A Century with Probability Theory: Some Personal Recollections
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FROM a MEASURE THEORY to a THEORY of MEASURES Martinez
XXIII ICHST T09-01 Mathematics in the Contemporary Period (1800-) FROM A MEASURE THEORY TO A THEORY OF MEASURES Martinez Adame, Carmen UNAM, Mexico The idea of this talk is to describe how Carathéodory developed what can be rightfully named a theory of measures from the ideas set out initially in the late 19th and early 20th Centuries by Jordan, Borel and Lebesgue (among others) even though this was not the envisaged goal of these authors. The three French authors we have mentioned all developed a measure as an auxiliary tool in their research, it is quite clear that none of them intended to study the measure they had created on its own; their goal was to facilitate and improve either integration theory or complex variable theory. However, it was the manner in which Borel and Lebesgue presented their measures that would eventually lead to Carathéodory’s approach and it is our claim that it is at this moment that an object called a “measure” was introduced as such in mathematics. In other words, it was the axiomatic approach followed by Lebesgue (and Borel) that allowed Carathéodory’s “formal theory of measurability” and eventually led to measure theory (as a theory whose objects are measures) as known today. THE RIESZ BROTHERS’S CORRESPONDENCE Péter Gábor Szabó University of Szeged, Hungary The Riesz brothers, Frigyes Riesz (1880-1956) and Marcel Riesz (1886-1969) were world famous mathematicians in the 20th century. Frigyes Riesz was one of the founders of functional analysis; the famous Riesz-Fischer theorem is familiar to every mathematician. -
1 History of Probability (Part 2)
History of Probability (Part 2) - 17 th Century France The Problem of Points: Pascal, Fermat, and Huygens Every history of probability emphasizes the Figure 1 correspondence between two 17 th century French scholars, Blaise Pascal and Pierre de Fermat . In 1654 they exchanged letters where they discussed how to solve a particular gambling problem, now referred to as The Problem of Points (also called the problem of division of the stakes) . Simply stated, the problem is how to split the pot if the game is interrupted before someone has won. Pascal and Fermat’s work on this problem led to the development of formal rules for probability calculations. Blaise Pascal 1623 -1662 Pierre de Fermat 1601 -1665 The problem of points concerns a game of chance with two competing players who have equal chances of winning each round. [Imagine that one round is a toss of a coin. Player A has heads, B has tails.] The winner is the first one who wins a certain number of pre-agreed upon rounds. [Suppose, for example, they agree that the first person to win 3 tosses wins the game.] Whoever wins the game gets the whole pot. [Say, each player puts in $6, so the total pot is $12 . If A gets three heads before B gets three tails, A wins $12.] Now suppose that the game is interrupted before either player has won. How does one then divide the pot fairly? [Suppose they have to stop early and at that point A has won two tosses and B has won one.] Should each get $6, or should A get more since A was ahead when they stopped? What is fair? Historically, it is important to note that all of these gambling problems were framed in terms of odds for winning a game and not in terms of probabilities of individual events. -
Pascal's and Huygens's Game-Theoretic Foundations For
Pascal's and Huygens's game-theoretic foundations for probability Glenn Shafer Rutgers University [email protected] The Game-Theoretic Probability and Finance Project Working Paper #53 First posted December 28, 2018. Last revised December 28, 2018. Project web site: http://www.probabilityandfinance.com Abstract Blaise Pascal and Christiaan Huygens developed game-theoretic foundations for the calculus of chances | foundations that replaced appeals to frequency with arguments based on a game's temporal structure. Pascal argued for equal division when chances are equal. Huygens extended the argument by considering strategies for a player who can make any bet with any opponent so long as its terms are equal. These game-theoretic foundations were disregarded by Pascal's and Huy- gens's 18th century successors, who found the already established foundation of equally frequent cases more conceptually relevant and mathematically fruit- ful. But the game-theoretic foundations can be developed in ways that merit attention in the 21st century. 