(Roughly) Daily

Posts Tagged ‘Fermat

“Everything we care about lies somewhere in the middle, where pattern and randomness interlace”*…

True randomness (it’s lumpy)

We tend dramatically to underestimate the role of randomness in the world…

Arkansas was one out away from the 2018 College World Series championship, leading Oregon State in the series and 3-2 in the ninth inning of the game when Cadyn Grenier lofted a foul pop down the right-field line. Three Razorbacks converged on the ball and were in position to make a routine play on it, only to watch it fall untouched to the ground in the midst of them. Had any one of them made the play, Arkansas would have been the national champion.

Nobody did.

Given “another lifeline,” Grenier hit an RBI single to tie the game before Trevor Larnach launched a two-run homer to give the Beavers a 5-3 lead and, ultimately, the game. “As soon as you see the ball drop, you know you have another life,” Grenier said. “That’s a gift.” The Beavers accepted the gift eagerly and went on win the championship the next day as Oregon State rode freshman pitcher Kevin Abel to a 5-0 win over Arkansas in the deciding game of the series. Abel threw a complete game shutout and retired the last 20 hitters he faced.

The highly unlikely happens pretty much all the time…

We readily – routinely – underestimate the power and impact of randomness in and on our lives. In his book, The Drunkard’s Walk, Caltech physicist Leonard Mlodinow employs the idea of the “drunkard’s [random] walk” to compare “the paths molecules follow as they fly through space, incessantly bumping, and being bumped by, their sister molecules,” with “our lives, our paths from college to career, from single life to family life, from first hole of golf to eighteenth.” 

Although countless random interactions seem to cancel each another out within large data sets, sometimes, “when pure luck occasionally leads to a lopsided preponderance of hits from some particular direction…a noticeable jiggle occurs.” When that happens, we notice the unlikely directional jiggle and build a carefully concocted story around it while ignoring the many, many random, counteracting collisions.

As Tversky and Kahneman have explained, “Chance is commonly viewed as a self-correcting process in which a deviation in one direction induces a deviation in the opposite direction to restore the equilibrium. In fact, deviations are not ‘corrected’ as a chance process unfolds, they are merely diluted.”

As Stephen Jay Gould famously argued, were we able to recreate the experiment of life on Earth a million different times, nothing would ever be the same, because evolution relies upon randomness. Indeed, the essence of history is contingency.

Randomness rules.

Luck matters. A lot. Yet, we tend dramatically to underestimate the role of randomness in the world.

The self-serving bias is our tendency to see the good stuff that happens as our doing (“we worked really hard and executed the game plan well”) while the bad stuff isn’t our fault (“It just wasn’t our night” or “we simply couldn’t catch a break” or “we would have won if the umpiring hadn’t been so awful”). Thus, desirable results are typically due to our skill and hard work — not luck — while lousy results are outside of our control and the offspring of being unlucky.

Two fine books undermine this outlook by (rightly) attributing a surprising amount of what happens to us — both good and bad – to luck. Michael Mauboussin’s The Success Equation seeks to untangle elements of luck and skill in sports, investing, and business. Ed Smith’s Luck considers a number of fields – international finance, war, sports, and even his own marriage – to examine how random chance influences the world around us. For example, Mauboussin describes the “paradox of skill” as follows: “As skill improves, performance becomes more consistent, and therefore luck becomes more important.” In investing, therefore (and for example), as the population of skilled investors has increased, the variation in skill has narrowed, making luck increasingly important to outcomes.

On account of the growth and development of the investment industry, John Bogle could quite consistently write his senior thesis at Princeton on the successes of active fund management and then go on to found Vanguard and become the primary developer and intellectual forefather of indexing. In other words, the ever-increasing aggregate skill (supplemented by massive computing power) of the investment world has come largely to cancel itself out.

After a big or revolutionary event, we tend to see it as having been inevitable. Such is the narrative fallacy. In this paper, ESSEC Business School’s Stoyan Sgourev notes that scholars of innovation typically focus upon the usual type of case, where incremental improvements rule the day. Sgourev moves past the typical to look at the unusual type of case, where there is a radical leap forward (equivalent to Thomas Kuhn’s paradigm shifts in science), as with Picasso and Les Demoiselles

As Sgourev carefully argued, the Paris art market of Picasso’s time had recently become receptive to the commercial possibilities of risk-taking. Thus, artistic innovation was becoming commercially viable. Breaking with the past was then being encouraged for the first time. It would soon be demanded.

Most significantly for our purposes, Sgourev’s analysis of Cubism suggests that having an exceptional idea isn’t enough. For radical innovation really to take hold, market conditions have to be right, making its success a function of luck and timing as much as genius. Note that Van Gogh — no less a genius than Picasso — never sold a painting in his lifetime.

