My 2019 Mathematics A To Z: Sample Space


Today’s A To Z term is another from goldenoj. It’s one important to probability, and it’s one at the center of the field.

Cartoony banner illustration of a coati, a raccoon-like animal, flying a kite in the clear autumn sky. A skywriting plane has written 'MATHEMATIC A TO Z'; the kite, with the letter 'S' on it to make the word 'MATHEMATICS'.
Art by Thomas K Dye, creator of the web comics Projection Edge, Newshounds, Infinity Refugees, and Something Happens. He’s on Twitter as @projectionedge. You can get to read Projection Edge six months early by subscribing to his Patreon.

Sample Space.

The sample space is a tool for probability questions. We need them. Humans are bad at probability questions. Thinking of sample spaces helps us. It’s a way to recast probability questions so that our intuitions about space — which are pretty good — will guide us to probabilities.

A sample space collects the possible results of some experiment. “Experiment” means what way mathematicians intend, so, not something with test tubes and colorful liquids that might blow up. Instead it’s things like tossing coins and dice and pulling cards out of reduced decks. At least while we’re learning. In real mathematical work this turns into more varied stuff. Fluid flows or magnetic field strengths or economic forecasts. The experiment is the doing of something which gives us information. This information is the result of flipping this coin or drawing this card or measuring this wind speed. Once we know the information, that’s the outcome.

So each possible outcome we represent as a point in the sample space. Describing it as a “space” might cause trouble. “Space” carries connotations of something three-dimensional and continuous and contiguous. This isn’t necessarily so. We can be interested in discrete outcomes. A coin’s toss has two possible outcomes. Three, if we count losing the coin. The day of the week on which someone’s birthday falls has seven possible outcomes. We can also be interested in continuous outcomes. The amount of rain over the day is some nonnegative real number. The amount of time spent waiting at this traffic light is some nonnegative real number. We’re often interested in discrete representations of something continuous. We did not have \frac{1}{2}\sqrt{2} inches of rain overnight, even if we did. We recorded 0.71 inches after the storm.

We don’t demand every point in the sample space to be equally probable. There seems to be a circularity to requiring that. What we do demand is that the sample space be a “sigma algebra”, or σ-algebra to write it briefly. I don’t know how σ came to be the shorthand for this kind of algebra. Here “algebra” means a thing with a bunch of rules. These rules are about what you’d guess if you read pop mathematics blogs and had to bluff your way through a conversation of rules about sets. The algebra’s this collection of sets made up of the elements of X. Subsets of this algebra have to be contained in this collection. Their complements are also sets in the collection. The unions of sets have to be in the collection.

So the sample space is a set. All the possible outcomes of the experiment we’re thinking about are its elements. Every experiment must have some outcome that’s inside the sample space. And any two different outcomes have to be mutually exclusive. That is, if outcome A has happened, then outcome B has not happened. And vice-versa; I’m not so fond of A that I would refuse B.

I see your protest. You’ve worked through probability homework problems where you’re asked the chance a card drawn from this deck is either a face card or a diamond. The jack of diamonds is both. This is true; but it’s not what we’re looking at. The outcome of this experiment is the card that’s drawn, which might be any of 52 options.

If you like treating it that way. You might build the sample space differently, like saying that it’s an ordered pair. One part of the pair is the suit of the card. The other part is the value. This might be better for the problem you’re doing. This is part of why the probability department commands such high wages. There are many sample spaces that can describe the problem you’re interested in. This does include one where one event is “draw a card that’s a face card or diamond” and the other is “draw one that isn’t”. (These events don’t have an equal probability.) The work is finding a sample space that clarifies your problem.

Working out the sample space that clarifies the problem is the hard part, usually. Not being rigorous about the space gives us many probability paradoxes. You know, like the puzzle where you’re told someone’s two children are either boys or girls. One walks in and it’s a girl. You’re told the probability the other is a boy is two-thirds. And you get mad. Or the Monty Hall Paradox, where you’re asked to pick which of three doors has the grand prize behind it. You’re shown one that you didn’t pick which hasn’t. You’re given the chance to switch to the remaining door. You’re told the probability that the grand prize is behind that other door is two-thirds, and you get mad. There are probability paradoxes that don’t involve a chance of two-thirds. Having a clear idea of the sample space avoids getting the answers wrong, at least. There’s not much to do about not getting mad.

Like I said, we don’t insist that every point in the sample space have an equal probability of being the outcome. Or, if it’s a continuous space, that every region of the same area has the same probability. It is certainly easier if it does. Then finding the probability of some result becomes easy. You count the number of outcomes that satisfy that result, and divide by the total number of outcomes. You see this in problems about throwing two dice and asking the chance the total is seven, or five, or twelve.

For a continuous sample space, you’d find the area of all the results that satisfy the result. Divide that by the area of the sample space and there’s the probability of that result. (It’s possible for a result to have an area of zero, which implies that the thing cannot happen. This presents a paradox. A thing is in the sample space because it is a possible outcome. What these measure-zero results are, typically, is something like every one of infinitely many tossed coins coming up tails. That can’t happen, but it’s not like there’s any reason it can’t.)

