Real-World Probability Books: Math Topics
Ruelle, David.
Chance and Chaos.
Princeton University Press, 1991.
A stylistic gem, partly because (as a true mathematician) the author
writes only when he has something to say.
The core is introductory accounts of topics like
sensitivity of deterministic systems to initial conditions,
Lorenz attractors,
entropy and reversibility,
equilibrium statistical mechanics,
NP-hard algorithms and
Godel's incompleteness theorem.
While these have become staple topics of mathematical popularizers,
Ruelle manages to pick the essential point and explain in clear words
and a few equations.
Minor side topics include game theory, information theory and sexual reproduction.
Contains anecdotes (unfailingly true to my experience!)
about how physics and math research and researchers actually work
(note in particular the Physical Review paragraph)
and no-nonsense comments about philosophical significance
of the math.
Unfortunately (for my purposes here) the "probability" component is very secondary;
while each topic is somewhat related to probability, the core topics are
linked as physics not as probability, and the other topics are hardly linked at all.
Morris, S. Brent.
Magic Tricks, Card Shuffling and Dynamic Computer memories.
Mathematical Association of America, 1998.
The mathematics of card shuffling are related to some magic tricks with cards and to some algorithms
in computer science theory.
The book contains a lot of sophomore/junior level math, but is clearly written
and deals with interesting questions (unfortunately, not "probability" questions). OK,
finding this interesting marks me as a math nerd -- and proud of it!
Simon, Marc T.
Your Intuition is Wrong!
Dorrance, 1996.
Unpretentious slim volume of 29 multiple choice questions with little stories,
both standard (birthday, matching, runs) and less standard (ballot theorem, arc sine law)
intended to test the reader's intuition. Gives solutions without detailed calculations.
Fun, but I doubt anyone has good enough intuition to guess answers without knowing beforehand or
doing mental calculations.
Rastrigin, Leonard.
This Chancy, Chancy, Chancy World.
Mir, Moscow, 1986.
Written in earnest 1950s popular science style. Covers some
of the usual material but emphasizes topics
(signal filters, error-correcting codes, learning models, perceptron)
relating to the author's professional interest in control engineering
and random search algorithms.
Having these non-standard topics is a positive feature.
But the style tends to oscillate between overstated generalities
and too-detailled specifics with block diagrams.
Puente, Carlos E.
Treasures inside the Bell: Hidden order in chance.
World Scientific, 2003.
Misleading subtitle. Studies attractors of random dynamical systems where
for generic parameters the invariant measure is Gaussian but where for special parameter choices
one gets visually elegant deterministic sets. Great pictures, but from a mathematically specialized and
artificial model.
Beltrami, Edward.
What is Random?
Chance and Order in Mathematics and Life.
Copernicus, 1999.
A mathematician seeks to give non-technical explanations of
topics such as entropy as information/data compression,
algorithmic randomness and undecidability,
self-organized criticality.
This is a bold goal.
To my taste the topics are more "philosophy" than "real world", and give a skewed picture of what mathematicians know/work on.
For instance the "Janus-faced randomness" discussion
(the stationary process $x \to 2x \mod 1$ is deterministic forwards
but random backwards) has simpler explanations that don't support
the philosophical import the author assigns.
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