[Talk] Fluctuations in coin tossing and random walks

看板EngTalk (全英文聊天)作者 (uniserv)時間14年前 (2011/03/13 14:06), 編輯推噓0(000)
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This chapter digresses from our main topic, which is taken up again only in chapter V. Its material has traditionally served as a first orientation and guide to more advanced theories. Simple methods will soon lead us to results of far-reaching theoretical and practical importance. We shall encounter theoretical conclusions which not only are unexpected but actually come as a shock to intuition and common sense. They will reveal that commonly accepted notions concerning chance fluctuations are without foundation and that the implications of the law of large numbers are widely misconstrued. For example, in various applications it is assumed that observations on an individual coin-tossing game during a long time interval will yield the same statistical characteristics as the observation of the results of a huge number of independent games at one given instant. This is not so. Indeed, using a currently popular jargon we reach the conclusion that in a population of normal coins the majority is necessarily maladjusted. Until recently the material of this chapter used to be treated by analytic methods and, consequently, the results appeared rather deep. The elementary method used in the sequel is therefore a good example of the newly discovered power of combinatorial methods. The results are fairly representative of a wider class of fluctuation phenomena to be discussed in volume 2. -- ※ 發信站: 批踢踢實業坊(ptt.cc) ◆ From: 118.168.191.205
文章代碼(AID): #1DV5xU5Q (EngTalk)
文章代碼(AID): #1DV5xU5Q (EngTalk)