If every outcome isn’t equally likely, though? Sometimes we can redesign the sample space to something that is. The result of rolling two dice is a familiar example. The chance of the dice totalling 2 is different from the chance of them totalling 4. So a sample space that’s just the sums, the numbers 2 through 12, is annoying to deal with. But rewrite the space as the ordered pairs, the result of die one and die two? Then we have something nice. The chance of die one being 1 and die two being 1 is the same as the chance of die one being 2 and die two being 2. There happen to be other die combinations that add up to 4 is all.

Sometimes there’s no finding a sample space which describes what you’re interested in and that makes every point equally probable. Or nearly enough. The world is vast and complicated. That’s all right. We can have a function that describes, for each point in the sample space, the probability of its turning up. Really we had that already, for equally-probable outcomes. It’s just that was all the same number. But this function is called the probability measure. If we combine together a sample space, and a collection of all the events we’re interested in, and a probability measure for all these events, then this triad is a probability space.

And probability spaces give us all sorts of great possibilities. Dearest to my own work is Monte Carlo methods, in which we look for particular points inside the sample space. We do this by starting out anywhere, picking a point at random. And then try moving to a different point, picking the “direction” of the change at random. We decide whether that move succeeds by a rule that depends in part on the probability measure, and in part on how well whatever we’re looking for holds true. This is a scheme that demands a lot of calculation. You won’t be surprised that it only became a serious tool once computing power was abundant.

So for many problems there is no actually listing all the sample space. A real problem might include, say, the up-or-down orientation of millions of magnets. This is a sample space of unspeakable vastness. But thinking out this space, and what it must look like, helps these probability questions become ones that our intuitions help us with instead. If you do not know what to do with a probability question, think to the sample spaces.


This and other essays for the Fall 2019 A to Z should be at this link. Later this week I hope to publish the letter T. And all of the A to Z essays ought to be at this link. Thanks for reading.

My 2018 Mathematics A To Z: Randomness


Today’s topic is an always rich one. It was suggested by aajohannas, who so far as I know has’t got an active blog or other project. If I’m mistaken please let me know. I’m glad to mention the creative works of people hanging around my blog.

Cartoon of a thinking coati (it's a raccoon-like animal from Latin America); beside him are spelled out on Scrabble titles, 'MATHEMATICS A TO Z', on a starry background. Various arithmetic symbols are constellations in the background.
Art by Thomas K Dye, creator of the web comics Newshounds, Something Happens, and Infinity Refugees. His current project is Projection Edge. And you can get Projection Edge six months ahead of public publication by subscribing to his Patreon. And he’s on Twitter as @Newshoundscomic.

Randomness.

An old Sydney Harris cartoon I probably won’t be able to find a copy of before this publishes. A couple people gather around an old fanfold-paper printer. On the printout is the sequence “1 … 2 … 3 … 4 … 5 … ” The caption: ‘Bizarre sequence of computer-generated random numbers’.

Randomness feels familiar. It feels knowable. It means surprise, unpredictability. The upending of patterns. The obliteration of structure. I imagine there are sociologists who’d say it’s what defines Modernity. It’s hard to avoid noticing that the first great scientific theories that embrace unpredictability — evolution and thermodynamics — came to public awareness at the same time impressionism came to arts, and the subconscious mind came to psychology. It’s grown since then. Quantum mechanics is built on unpredictable specifics. Chaos theory tells us even if we could predict statistics it would do us no good. Randomness feels familiar, even necessary. Even desirable. A certain type of nerd thinks eagerly of the Singularity, the point past which no social interactions are predictable anymore. We live in randomness.

And yet … it is hard to find randomness. At least to be sure we have found it. We might choose between options we find ambivalent by tossing a coin. This seems random. But anyone who was six years old and trying to cheat a sibling knows ways around that. Drop the coin without spinning it, from a half-inch above the table, and you know the outcome, all the way through to the sibling’s punching you. When we’re older and can be made to be better sports we’re fairer about it. We toss the coin and give it a spin. There’s no way we could predict the outcome. Unless we knew just how strong a toss we gave it, and how fast it spun, and how the mass of the coin was distributed. … Really, if we knew enough, our tossed coin would be as predictably as the coin we dropped as a six-year-old. At least unless we tossed in some chaotic way, where each throw would be deterministic, but we couldn’t usefully make a prediction.

At a craps table, Commander Data looks with robo-concern at the dice in his hand. Riker, Worf, and some characters from the casino hotel watch, puzzled.
Dice are also predictable, if you are able to precisely measure how the weight inside them is distributed, and can be precise enough about how you’ll throw them, and know enough about the surface they’ll roll on. Screen capture from TrekCore’s archive of Star Trek: The Next Generation images.

