards thoroughly be- tween each successive draw, and the method of mixing and stirring up marked balls in a bag is more tedious still. A teetotum or some form of roulette is preferable to these, but dice are better than all. When they are shaken and tossed in a basket, they hurtle so variously against one another and against the ribs of the basket-work that they tumble wildly about, and their positions at the outset afford no perceptible clue to what they will be after even a single good shake and toss." (Francis Galton, Nature vol. 42, 1890) 

"A throw of the dice will never abolish chance." (Stéphane Mallarmé, 1897)

"If the world may be thought of as a certain definite quantity of force and as a certain definite number of centers of force—and every other representation remains indefinite and therefore useless—it follows that, in the great dice game of existence, it must pass through calculable number of combinations. In infinite time, every possible combination would at some time or another be realized; more: it would be realized an infinite number of times. And since between every combination and its next recurrence all other possible combinations would have to take place, and each of these combination conditions of the entire sequence of combinations in the same series, a circular movement of absolutely identical series is thus demonstrated: the world as a circular movement that has already repeated itself infinitely often and plays its game in infinitum. This conception is not simply a mechanistic conception; for if it were that, it would not condition an infinite recurrence of identical cases, but a final state. Because the world has not reached this, mechanistic theory must be considered an imperfect and merely provisional hypothesis." (Friedrich Nietzsche, "The Will to Power", [notes written 1883-1888] 1901)

"Quantum mechanics is certainly imposing. But an inner voice tells me that it is not yet the real thing. The theory says a lot, but does not really bring us any closer to the secret of the "old one." I, at any rate, am convinced that He does not throw dice." (Albert Einstein, [Letter to Max Born] 1926)

"It seems hard to sneak a look at God's cards. But that He plays dice and uses 'telepathic' methods [...] is something that I cannot believe for a single moment." (Albert Einstein, [Letter to Cornel Lanczos] 1942)

"You believe in the God who plays dice, and I in complete law and order in a world that objectively exists, and which I, in a wildly speculative way, am trying to capture. [...] Even the great initial success of the quantum theory does not make me believe in the fundamental dice-game, although I am well aware that our younger colleagues interpret this as a consequence of senility. No doubt the day will come when we will see whose instinctive attitude was the correct one." (Albert Einstein, [Letter to Max Born] 1944)

"If God has made the world a perfect mechanism, He has at least conceded so much to our imperfect intellect that in order to predict little parts of it, we need not solve innumerable differential equations, but can use dice with fair success." (Max Born, "Albert Einstein: Philosopher-Scientist", 1949)

"In the game of heads and tails, if head comes up a hundred times in a row then this appears to us extraordinary, because after dividing the nearly infinite number of combinations that can arise in a hundred throws into regular sequences, or those in which we observe a rule that is easy to grasp, and into irregular sequences, the latter are incomparably more numerous." (Pierre-Simon Laplace, "A Philosophical Essay on Probability Theories", 1951)

"The picture of scientific method drafted by modern philosophy is very different from traditional conceptions. Gone is the ideal of a universe whose course follows strict rules, a predetermined cosmos that unwinds itself like an unwinding clock. Gone is the ideal of the scientist who knows the absolute truth. The happenings of nature are like rolling dice rather than like revolving stars; they are controlled by probability laws, not by causality, and the scientist resembles a gambler more than a prophet. He can tell you only his best posits - he never knows beforehand whether they will come true. He is a better gambler, though, than the man at the green table, because his statistical methods are superior. And his goal is staked higher - the goal of foretelling the rolling dice of the cosmos. If he is asked why he follows his methods, with what title he makes his predictions, he cannot answer that he has an irrefutable knowledge of the future; he can only lay his best bets. But he can prove that they are best bets, that making them is the best he can do - and if a man does his best, what else can you ask of him?" (Hans Reichenbach, "The Rise of Scientific Philosophy", 1951)

"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)

"Consideration of particle emission from black holes would seem to suggest that God not only plays dice, but also sometimes throws them where they cannot be seen." (Stephen Hawking, "The Quantum Mechanics of Black Holes", Scientific American, 1977)

"Not only does God play dice with the world - He does not let us see what He has rolled." (Stanisław Lem, "Imaginary Magnitude", 1981)

"Specialists [...] are slowly coming to the realization that the universe is biased and leans to the left. [...] Many scientists have come to believe that this odd state of affairs has somethittg to do with the weak nuclear force. It seems that the weak force tends to impart a left-handed spin to electrons, and this effect may bias some kinds of molecular synthesis to the left. [...] But scientific speculation of this ilk leads to a deeper question. Was it purely a matter of chance that left-handedness became the preferred direction in our universe, or is there some reason behind it? Did the sinister bent of existence that scientists have observed stem from a roll of the dice, or is God a semiambidextrous southpaw?" (Malcolm W Browne, 1986)

"[In statistics] you have the fact that the concepts are not very clean. The idea of probability, of randomness, is not a clean mathematical idea. You cannot produce random numbers mathematically. They can only be produced by things like tossing dice or spinning a roulette wheel. With a formula, any formula, the number you get would be predictable and therefore not random. So as a statistician you have to rely on some conception of a world where things happen in some way at random, a conception which mathematicians don’t have." (Lucien LeCam, [interview] 1988)

"Combinatorics, a sort of glorified dice-throwing." (Robert Kanigel, "The Man Who Knew Infinity: A Life of the Genius Ramanujan", 1991)