As noted above, we all like to think that our successes are earned and that only our failures are due to luck – bad luck. But the old expression – it’s better to be lucky than good – is at least partly true. That said, it’s best to be lucky *and* good. As a consequence, in all probabilistic fields (which is nearly all of them), the best performers dwell on process and diversify their bets. You should do the same…

As [Nate] Silver emphasizes in The Signal and the Noise, we readily overestimate the degree of predictability in complex systems [and t]he experts we see in the media are much too sure of themselves (I wrote about this problem in our industry from a slightly different angle…). Much of what we attribute to skill is actually luck.

Plan accordingly.

Taking the unaccountable into account: “Randomness Rules,” from Bob Seawright (@RPSeawright), via @JVLast

[image above: source]

* James Gleick, The Information: A History, a Theory, a Flood

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As we contemplate chance, we might spare a thought for Oskar Morgenstern; he died on this date in 1977. An economist who fled Nazi Germany for Princeton, he collaborated with the mathematician John von Neumann to write Theory of Games and Economic Behavior, published in 1944, which is recognized as the first book on game theory— thus co-founding the field.

Game theory was developed extensively in the 1950s, and has become widely recognized as an important tool in many fields– perhaps especially in the study of evolution. Eleven game theorists have won the economics Nobel Prize, and John Maynard Smith was awarded the Crafoord Prize for his application of evolutionary game theory.

Game theory’s roots date back (at least) to the 1654 letters between Pascal and Fermat, which (along with work by Cardano and Huygens) marked the beginning of probability theory. (See Peter Bernstein’s marvelous Against the Gods.) The application of probability (Bayes’ rule, discrete and continuous random variables, and the computation of expectations) accounts for the utility of game theory; the role of randomness (along with the behavioral psychology of a game’s participants) explain why it’s not a perfect predictor.

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Written by (Roughly) Daily

July 26, 2021 at 1:00 am

“I have had my results for a long time, but I do not yet know how to arrive at them”*…

 

Fermat

Andrew Wiles gave a series of lectures cryptically titled “Modular Forms, Elliptic Curves, and Galois Representations” at a mathematics conference in Cambridge, England, in June 0f 1993. His argument was long and technical. Finally, 20 minutes into the third talk, he came to the end. Then, to punctuate the result, he added:

=> FLT

“Implies Fermat’s Last Theorem.” The most famous unverified conjecture in the history of mathematics. First proposed by the 17th-century French jurist and spare-time mathematician Pierre de Fermat, it had remained unproven for more than 350 years. Wiles, a professor at Princeton University, had worked on the problem, alone and in secret in the attic of his home, for seven years. Now he was unveiling his proof.

His announcement electrified his audience—and the world. The story appeared the next day on the front page of The New York Times. Gap, the clothing retailer, asked him to model a new line of jeans, though he demurred. People Weekly named him one of “The 25 Most Intriguing People of the Year,” along with Princess Diana, Michael Jackson, and Bill Clinton. Barbara Walters’ producers reached out to him for an interview, to which Wiles responded, “Who’s Barbara Walters?”

But the celebration didn’t last. Once a proof is proposed, it must be checked and verified before it is accepted as valid. When Wiles submitted his 200-page proof to the prestigious journal Inventiones Mathematicae, its editor divvied up the manuscript among six reviewers. One of them was Nick Katz, a fellow Princeton mathematician.

For two months, Katz and a French colleague, Luc Illusie, scrutinized every logical step in Katz’s section of the proof. From time to time, they would come across a line of reasoning they couldn’t follow. Katz would email Wiles, who would provide a fix. But in late August, Wiles offered an explanation that didn’t satisfy the two reviewers. And when Wiles took a closer look, he saw that Katz had found a crack in the mathematical scaffolding. At first, a repair seemed straightforward. But as Wiles picked at the crack, pieces of the structure began falling away…

How mistakes– first Fermat’s, then Wiles’– reinvigorated a field, then led to fundamental insight: “How Math’s Most Famous Proof Nearly Broke.”

* Karl Friedrich Gauss

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As we ponder proof, we might we might spare a thought for Josiah Wedgwood; he died on this date in 1795. An English potter and businessman (he founded the Wedgwood company), he is credited, via his technique of “division of labor,” with the industrialization of the manufacture of pottery– and via his example, much of British (and thus American) manufacturing.

Wedgwood was a member of the Lunar Society, the Royal Society, and was an ardent abolitionist.  His daughter, Susannah, was the mother of Charles Darwin.

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Written by (Roughly) Daily

January 3, 2019 at 1:01 am

What’s (the) matter?…

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On the heels of yesterday’s film recommendation, another… albeit somewhat different:  Stanford physics professor, Leonard Susskind, one of the fathers of string theory, articulator of the Holographic Principle,  and explainer of the Megaverse, has a gift for making science accessible… a gift that is on display in this lecture, “Demystifying the Higgs Boson“:

(email readers, click here)

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As we say “ahh,” we might spare a thought for Pierre de Fermat; he died on this date in 1665.  With Descartes, one of the two great mathematicians of the first half of the Seventeenth Century, Fermat made a wide range of contributions (that advanced, among other fronts, the development of Calculus) and is regarded as the Father of Number Theory.  But he is best remembered as the author of Fermat’s Last Theorem.* Fermat had written the theorem, in 1637, in the margin of a copy of Diophantus’ Arithmetica– but went on to say that, while he had a proof, it was too large to fit in the margin.  He never got around to committing his proof to writing; so mathematicians started, from the time of his death, to try to derive one.  While the the theorem was demonstrated for a small number of cases early on, a complete proof became the “white whale” of math, eluding its pursuers until 1995, when Andrew Wiles finally published a proof.