1 The calculus of chances before Pascal and Fermat 1 1.1 Counting chances . .2 1.2 Fixing stakes and bets . .3 2 The division problem 5 2.1 Pascal's solution of the division problem . .6 2.2 Published antecedents . .7 2.3 Unpublished antecedents . .8 3 Pascal's game-theoretic foundation 9 3.1 Enter the Chevalier de M´er´e. .9 3.2 Carrying its demonstration in itself . 11 4 Huygens's game-theoretic foundation 12 4.1 What did Huygens learn in Paris? . 13 4.2 Only games of pure chance? . 15 4.3 Using algebra . 16 5 Back to frequency 18 5.1 Montmort . -
Discrete and Continuous: a Fundamental Dichotomy in Mathematics
Journal of Humanistic Mathematics Volume 7 | Issue 2 July 2017 Discrete and Continuous: A Fundamental Dichotomy in Mathematics James Franklin University of New South Wales Follow this and additional works at: https://scholarship.claremont.edu/jhm Part of the Other Mathematics Commons Recommended Citation Franklin, J. "Discrete and Continuous: A Fundamental Dichotomy in Mathematics," Journal of Humanistic Mathematics, Volume 7 Issue 2 (July 2017), pages 355-378. DOI: 10.5642/jhummath.201702.18 . Available at: https://scholarship.claremont.edu/jhm/vol7/iss2/18 ©2017 by the authors. This work is licensed under a Creative Commons License. JHM is an open access bi-annual journal sponsored by the Claremont Center for the Mathematical Sciences and published by the Claremont Colleges Library | ISSN 2159-8118 | http://scholarship.claremont.edu/jhm/ The editorial staff of JHM works hard to make sure the scholarship disseminated in JHM is accurate and upholds professional ethical guidelines. However the views and opinions expressed in each published manuscript belong exclusively to the individual contributor(s). The publisher and the editors do not endorse or accept responsibility for them. See https://scholarship.claremont.edu/jhm/policies.html for more information. Discrete and Continuous: A Fundamental Dichotomy in Mathematics James Franklin1 School of Mathematics & Statistics, University of New South Wales, Sydney, AUSTRALIA [email protected] Synopsis The distinction between the discrete and the continuous lies at the heart of mathematics. Discrete mathematics (arithmetic, algebra, combinatorics, graph theory, cryptography, logic) has a set of concepts, techniques, and application ar- eas largely distinct from continuous mathematics (traditional geometry, calculus, most of functional analysis, differential equations, topology). -
Development and History of the Probability
International Journal of Science and Research (IJSR) ISSN (Online): 2319-7064 Index Copernicus Value (2015): 78.96 | Impact Factor (2015): 6.391 Development and History of the Probability Rohit A. Pandit, Shashim A. Waghmare, Pratiksha M. Bhagat 1MS Economics, University of Wisconsin, Madison, USA 2MS Economics, Texas A&M University, College Station, USA 3Bachelor of Engineering in Electronics & Telecommunication, KITS Ramtek, India Abstract: This paper is concerned with the development of the mathematical theory of probability, from its founding by Pascal and Fermat in an exchange of letters in 1654 to its early nineteenth-century apogee in the work of Laplace. It traces how the meaning of mathematics, and applications of the theory evolved over this period. Keywords: Probability, game of chance, statistics 1. Introduction probability; entitled De Ratiociniis in Ludo Aleae, it was a treatise on problems associated with gambling. Because of The concepts of probability emerged before thousands of the inherent appeal of games of chance, probability theory years, but the concrete inception of probability as a branch soon became popular, and the subject developed rapidly th of Mathematics took mid-seventeenth century. In this era, during 18 century. the calculation of probabilities became quite noticeable though mathematicians remain foreign to the methods of The major contributors during this period were Jacob calculation. Bernoulli (1654-1705) and Abraham de Moivre (1667- 1754). Chevalier de Mḙrḙ, a nobleman, directed a simple question to his friend Blaise Pascal in the mid-seventeenth century Jacob (Jacques) Bernoulli was a Swiss mathematician who which flickered the birth of Probability theory, as we know was the first to use the term integral. -