Our instinctive idea of what randomness must be is flawed. That shouldn’t surprise. Our instinctive idea of anything is flawed. But randomness gives us trouble. It’s obvious, for example, that randomly selected things should have no pattern. But then how is that reasonable? If we draw letters from the alphabet at random, we should expect sometimes to get some cute pattern like ‘aaaaa’ or ‘qwertyuiop’ or the works of Shakespeare. Perhaps we mean we shouldn’t get patterns any more often than we would expect. All right; how often is that?

We can make tests. Some of them are obvious. Take something that generates possibly-random results. Look up how probable each of those outcomes is. Then run off a bunch of outcomes. Do we get about as many of each result as we should expect? Probability tells us we should get as close as we like to the expected frequency if we let the random process run long enough. If this doesn’t happen, great! We can conclude we don’t really have something random.

We can do more tests. Some of them are brilliantly clever. Suppose there’s a way to order the results. Since mathematicians usually want numbers, putting them in order is easy to do. If they’re not, there’s usually a way to match results to numbers. You’ll see me slide here into talking about random numbers as though that were the same as random results. But if I can distinguish different outcomes, then I can label them. If I can label them, I can use numbers as labels. If the order of the numbers doesn’t matter — should “red” be a 1 or a 2? Should “green” be a 3 or an 8? — then, fine; any order is good.

There are 120 ways to order five distinct things. So generate lots of sets of, say, five numbers. What order are they in? There’s 120 possibilities. Do each of the possibilities turn up as often as expected? If they don’t, great! We can conclude we don’t really have something random.

I can go on. There are many tests which will let us say something isn’t a truly random sequence. They’ll allow for something like Sydney Harris’s peculiar sequence of random numbers. Mostly by supposing that if we let it run long enough the sequence would stop. But these all rule out random number generators. Do we have any that rule them in? That say yes, this generates randomness?

I don’t know of any. I suspect there can’t be any, on the grounds that a test of a thousand or a thousand million or a thousand million quadrillion numbers can’t assure us the generator won’t break down next time we use it. If we knew the algorithm by which the random numbers were generated — oh, but there we’re foiled before we can start. An algorithm is the instructions of how to do a thing. How can an instruction tell us how to do a thing that can’t be predicted?

Algorithms seem, briefly, to offer a way to tell whether we do have a good random sequence, though. We can describe patterns. A strong pattern is easy to describe, the way a familiar story is easy to reference. A weak pattern, a random one, is hard to describe. It’s like a dream, in which you can just list events. So we can call random something which can’t be described any more efficiently than just giving a list of all the results. But how do we know that can’t be done? 7, 7, 2, 4, 5, 3, 8, 5, 0, 9 looks like a pretty good set of digits, whole numbers from 0 through 9. I’ll bet not more than one in ten of you guesses correctly what the next digit in the sequence is. Unless you’ve noticed that these are the digits in the square root of π, so that the next couple digits have to be 0, 5, 5, and 1.

We know, on theoretical grounds, that we have randomness all around us. Quantum mechanics depends on it. If we need truly random numbers we can set a sensor. It will turn the arrival of cosmic rays, or the decay of radioactive atoms, or the sighing of a material flexing in the heat into numbers. We trust we gather these and process them in a way that doesn’t spoil their unpredictability. To what end?

That is, why do we care about randomness? Especially why should mathematicians care? The image of mathematics is that it is a series of logical deductions. That is, things known to be true because they follow from premises known to be true. Where can randomness fit?

One answer, one close to my heart, is called Monte Carlo methods. These are techniques that find approximate answers to questions. They do well when exact answers are too hard for us to find. They use random numbers to approximate answers and, often, to make approximate answers better. This demands computations. The field didn’t really exist before computers, although there are some neat forebears. I mean the Buffon needle problem, which lets you calculate the digits of π about as slowly as you could hope to do.

Another, linked to Monte Carlo methods, is stochastic geometry. “Stochastic” is the word mathematicians attach to things when they feel they’ve said “random” too often, or in an undignified manner. Stochastic geometery is what we can know about shapes when there’s randomness about how the shapes are formed. This sounds like it’d be too weak a subject to study. That it’s built on relatively weak assumptions means it describes things in many fields, though. It can be seen in understanding how forests grow. How to find structures inside images. How to place cell phone towers. Why materials should act like they do instead of some other way. Why galaxies cluster.

There’s also a stochastic calculus, a bit of calculus with randomness added. This is useful for understanding systems where some persistent unpredictable behavior is there. It comes, if I understand the histories of this right, from studying the ways molecules will move around in weird zig-zagging twists. They do this even when there is no overall flow, just a fluid at a fixed temperature. It too has surprising applications. Without the assumption that some prices of things are regularly jostled by arbitrary and unpredictable forces, and the treatment of that by stochastic calculus methods, we wouldn’t have nearly the ability to hedge investments against weird chaotic events. This would be a bad thing, I am told by people with more sophisticated investments than I have. I personally own like ten shares of the Tootsie Roll corporation and am working my way to a $2.00 rebate check from Boyer.

