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Tag Archives: measure theory
The infinite lottery
Probability is a mathematical subject where the application of the results to the real world remains controversial, and different schools of thought flourish. Littlewood, in his Miscellany, discusses this, and comes firmly to the conclusion that probability theory can say … Continue reading
Posted in exposition
Tagged Kolmogorov's axioms, logic, measure theory, probability, surreal numbers
6 Comments
Creating modern probability
The title of this post is that of a book by John von Plato, on the history of probability theory from the start of the twentieth century to the 1930s, starting with Borel and Einstein (but with many backward looks) … Continue reading
Posted in books, exposition
Tagged de Finetti, ergodic theory, exchangeability, Kolmogorov, measure theory, statistical physics, statistics, von Mises
3 Comments