Did This German Retiree Solve A Decades-Old Conjecture?


And then this came across my desktop (my iPad’s too old to work with the Twitter client anymore):

The underlying news is that one Thomas Royen, a Frankfurt (Germany)-area retiree, seems to have proven the Gaussian Correlation Inequality. It wasn’t a conjecture that sounded familiar to me, but the sidebar (on the Quanta Magazine article to which I’ve linked there) explains it and reminds me that I had heard about it somewhere or other. It’s about random variables. That is, things that can take on one of a set of different values. If you think of them as the measurements of something that’s basically consistent but never homogenous you’re doing well.

Suppose you have two random variables, two things that can be measured. There’s a probability the first variable is in a particular range, greater than some minimum and less than some maximum. There’s a probability the second variable is in some other particular range. What’s the probability that both variables are simultaneously in these particular ranges? This is easy to answer for some specific cases. For example if the two variables have nothing to do with each other then everybody who’s taken a probability class knows. The probability of both variables being in their ranges is the probability the first is in its range times the probability the second is in its range. The challenge is telling whether it’s always true, whether the variables are related to each other or not. Or telling when it’s true if it isn’t always.

The article (and pop reporting on this) is largely about how the proof has gone unnoticed. There’s some interesting social dynamics going on there. Royen published in an obscure-for-the-field journal, one he was an editor for; this makes it look dodgy, at least. And the conjecture’s drawn “proofs” that were just wrong; this discourages people from looking for obscurely-published proofs.

Some of the articles I’ve seen on this make Royen out to be an amateur. And I suppose there is a bias against amateurs in professional mathematics. There is in every field. It’s true that mathematics doesn’t require professional training the way that, say, putting out oil rig fires does. Anyone capable of thinking through an argument rigorously is capable of doing important original work. But there are a lot of tricks to thinking an argument through that are important, and I’d bet on the person with training.

In any case, Royen isn’t a newcomer to the field who just heard of an interesting puzzle. He’d been a statistician, first for a pharmaceutical company and then for a technical university. He may not have a position or tie to a mathematics department or a research organization but he’s someone who would know roughly what to do.

So did he do it? I don’t know; I’m not versed enough in the field to say. It’s interesting to see if he has.

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