Playland's Derby Racer in motion, at night, featuring a ride operator leaning maybe twenty degrees inward.
Rye Playland’s is the fastest carousel I’m aware of running. Riders are warned ahead of time to sit so they’re leaning to the left, and the ride will not get up to full speed until the ride operator checks everyone during the ride. To get some idea of its speed, notice the ride operator on the left and how far he leans. He’s not being dramatic; that’s the natural stance. Also the tilt in the carousel’s floor is not camera trickery; it does lean like that.

Given that we need randomness, but don’t know how to get it — or at least don’t know how to be sure we have it — what is there to do? We accept our failings and make do with “quasirandom numbers”. We find some process that generates numbers which look about like random numbers should. These have failings. Most important is that if we could predict them. They’re random like “the date Easter will fall on” is random. The date Easter will fall is not at all random; it’s defined by a specific and humanly knowable formula. But if the only information you have is that this year, Easter fell on the 1st of April (Gregorian computus), you don’t have much guidance to whether this coming year it’ll be on the 7th, 14th, or 21st of April the next year. Most notably, quasirandom number generators will tend to repeat after enough numbers are drawn. If we know we won’t need enough numbers to see a repetition, though? Another stereotype of the mathematician is that of a person who demands exactness. It is often more true to say she is looking for an answer good enough. We are usually all right with a merely good enough quasirandomness.

Boyer candies — Mallo Cups, most famously, although I more like the peanut butter Smoothies — come with a cardboard card backing. Each card has two play money “coins”, of values from 5 cents to 50 cents. These can be gathered up for a rebate check or for various prizes. Whether your coin is 5 cents, 10, 25, or 50 cents … well, there’s no way to tell, before you open the package. It’s, so far as you can tell, randomness.


My next A To Z post should be available at this link. It’s coming Tuesday and should be the letter ‘S’.

The Summer 2017 Mathematics A To Z: Ulam’s Spiral


Gaurish, of For the love of Mathematics, asked me about one of those modestly famous (among mathematicians) mathematical figures. Yeah, I don’t have a picture of it. Too much effort. It’s easier to write instead.

Summer 2017 Mathematics A to Z, featuring a coati (it's kind of the Latin American raccoon) looking over alphabet blocks, with a lot of equations in the background.
Art courtesy of Thomas K Dye, creator of the web comic Newshounds. He has a Patreon for those able to support his work. He’s also open for commissions, starting from US$10.

Ulam’s Spiral.

Boredom is unfairly maligned in our society. I’ve said this before, but that was years ago, and I have some different readers today. We treat boredom as a terrible thing, something to eliminate. We treat it as a state in which nothing seems interesting. It’s not. Boredom is a state in which anything, however trivial, engages the mind. We would not count the tiles on the floor, or time the rocking of a chandelier, or wonder what fraction of solitaire games can be won if we were never bored. A bored mind is a mind ready to discover things. We should welcome the state.

Several times in the 20th century Stanislaw Ulam was bored. I mention solitaire games because, according to Ulam, he spent some time in 1946 bored, convalescent and playing a lot of solitaire. He got to wondering what’s the probability a particular solitaire game is winnable? (He was specifically playing Canfield solitaire. The game’s also called Demon, Chameleon, or Storehouse, if Wikipedia is right.) What’s the chance the cards can’t be played right, no matter how skilled the player is? It’s a problem impossible to do exactly. Ulam was one of the mathematicians designing and programming the computers of the day.

He, with John von Neumann, worked out how to get a computer to simulate many, many rounds of cards. They would get an answer that I have never seen given in any history of the field. The field is Monte Carlo simulations. It’s built on using random numbers to conduct experiments that approximate an answer. (They’re also what my specialty is in. I mention this for those who’ve wondered what, if any, mathematics field I do consider myself competent in. This is not it.) The chance of a winnable deal is about 71 to 72 percent, although actual humans can’t hope to do more than about 35 percent. My evening’s experience with this Canfield Solitaire game suggests the chance of winning is about zero.

In 1963, Ulam told Martin Gardner, he was bored again during a paper’s presentation. Ulam doodled, and doodled something interesting enough to have a computer doodle more than mere pen and paper could. It was interesting enough to feature in Gardner’s Mathematical Games column for March 1964. It started with what the name suggested, a spiral.

Write down ‘1’ in the center. Write a ‘2’ next to it. This is usually done to the right of the ‘1’. If you want the ‘2’ to be on the left, or above, or below, fine, it’s your spiral. Write a ‘3’ above the ‘2’. (Or below if you want, or left or right if you’re doing your spiral that way. You’re tracing out a right angle from the “path” of numbers before that.) A ‘4’ to the left of that, a ‘5’ under that, a ‘6’ under that, a ‘7’ to the right of that, and so on. A spiral, for as long as your paper or your patience lasts. Now draw a circle around the ‘2’. Or a box. Whatever. Highlight it. Also do this for the ‘3’, and the ‘5’, and the ‘7’ and all the other prime numbers. Do this for all the numbers on your spiral. And look at what’s highlighted.

It looks like …

It’s …

Well, it’s something.