"Nature is never perfectly symmetric. Nature's circles always have tiny dents and bumps. There are always tiny fluctuations, such as the thermal vibration of molecules. These tiny imperfections load Nature's dice in favour of one or other of the set of possible effects that the mathematics of perfect symmetry considers to be equally possible." (Ian Stewart & Martin Golubitsky, "Fearful Symmetry: Is God a Geometer?", 1992)

"It is true that every aspect of the roll of dice may be suspect: the dice themselves, the form and texture of the surface, the person throwing them. If we push the analysis to its extreme, we may even wonder what chance has to do with it at all. Neither the course of the dice nor their rebounds rely on chance; they are governed by the strict determinism of rational mechanics. Billiards is based on the same principles, and it has never been considered a game of chance. So in the final analysis, chance lies in the clumsiness, the inexperience, or the naiveté of the thrower - or in the eye of the observer." (Ivar Ekeland, "The Broken Dice, and Other Mathematical Tales of Chance", 1993)

"Whether we shuffle cards or roll dice, chance is only a result of our human lack of deftness: we don't have enough control to immobilize a die at will or to individually direct the cards in a deck. The comparison is an important one nonetheless, and highlights the limits of this method of creating chance - it doesn't matter who rolls the dice, but we wouldn't let just anyone shuffle the cards." (Ivar Ekeland, "The Broken Dice, and Other Mathematical Tales of Chance", 1993)

"So Einstein was wrong when he said, 'God does not play dice'. Consideration of black holes suggests, not only that God does play dice, but that he sometimes confuses us by throwing them where they can't be seen." (Stephen Hawking, 1994)

"Yet, Einstein's theories are also not the last word: quantum theory and relativity are inconsistent, and Einstein himself, proclaiming that 'God does not play dice!', rejected the basic reliance of quantum theory on chance events, and looked forward to a theory which would be deterministic. Recent experiments suggest that this view of Einstein's conflicts with his other deeply held beliefs about the nature of the physical universe. Certain it is that somewhere, beyond physicists' current horizons, are even more powerful theories of how the world is." (David Wells, "You Are a Mathematician: A wise and witty introduction to the joy of numbers", 1995)

"In systems such as contemporary society, evolution is always a promise and devolution is always a threat. No system comes with a guarantee of ongoing evolution. The challenge is real. To ignore it is to play dice with all we have. To accept it is not to play God - it is to become an instrument of whatever divine purpose infuses the universe." (Ervin László, "The systems view of the world", 1996)

"[...] an apparently random universe could be obeying every whim of a deterministic deity who chooses how the dice roll; a universe that has obeyed perfect mathematical laws for the last ten billion years could suddenly start to play truly random dice. So the distinction is about how we model the system, and what point of view seems most useful, rather than about any inherent feature of the system itself." (Ian Stewart, "Does God Play Dice: The New Mathematics of Chaos", 1997)

"Chaos teaches us that anybody, God or cat, can play dice deterministically, while the naĂŻve onlooker imagines that something random is going on." (Ian Stewart, "Does God Play Dice: The New Mathematics of Chaos", 1997)

"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", 1997)

"Perhaps God can play dice, and create a universe of complete law and order, in the same breath." (Ian Stewart, "Does God Play Dice: The New Mathematics of Chaos", 1997)

"Simple laws may not produce simple behaviour. Deterministic laws can produce behaviour that appears random. Order can breed its own kind of chaos. The question is not so much whether God plays dice, but how God plays dice.", 1997)

"The chance events due to deterministic chaos, on the other hand, occur even within a closed system determined by immutable laws. Our most cherished examples of chance - dice, roulette, coin-tossing - seem closer to chaos than to the whims of outside events. So, in this revised sense, dice are a good metaphor for chance after all. It's just that we've refined our concept of randomness. Indeed, the deterministic but possibly chaotic stripes of phase space may be the true source of probability." (Ian Stewart, "Does God Play Dice: The New Mathematics of Chaos", 1997)

"From the moment we first roll a die in a children’s board game, or pick a card (any card), we start to learn what probability is. But even as adults, it is not easy to tell what it is, in the general way." (David Stirzaker, "Probability and Random Variables: A Beginner’s Guide", 1999)

"[...] the chance of a head (or a double six) is just a chance. The whole point of probability is to discuss uncertain eventualities before they occur. After this event, things are completely different. As the simplest illustration of this, note that even though we agree that if we ¯ip a coin and roll two dice then the chance of a head is greater than the chance of a double six, nevertheless it may turn out that the coin shows a tail when the dice show a double six." (David Stirzaker, "Probability and Random Variables: A Beginner’s Guide", 1999)

"[…] 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)

"Random number generators do not always need to be symmetrical. This misconception of assuming equal likelihood for each outcome is fostered in a restricted learning environment, where learners see only such situations (that is, dice, coins and spinners). It is therefore very important for learners to be aware of situations where the different outcomes are not equally likely (as with the drawing-pins example)." (Alan Graham, "Developing Thinking in Statistics", 2006)

"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)

"God may not play dice with the universe, but something strange is going on with the prime numbers." (Paul Erdos)

"God plays dice with the universe, but they’re loaded dice. And the main objective of physics now is to find out by what rules were they loaded and how can we use them for our own ends." (Joseph Ford)

"I shall never believe that God plays dice with the world." (Albert Einstein)

"The perfect die does not lose its usefulness or justification by the fact that real dice fail to live up to it." (William Feller)

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