* the assertion that no three positive integers ab, and c can satisfy the equation an + bn = cn for any integer value of n greater than two

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Written by (Roughly) Daily

January 12, 2013 at 1:01 am

This is cool, but I’m holding out for a disease…

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Hankering for a little immortality?  New Scientist has the answer:

While most mathematical theorems result from weeks of hard work and possibly a few broken pencils, mine comes courtesy of TheoryMine, a company selling personalised theorems as novelty gifts for £15 a pop.

Its automated theorem-proving software can churn out a theoretically infinite number of theorems for customers wishing to join the ranks of Pythagoras and Fermat. “We generate new theorems and let people name them after themselves, a friend, a loved one, or whoever they want to name it after,” explains Flaminia Cavallo, managing director of TheoryMine, based in Edinburgh, UK…

“We’re inventing totally novel theorems, and the tradition is you have the right to name these theorems,” explains Alan Bundy, professor of automated reasoning at the University of Edinburgh and another member of the TheoryMine team. “There are 10 star companies out there, and none of them have any affiliation to the International Astronomical Union.”

He’s got a point. Automated theorem proving is a well-respected mathematical field, used by manufacturers to guarantee that the algorithms in computer processors will work correctly. Bundy and his colleagues have worked in this area for a number of years, and Cavallo came up with the idea for TheoryMine during her final year of an undergraduate degree in artificial intelligence and mathematics at the University of Edinburgh, where she wrote a program to generate novel theorems for her dissertation.

From its library of mathematical knowledge, the program generates a set of mathematical axioms, then combines them in different ways to produce a series of conjectures. It then uses the library to discard a portion of these on the basis that there are already counter-examples, showing they can’t be true. Overly complex conjectures are also ignored. Then it applies a technique known as “rippling”, in which it tries out various sequences of logical statements until one of these sequences turns out to be a proof of the theorem…

“It’s a clever idea,” says Lawrence Paulson, a computational logician at the University of Cambridge and the creator of Isabelle, a theorem prover that Cavallo’s program uses. He is more interested in the theory behind the new program though, adding that “some of the technology here is quite impressive, and I would hope that it finds other applications apart from selling certificates”.

It may well do. Lucas Dixon, another TheoryMiner, is investigating the possibility of using the same techniques to elucidate the rules of algebra in quantum computing systems, which follow different mathematical rules to classical systems.

Don’t prepare your Fields medal acceptance speech just yet though, as TheoryMine’s theorems are unlikely to break drastically new ground. “We can’t say that we’ll never do that, but having looked at the things that come out, they’re not typically things that are going to change the world,” says Dixon.

Your correspondent just purchased “Eleanor’s Equation” for his daughter; reader’s can score their own mathematical monument at TheoryMine.

As we search for the “rum” in theorum,” we might wish a Buon Compleanno to Count Francesco Algarotti, the philosopher, critic, and popularizer of complex scientific ideas; he was born in Venice on this date in 1712– and wrote Neutonianismo per le dame (Newtonism for Ladies) when he was 21.

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Oh, the places we’ll go…

The Atlas Obscura, “A Compendium of the World’s Wonders, Curiosities, and Esoterica”…  Consider, if you will:

The Cockroach Hall of Fame Museum

Featuring dead bugs dressed as celebrities and historical figures, this just might be the one time in your life that a cockroach puts a smile on your face.

On your visit, you’ll see cockroach displays featuring “Liberoachi,” “The Combates Motel,” and “David Letteroach,” among dozens of others.

See the Fremont Troll, the Wunderkammer, the Harmonic bridge and dozens of others, here.

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As we re-plot our itineraries, we might offer a tip of the birthday beret to Blaise Pascal, born on this date in 1623.  Pascal was an extraordinary polymath: a mathematician, physicist, theologian, inventor of arguably the first digital calculator (the “Pascaline”), the barometer, the hydraulic press, and the syringe.  His principle of empiricism (“Experiments are the true teachers which one must follow in physics”) pitted him against Descartes (whose dualism was rooted in his ultimate trust of reason).  Pascal also attacked from the other flank; his intuitionism (Pensées) helped kick-start Romanticism, influencing Rousseau (and his notion of what Dryden called the “noble savage”), and later Edmund Husserl and Henri Bergson.  But perhaps most impactfully, his correspondence with Pierre de Fermat (the result of a query from a gambling-addicted nobleman) led to development of probability theory.

Pascal

Written by (Roughly) Daily

June 19, 2009 at 12:01 am

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