It’s hard to say what exactly. There’s a lot of diagonal lines to it. Not uninterrupted lines. Every diagonal line has some spottiness to it. There are blank regions too. There are some long stretches of numbers not highlighted, many of them horizontal or vertical lines with no prime numbers in them. Those stop too. The eye can’t help seeing clumps, especially. Imperfect diagonal stitching across the fabric of the counting numbers.

Maybe seeing this is some fluke. Start with another number in the center. 2, if you like. 41, if you feel ambitious. Repeat the process. The details vary. But the pattern looks much the same. Regions of dense-packed broken diagonals, all over the plane.

It begs us to believe there’s some knowable pattern here. That we could get an artist to draw a figure, with each spot in the figure corresponding to a prime number. This would be great. We know many things about prime numbers, but we don’t really have any system to generate a lot of prime numbers. Not much better than “here’s a thing, try dividing it”. Back in the 80s and 90s we had the big Fractal Boom. Everybody got computers that could draw what passed for pictures. And we could write programs that drew them. The Ulam Spiral was a minor but exciting prospect there. Was it a fractal? I don’t know. I’m not sure if anyone knows. (The spiral like you’d draw on paper wouldn’t be. The spiral that went out to infinitely large numbers might conceivably be.) It seemed plausible enough for computing magazines to be interested in. Maybe we could describe the pattern by something as simple as the Koch curve (that wriggly triangular snowflake shape). Or as easy to program as the Mandelbrot Curve.

We haven’t found one. As keeps happening with prime numbers, the answers evade us. We can understand why diagonals should appear. Write a polynomial of the form 4n^2 + b n + c . Evaluate it for n of 1, 2, 3, 4, and so on. Highlight those numbers. This will tend to highlight numbers that, in this spiral, are diagonal or horizontal or vertical lines. A lot of polynomials like this give a string of some prime numbers. But the polynomials all peter out. The lines all have interruptions.

There are other patterns. One, predating Ulam’s boring paper by thirty years, was made by Laurence Klauber. Klauber was a herpetologist of some renown, if Wikipedia isn’t misleading me. It claims his Rattlesnakes: Their Habits, Life Histories, and Influence on Mankind is still an authoritative text. I don’t know and will defer to people versed in the field. It also credits him with several patents in electrical power transmission.

Anyway, Klauber’s Triangle sets a ‘1’ at the top of the triangle. The numbers ‘2 3 4’ under that, with the ‘3’ directly beneath the ‘1’. The numbers ‘5 6 7 8 9’ beneath that, the ‘7’ directly beneath the ‘3’. ’10 11 12 13 14 15 16′ beneath that, the ’13’ underneath the ‘7’. And so on. Again highlight the prime numbers. You get again these patterns of dots and lines. Many vertical lines. Some lines in isometric view. It looks like strands of Morse Code.

In 1994 Robert Sacks created another variant. This one places the counting numbers on an Archimedian spiral. Space the numbers correctly and highlight the primes. The primes will trace out broken curves. Some are radial. Some spiral in (or out, if you rather). Some open up islands. The pattern looks like a Saul Bass logo for a “Nifty Fifty”-era telecommunications firm or maybe an airline.

You can do more. Draw a hexagonal spiral. Triangular ones. Other patterns of laying down numbers. You get patterns. The eye can’t help seeing order there. We can’t quite pin down what it is. Prime numbers keep evading our full understanding. Perhaps it would help to doodle a little during a tiresome conference call.


Stanislaw Ulam did enough fascinating numerical mathematics that I could probably do a sequence just on his work. I do want to mention one thing. It’s part of information theory. You know the game Twenty Questions. Play that, but allow for some lying. The game is still playable. Ulam did not invent this game; Alfréd Rényi did. (I do not know anything else about Rényi.) But Ulam ran across Rényi’s game, and pointed out how interesting it was, and mathematicians paid attention to him.

The Summer 2017 Mathematics A To Z: Quasirandom numbers


Gaurish, host of, For the love of Mathematics, gives me the excuse to talk about amusement parks. You may want to brace yourself. Yes, this essay includes a picture. It would have included a video if I had enough WordPress privileges for that.

Summer 2017 Mathematics A to Z, featuring a coati (it's kind of the Latin American raccoon) looking over alphabet blocks, with a lot of equations in the background.
Art courtesy of Thomas K Dye, creator of the web comic Newshounds. He has a Patreon for those able to support his work. He’s also open for commissions, starting from US$10.

Quasirandom numbers.

Think of a merry-go-round. Or carousel, if you prefer. I will venture a guess. You might like merry-go-rounds. They’re beautiful. They can evoke happy thoughts of childhood when they were a big ride it was safe to go on. But they don’t often make one think of thrills.. They’re generally sedate things. They don’t need to be. There’s no great secret to making a carousel a thrill ride. They knew it a century ago, when all the great American carousels were carved. It’s simple. Make the thing spin fast enough, at the five or six rotations per minute the ride was made for. There are places that do this yet. There’s the Cedar Downs ride at Cedar Point, Sandusky, Ohio. There’s the antique carousel at Crossroads Village, a historical village/park just outside Flint, Michigan. There’s the Derby Racer at Playland in Rye, New York. There’s the carousel in the Merry-Go-Round Museum in Sandusky, Ohio. Any of them are great rides. Two of them have a special edge. I’ll come back to them.