Commutative Harmonic Analysis
BOLYAI SOCIETY A Panorama of Hungarian Mathematics MATHEMATICAL STUDIES, 14 in the Twentieth Century, pp. 159–192. Commutative Harmonic Analysis JEAN-PIERRE KAHANE The present article is organized around four themes: 1. the theorem of Fej´er, 2. the theorem of Riesz–Fischer, 3. boundary values of analytic functions, 4. Riesz products and lacunary trigonometric series. This does not cover the whole field of the Hungarian contributions to commutative harmonic analysis. A final section includes a few spots on other beautiful matters. Sometimes references are given in the course of the text, for example at the end of the coming paragraph on Fej´er. Other can be found at the end of the article. 1. The theorem of Fejer´ On November 19, 1900 the Acad´emiedes Sciences in Paris noted that it had received a paper from Leopold FEJEV in Budapest with the title “Proof of the theorem that a bounded and integrable function is analytic in the sense of Euler”. On December 10 the Comptes Rendus published the famous note “On bounded and integrable fonctions”, in which Fej´ersums, Fej´er kernel and Fej´ersummation process appear for the first time, and where the famous Fej´ertheorem, which asserts that any decent function is the limit of its Fej´ersums, is proved. The spelling error of November 19 in Fej´er’sname (Fejev instead of Fej´er)is not reproduced on December 10. It is replaced by an other one: the paper presented by Picard is attributed to Leopold TEJER. This is how Fej´er’sname enters into history (C.R. -
History of Probability (Part 5) – Laplace (1749-1827) Pierre-Simon
History of Probability (Part 5) – Laplace (1749-1827) Pierre -Simon Laplace was born in 1749, when the phrase “theory of probability” was gradually replacing “doctrine of chances.” Assigning a number to the probability of an event was seen as more convenient mathematically than calculating in terms of odds. At the same time there was a growing sense that the mathematics of probability was useful and important beyond analysis of games of chance. By the time Laplace was in his twenties he was a major contributor to this shift. He remained a “giant” of theoretical probability for 50 years. His work, which we might call the foundations of classical probability theory , established the way we still teach probability today. Laplace grew up during a period of tremendous discovery and invention in math and science, perhaps the greatest in modern history, often called the age of enlightenment. In France, as the needs of the country were changing, the role of the major religious groups in higher education was diminishing. Their primary charge remained the education of those who would become the leading religious leaders, but other secular institutions of learning were established, where the emphasis was on math and science rather than theology. Laplace’s father wanted him to be a cleric and sent him to the University of Caen, a religiously oriented college. Fortunately, Caen had excellent math professors who taught the still fairly new calculus. When he graduated, Laplace, against his father’s wishes, decided to go to Paris to become a fulltime mathematician rather than a cleric who could do math on the side. -
Graduate Studies Texas Tech University
