Related papers: Pascal, Fermat et la g\'eom\'etrie du hasard
These notes are from a 4-lecture mini-course taught by the author at the conference on von Neumann algebras as part of the ``Geometrie non commutative en mathematiques et physique'' month at CIRM in 2004.
We begin our journey by recalling the fundamentals of Probability Theory that underlie one of its most significant applications to real-world problems: Parametric Estimation. Throughout the text, we systematically develop this theme by…
This paper proposes new formulas for the probabilities of causation difined by Pearl (2000). Tian and Pearl (2000a, 2000b) showed how to bound the quantities of the probabilities of causation from experimental and observational data, under…
The Bayesian statistical paradigm uses the language of probability to express uncertainty about the phenomena that generate observed data. Probability distributions thus characterize Bayesian analysis, with the rules of probability used to…
This article, based on a talk, treats some elementary, but not completely simple examples from probability. They concern multiple birthday coincidences, throwing dice, the combinatorics of the German card game "Doppelkopf", and the…
Two centuries ago, Sophie Germain began to work on her grand plan to prove the theorem of Fermat, the famous conjecture that $x^n + y^n = z^n$ is impossible for nonzero integral values of $x$, $y$, and $z$, when $n > 2$. At that time, this…
This expository paper advocates an approach to physics in which ``typicality" is identified with a suitable form of algorithmic randomness. To this end various theorems from mathematics and physics are reviewed. Their original versions…
A popular scientific contribution should not contradict any established facts and ought to be understandable. I complied with both these requirements and am offering a sufficiently full introduction to probability theory. Furthermore, I…
A review of Jaynes' posthumous book "Probability Theory--The Logic of Science." I use scientific and personality elements gathered from other papers by Jaynes to help throw light on the origins of Jaynes' life quest.
Mathematical proofs are both paradigms of certainty and some of the most explicitly-justified arguments that we have in the cultural record. Their very explicitness, however, leads to a paradox, because the probability of error grows…
Note: Published now as a chapter in "Handbook of the History and Philosophy of Mathematical Practice" (Springer Nature, editor B. Sriraman, https://doi.org/10.1007/978-3-030-19071-2_105-1). The application of mathematical probability theory…
An account of the careers of the five women who completed a doctorate in mathematics in France before 1960 and became internationally known scientists, followed by a more general description of the place of women on the mathematical scene…
This note is an extended read of my read of Laplace's book Theorie Analytique des Probabilites, when considered from a Bayesian viewpoint but without historical nor comparative pretentions. A deeper analysis is provided in Dale (1999).
We survey the development of probability from 1900, starting with Bachelier's theory of speculation. Fisher information appears in the theory of estimation. We touch on Brownian motion, and the Wiener integral. The Ito calculus, and its…
This book covers the history of probability up to Kolmogorov with essential additional coverage of statistics up to Fisher. Based on my work of ca. 50 years, it is the only suchlike book. Gorrochurn (2016) is similar but his study of events…
The concept of time emerges as an ordering structure in a classical statistical ensemble. Probability distributions $p_\tau(t)$ at a given time $t$ obtain by integrating out the past and future. We discuss all-time probability distributions…
Random walks are a series of up, down, and level steps that enumerate distinct paths from $(0,0)$ to $(2n,0)$, where $n$ is the semi-length of the path. We used these paths to analyze Catalan, Schr\"{o}der, and Motzkin number sequences…
The process of doing Science in condition of uncertainty is illustrated with a toy experiment in which the inferential and the forecasting aspects are both present. The fundamental aspects of probabilistic reasoning, also relevant in real…
The logic of uncertainty is not the logic of experience and as well as it is not the logic of chance. It is the logic of experience and chance. Experience and chance are two inseparable poles. These are two dual reflections of one essence,…
This note is sketching a simple and natural mathematical construction for explaining the probabilistic nature of quantum mechanics. It employs nonstandard analysis and is based on Feynman's interpretation of the Heisenberg uncertainty…