Playland's Derby Racer in motion, at night, featuring a ride operator leaning maybe twenty degrees inward.
Rye (New York) Playland Amusement Park’s is the fastest carousel I’m aware of running. Riders are warned ahead of time to sit so they’re leaning to the left, and the ride will not get up to full speed until the ride operator checks everyone during the ride. To get some idea of its speed, notice the ride operator on the left and how far she leans. She’s not being dramatic; that’s the natural stance. Also the tilt in the carousel’s floor is not camera trickery; it does lean like that. If you have a spare day in the New York City area and any interest in classic amusement parks, this is worth the trip.

Randomness is a valuable resource. We know it’s key to many things. We have major fields of mathematics built on it. We can understand the behavior of variables without ever knowing what value they have. All we need is to know than the chance they might be in some particular range. This makes possible all kinds of problems too complicated to do otherwise. We know it’s critical. Quantum mechanics would not work without randomness. Without quantum mechanics, matter doesn’t work. And that’s true randomness, the kind where something is unpredictable. It’s not the kind of randomness we talk about when we ask, say, what’s the chance someone was born on a Tuesday. That’s mere hidden information: if we knew the month and date and year of a person’s birth we would know whether they were born Tuesday or not. We need more.

So the trouble is actually getting a random number. Well, a sequence of randomly drawn numbers. We rarely need this if we’re doing analysis. We can understand how some process changes the shape of a distribution without ever using the distribution. We can take derivatives of a function without ever evaluating the original function, after all.

But we do need randomly drawn numbers. We do too much numerical work with them. For example, it’s impossible to exactly integrate most functions. Numerical methods can take a ferociously long time to evaluate. A family of methods called Monte Carlo rely on randomly-drawn values to estimate the integral. The results are strikingly good for the work required. But they must have random numbers. The name “Monte Carlo” is not some cryptic code. It is an expression of how randomly drawn numbers make the tool work.

It’s hard to get random numbers. Consider: we can’t write an algorithm to do it. If we were to write one, then we’d be able to predict that the sequence of numbers was. We have some recourse. We could set up instruments to rely on the randomness that seems to be in the world. Thermal fluctuations, for example, created by processes outside any computer’s control, can give us a pleasant dose of randomness. If we need higher-quality random numbers than that we can go to exotic equipment. Geiger counters watching the decay of a not-alarmingly-radioactive sample. Cosmic ray detectors watching the sky.

Or we can write something that produces numbers that look random enough. They won’t really be random, and if we wait long enough we’ll notice the sequence repeats itself. But if we only need, say, ten numbers, who cares if the sequence will repeat after ten million numbers? (We’ll surely need more than ten numbers. But we can postpone the repetition until we’ve drawn far more than ten million numbers.)

Two of the carousels I’ve mentioned have an astounding property. The horses in a file move. I mean, relative to each other. Some horse will start the race in front of its neighbors; some will start behind. The four move forward and back thanks to a mechanism of, I am assured, staggering complexity. There are only three carousels in the world that have it. There’s Cedar Downs at Cedar Point in Sandusky, Ohio; the Racing Downs at Playland in Rye, New York; and the Derby Racer at Blackpool Pleasure Beach in Blackpool, England. The mechanism in Blackpool’s hasn’t operated in years. The one at Playland’s had not run in years, but was restored for the 2017 season. My love and I made a trip specifically to ride that. (You may have heard of a fire at the carousel in Playland this summer. This was of part of the building for their other, non-racing, antique carousel. My last information was that the carousel itself was all right.)

These racing derbies have the horses in a file move forward and back in a “random” way. It’s not truly random. If you knew exactly which gears were underneath each horse, and where in their rotations they were, you could say which horse was about to gain on its partners and which was about to fall back. But all that is concealed from the rider. The horse patterns will eventually, someday, repeat. If the gear cycles aren’t interrupted by maintenance or malfunctions. But nobody’s going to ride any horse long enough to notice. We have in these rides a randomness as good as what your computer makes, at least for the purpose it serves.

Cedar Point's Cedar Downs during the race, showing the blur of the ride's motion.
The racing nature of Playland’s and Cedar Point’s derby racers mean that every ride includes exciting extra moments of overtaking or falling behind your partners to the side. It also means quarreling with your siblings about who really won the race because your horse started like four feet behind your sister’s and it ended only two feet behind so hers didn’t beat yours and, long story short, there was some punching, there was some spitting, and now nobody is gonna be allowed to get ice cream at the Carvel’s (for Playland) or cheese on a stick (for Cedar Point). This is the Cedar Downs ride at Cedar Point, and focuses on the poles that move the horses.