77 75 G-7S 74 GRADUATE STUDIES TEXAS TECH UNIVERSITY Men and Institutions in American Mathematics Edited by J. Dalton Tarwater, John T. White, and John D. Miller K C- r j 21 lye No. 13 October 1976 TEXAS TECH UNIVERSITY Cecil Mackey, President Glenn E. Barnett, Executive Vice President Regents.-Judson F. Williams (Chairman), J. Fred Bucy, Jr., Bill E. Collins, Clint Form- by, John J. Hinchey, A. J. Kemp, Jr., Robert L. Pfluger, Charles G. Scruggs, and Don R. Workman. Academic Publications Policy Committee.-J. Knox Jones, Jr. (Chairman), Dilford C. Carter (Executive Director and Managing Editor), C. Leonard Ainsworth, Harold E. Dregne, Charles S. Hardwick, Richard W. Hemingway, Ray C. Janeway, S. M. Kennedy, Thomas A. Langford, George F. Meenaghan, Marion C. Michael, Grover E. Murray, Robert L. Packard, James V. Reese, Charles W. Sargent, and Henry A. Wright. Graduate Studies No. 13 136 pp. 8 October 1976 $5.00 Graduate Studies are numbered separately and published on an irregular basis under the auspices of the Dean of the Graduate School and Director of Academic Publications, and in cooperation with the International Center for Arid and Semi-Arid Land Studies. Copies may be obtained on an exchange basis from, or purchased through, the Exchange Librarian, Texas Tech University, Lubbock, Texas 79409. * Texas Tech Press, Lubbock, Texas 16 1976 I A I GRADUATE STUDIES TEXAS TECH UNIVERSITY Men and Institutions in American Mathematics Edited by J. Dalton Tarwater, John T. White, and John D. Miller No. 13 October 1976 TEXAS TECH UNIVERSITY Cecil Mackey, President Glenn E. Barnett, Executive Vice President Regents.-Judson F. -
Mathematical Aspects of Artificial Intelligence
http://dx.doi.org/10.1090/psapm/055 Selected Titles in This Series 55 Frederick Hoffman, Editor, Mathematical aspects of artificial intelligence (Orlando, Florida, January 1996) 54 Renato Spigler and Stephanos Venakides, Editors, Recent advances in partial differential equations (Venice, Italy, June 1996) 53 David A. Cox and Bernd Sturmfels, Editors, Applications of computational algebraic geometry (San Diego, California, January 1997) 52 V. Mandrekar and P. R. Masani, Editors, Proceedings of the Norbert Wiener Centenary Congress, 1994 (East Lansing, Michigan, 1994) 51 Louis H. Kauffman, Editor, The interface of knots and physics (San Francisco, California, January 1995) 50 Robert Calderbank, Editor, Different aspects of coding theory (San Francisco, California, January 1995) 49 Robert L. Devaney, Editor, Complex dynamical systems: The mathematics behind the Mandlebrot and Julia sets (Cincinnati, Ohio, January 1994) 48 Walter Gautschi, Editor, Mathematics of Computation 1943-1993: A half century of computational mathematics (Vancouver, British Columbia, August 1993) 47 Ingrid Daubechies, Editor, Different perspectives on wavelets (San Antonio, Texas, January 1993) 46 Stefan A. Burr, Editor, The unreasonable effectiveness of number theory (Orono, Maine, August 1991) 45 De Witt L. Sumners, Editor, New scientific applications of geometry and topology (Baltimore, Maryland, January 1992) 44 Bela Bollobas, Editor, Probabilistic combinatorics and its applications (San Francisco, California, January 1991) 43 Richard K. Guy, Editor, Combinatorial games (Columbus, Ohio, August 1990) 42 C. Pomerance, Editor, Cryptology and computational number theory (Boulder, Colorado, August 1989) 41 R. W. Brockett, Editor, Robotics (Louisville, Kentucky, January 1990) 40 Charles R. Johnson, Editor, Matrix theory and applications (Phoenix, Arizona, January 1989) 39 Robert L. -
Quaternions in Mathematical Physics (1): Alphabetical Bibliography
Quaternions in mathematical physics (1): Alphabetical bibliography∗ Andre Gsponer and Jean-Pierre Hurni Independent Scientific Research Institute Oxford, OX4 4YS, England ISRI-05-04.26 6 July 2008 Abstract This is part one of a series of four methodological papers on (bi)quaternions and their use in theoretical and mathematical physics: 1 - Alphabetical bib- liography, 2 - Analytical bibliography, 3 - Notations and definitions, and 4 - Formulas and methods. This quaternion bibliography will be further updated and corrected if necessary by the authors, who welcome any comment and reference that is not contained within the list. ∗Living report, to be updated by the authors, first posted on arXiv.org on October 16, 2005, anniversary day of the discovery of quaternions, on the occasion of the bicentenary of the birth of William Rowan Hamilton (1805–2005). arXiv:math-ph/0510059v4 6 Jul 2008 Figure 1: Plaque to William Rowan Hamilton at Brougham Bridge on the Royal Canal, now in the Dublin suburbs. c 2004, Royal Irish Academy. 1 1 Introduction The two component formulation of complex numbers, and the non-commutative algebra of quaternions, are possibly the two most important discoveries of Hamil- ton in mathematics. Using modern vector algebra notation, the quaternion product can be written [560] [a + A~][b + B~ ]= ab − A~ · B~ + aB~ + bA~ + A~ × B,~ (1) where [a + A~] and [b + B~ ] are two quaternions, that is four-number combinations Q := s + ~v of a scalar s and a three-component vector ~v, which may be real (i.e, quaternions, Q ∈ H) or complex (i.e., biquaternions, Q ∈ B). -