What does it mean to look random? Some things seem obvious. All the possible numbers ought to come up, sooner or later. Any particular possible number shouldn’t repeat too often. Any particular possible number shouldn’t go too long without repeating. There shouldn’t be clumps of numbers; if, say, ‘4’ turns up, we shouldn’t see ‘5’ turn up right away all the time.

We can make the idea of “looking” random quite literal. Suppose we’re selecting numbers from 0 through 9. We can draw the random numbers we’ve picked. Use the numbers as coordinates. Say we pick four digits: 1, 3, 9, and 0. Then draw the point that’s at x-coordinate 13, y-coordinate 90. Then the next four digits. Let’s say they’re 4, 2, 3, and 8. Then draw the point that’s at x-coordinate 42, y-coordinate 38. And repeat. What will this look like?

If it clumps up, we probably don’t have good random numbers. If we see lines that points collect along, or avoid, there’s a good chance our numbers aren’t very random. If there’s whole blocks of space that they occupy, and others they avoid, we may have a defective source of random numbers. We should expect the points to cover a space pretty uniformly. (There are more rigorous, logically sound, methods. The eye can be fooled easily enough. But it’s the same principle. We have some test that notices clumps and gaps.) But …

The thing is, there’s always going to be some clumps. There’ll always be some gaps. Part of randomness is that it forms patterns, or at least things that look like patterns to us. We can describe how big a clump (or gap; it’s the same thing, really) is for any particular quantity of randomly drawn numbers. If we see clumps bigger than that we can throw out the numbers as suspect. But … still …

Toss a coin fairly twenty times, and there’s no reason it can’t turn up tails sixteen times. This doesn’t happen often, but it will happen sometimes. Just luck. This surplus of tails should evaporate as we take more tosses. That is, we most likely won’t see 160 tails out of 200 tosses. We certainly will not see 1,600 tails out of 2,000 tosses. We know this as the Law of Large Numbers. Wait long enough and weird fluctuations will average out.

What if we don’t have time, though? For coin-tossing that’s silly; of course we have time. But for Monte Carlo integration? It could take too long to be confident we haven’t got too-large gaps or too-tight clusters.

This is why we take quasi-random numbers. We begin with what randomness we’re able to manage. But we massage it. Imagine our coins example. Suppose after ten fair tosses we noticed there had been eight tails turn up. Then we would start tossing less fairly, trying to make heads more common. We would be happier if there were 12 rather than 16 tails after twenty tosses.

Draw the results. We get now a pattern that looks still like randomness. But it’s a finer sorting; it looks like static tidied up some. The quasi-random numbers are not properly random. Knowing that, say, the last several numbers were odd means the next one is more likely to be even, the Gambler’s Fallacy put to work. But in aggregate, we trust, we’ll be able to enjoy the speed and power of randomly-drawn numbers. It shows its strengths when we don’t know just how finely we must sample a range of numbers to get good, reliable results.

To carousels. I don’t know whether the derby racers have quasirandom outcomes. I would find believable someone telling me that all the possible orderings of the four horses in any file are equally likely. To know would demand detailed knowledge of how the gearing works, though. Also probably simulations of how the system would work if it ran long enough. It might be easier to watch the ride for a couple of days and keep track of the outcomes. If someone wants to sponsor me doing a month-long research expedition to Cedar Point, drop me a note. Or just pay for my season pass. You folks would do that for me, wouldn’t you? Thanks.

Reading the Comics, October 14, 2015: Shapes and Statistics Edition


It’s been another strong week for mathematics in the comic strips. The 15th particularly was a busy enough day I’m going to move its strips off to the next Reading the Comics group. What we have already lets me talk about shapes, and statistics, and what randomness can do for you.

Carol Lay’s Lay Lines for the 11th of October turns the infinite-monkeys thought-experiment into a contest. It’s an intriguing idea. To have the monkey save correct pages foils the pure randomness that makes the experiment so mind-boggling. However, saving partial successes like correct pages is, essentially, how randomness can be harnessed to do work for us. This is normally in fields known, generally, as Monte Carlo methods, named in honor of the famed casinos.

Suppose you have a problem in which it’s hard to find the best answer, but it’s easy to compare whether one answer is better than another. For example, suppose you’re trying to find the shortest path through a very complicated web of interactions. It’s easy to say how long a path is, and easy to say which of two paths is shorter. It’s hard to say you’ve found the shortest. So what you can do is pick a path at random, and take its length. Then make an arbitrary, random change in it. The changed path is either shorter or longer. If the random change makes the path shorter, great! If the random change makes the path longer, then (usually) forget it. Repeat this process and you’ll get, by hoarding incremental improvements and throwing away garbage, your shortest possible path. Or at least close to it.

Properly, you have to sometimes go along with changes that lengthen the path. It might turn out there’s a really short path you can get to if you start out in an unpromising direction. For a monkey-typing problem such as in the comic, there’s no need for that. You can save correct pages and discard the junk.