Huygens and the Value of All Chances in Games of Fortune
Huygens and The Value of all Chances in Games of Fortune Nathan Otten University of Missouri – Kansas City [email protected] 4310 Jarboe St., Unit 1 Kansas City, MO 64111 Supervising Instructor: Richard Delaware 2 The science of probability is something of a late-bloomer among the other branches of mathematics. It was not until the 17th century that the calculus of probability began to develop with any seriousness. Historians say the cause of this late development may have been due to the ancient belief that the outcome of random events were determined by the gods [5, pp. 8-10]. For instance, the ancient Greeks, who developed many branches of mathematics and logic, never touched probability. Random events, such as the tossing of an astragalus (a kind of die), were methods of divination and were not studied mathematically. Also, given the certainty of mathematics and logic, predicting the outcome of uncertain events may not have been immediately obvious. These certain assertions of uncertain events were frowned upon by the Greeks. Huygens references this idea himself, “Although games depending entirely on fortune, the success is always uncertain, yet it may be exactly determined at the same time” [4, p. 8] The 17th century mathematicians who developed probability were pioneers of a new field. And unlike other areas of mathematics, the spark that ignited this study was gambling. Some of these mathematicians were gamblers themselves, such as Blaise Pascal (1623 – 1662). These men developed answers to questions about the odds of games, the expected return on a bet, the way a pot should be divided, and other questions; and in the meantime, they developed a new branch of mathematics. -
HARDY SPACES the Theory of Hardy Spaces Is a Cornerstone of Modern Analysis
CAMBRIDGE STUDIES IN ADVANCED MATHEMATICS 179 Editorial Board B. BOLLOBAS,´ W. FULTON, F. KIRWAN, P. SARNAK, B. SIMON, B. TOTARO HARDY SPACES The theory of Hardy spaces is a cornerstone of modern analysis. It combines techniques from functional analysis, the theory of analytic functions, and Lesbesgue integration to create a powerful tool for many applications, pure and applied, from signal processing and Fourier analysis to maximum modulus principles and the Riemann zeta function. This book, aimed at beginning graduate students, introduces and develops the classical results on Hardy spaces and applies them to fundamental concrete problems in analysis. The results are illustrated with numerous solved exercises which also introduce subsidiary topics and recent developments. The reader’s understanding of the current state of the field, as well as its history, are further aided by engaging accounts of the key players and by the surveys of recent advances (with commented reference lists) that end each chapter. Such broad coverage makes this book the ideal source on Hardy spaces. Nikola¨ı Nikolski is Professor Emeritus at the Universite´ de Bordeaux working primarily in analysis and operator theory. He has been co-editor of four international journals and published numerous articles and research monographs. He has also supervised some 30 PhD students, including three Salem Prize winners. Professor Nikolski was elected Fellow of the AMS in 2013 and received the Prix Ampere` of the French Academy of Sciences in 2010. CAMBRIDGE STUDIES IN ADVANCED MATHEMATICS Editorial Board B. Bollobas,´ W. Fulton, F. Kirwan, P. Sarnak, B. Simon, B. Totaro All the titles listed below can be obtained from good booksellers or from Cambridge University Press.