Geoff Grogan’s Jetpack Junior for the 12th of October, and after, continues the explorations of a tesseract. The strip uses the familiar idea that a tesseract opens up to a vast, nearly infinite space. I’m torn about whether that’s a fair representation. A four-dimensional hypercube is still a finite (hyper)volume, after all. A four-dimensional cube ten feet on each side contains 10,000 hypercubic feet, not infinitely great a (hyper)volume. On the other hand … well, think of how many two-dimensional squares you could fit in a three-dimensional box. A two-dimensional object has no volume — zero measure, in three-dimensional space — so you could fit anything into it. This may be reasonable but it still runs against my intuition, and my sense of what makes for a fair story premise.

Ernie Bushmiller’s Nancy for the 13th of October, originally printed in 1955, describes a couple geometric objects. I have to give Nancy credit for a description of a sphere that’s convincing, even if it isn’t exactly correct. Even if the bubble-gum bubble Nancy were blowing didn’t have a distortion to her mouth, it still sags under gravity. But it’s easy, at least if you already have an intuitive understanding of spheres, to go from the bubble-gum bubble to the ideal sphere. (Homework question: why does Sluggo’s description of an octagon need to specify “a figure with eight sides and eight angles”? Why isn’t specifying a figure with eight sides, or eight angles, be enough?)

Jon Rosenberg’s Scenes From A Multiverse for the 13th of October depicts a playground with kids who’re well-versed in the problems of statistical inference. A “statistically significant sample size” nearly explains itself. It is difficult to draw reliable conclusions from a small sample, because a small sample can be weird. Generally, the difference between the statistics of a sample and the statistics of the broader population it’s drawn from will be smaller the larger the sample is. There are several courses hidden in that “generally” there.

“Selection bias” is one of the courses hidden in that “generally”. A good sample should represent the population fairly. Whatever’s being measured should appear in the sample about as often as it appears in the population. It’s hard to say that’s so, though, before you know what the population is like. A biased selection over-represents some part of the population, or under-represents it, in some way.

“Confirmation bias” is another of the courses. That amounts to putting more trust in evidence that supports what we want to believe, and in discounting evidence against it. People tend to do this, without meaning to fool themselves or anyone else. It’s easiest to do with ambiguous evidence: is the car really running smoother after putting in more expensive spark plugs? Is the dog actually walking more steadily after taking this new arthritis medicine? Has the TV program gotten better since the old show-runner was kicked out? If these can be quantified in some way, and a complete record made, it’s typically easier to resist confirmation bias. But not everything can be quantified, and even so, differences can be subtle, and demand more research than we can afford.

On the 15th, Scenes From A Multiverse did another strip with some mathematical content. It’s about the question of whether it’s possible to determine whether the universe is a computer simulation. But the same ideas apply to questions like whether there could be a multiverse, some other universe than ours. The questions seem superficially to be unanswerable. There are some enthusiastic attempts, based on what things we might conclude. I suspect that the universe is just too small a sample size to draw any good conclusions from, though.

Dan Thompson’s Brevity for the 14th of October is another anthropomorphized-numerals joke.

Underground Maps, And Making Your Own


By way of the UK Ed Chat web site I’ve found something that’s maybe useful in mathematical education and yet just irresistible to my sort of mind. It’s the Metro Map Creator, a tool for creating maps in the style and format of those topographical, circuit-diagram-style maps made famous by the London Underground and many subway or rail systems with complex networks to describe.

UK Ed Chat is of the opinion it can be used to organize concepts by how they lead to one another and how they connect to other concepts. I can’t dispute that, but what tickles me is that it’s just so beautiful to create maps like this. There’s a reason I need to ration the time I spend playing Sid Meier’s Railroads.

It also brings to mind that in the early 90s I attended a talk by someone who was in the business of programming automated mapmaking software. If you accept that it’s simple to draw a map, as in a set of lines describing a location, at whatever scale and over whatever range is necessary, there’s still an important chore that’s less obviously simple: how do you label it? Labels for the things in the map have to be close to — but not directly on — the thing being labelled, but they also have to be positioned so as not to overlap other labels that have to be there, and also to not overlap other important features, although they might be allowed to run over something unimportant. Add some other constraints, such as the label being allowed to rotate a modest bit but not too much (we can’t really have a city name be upside-down), and working out a rule by which to set a label’s location becomes a neat puzzle.

As I remember from that far back, the solution (used then) was to model each label’s position as if it were an object on the end of a spring which had some resting length that wasn’t zero — so that the label naturally moves away from the exact position of the thing being labelled — but with a high amount of friction — as if the labels were being dragged through jelly — with some repulsive force given off by the things labels must not overlap, and simulate shaking the entire map until it pretty well settles down. (In retrospect I suspect the lecturer was trying to talk about Monte Carlo simulations without getting into too much detail about that, when the simulated physics of the labels were the point of the lecture.)

This always struck me as a neat solution as it introduced a bit of physics into a problem which hasn’t got any on the assumption that a stable solution to the imposed physical problem will turn out to be visually appealing. It feels like an almost comic reversal of the normal way that mathematics and physics interact.

Pardon me, now, though, as I have to go design many, many imaginary subway systems.