X-Nico

2 unusual facts about probability theory


Jean Trembley

Jean Trembley (1749 - September 18, 1811), born at Geneva, contributed to the development of differential equations, finite differences, and the calculus of probabilities.

Monotone class theorem

In measure theory and probability, the monotone class theorem connects monotone classes and sigma-algebras.


Azuma's inequality

In probability theory, the Azuma–Hoeffding inequality (named after Kazuoki Azuma and Wassily Hoeffding) gives a concentration result for the values of martingales that have bounded differences.

Balance equation

In probability theory, a balance equation is an equation that describes the probability flux associated with a Markov chain in and out of states or set of states.

Felix Pollaczek

Félix Pollaczek (1 December 1892 in Vienna – 29 April 1981 at Boulogne-Billancourt) was an Austrian-French engineer and mathematician, known for numerous contributions to number theory, mathematical analysis, mathematical physics and probability theory.

Fiona Margaret Hall

She is the younger sister of the internationally renowned mathematical statistician and probabilist Peter Gavin Hall.

Francesco Paolo Cantelli

Cantelli's later work was all on probability and it is in this field where his name graces the Borel–Cantelli lemma and the Glivenko–Cantelli theorem.

James R. Norris

He has made contributions to areas of mathematics connected to probability theory and mathematical analysis, including Malliavin calculus, heat kernel estimates, and mathematical models for coagulation and fragmentation.

Magic 8-Ball

Using the Coupon collector's problem in probability theory, it can be shown that it takes, on average, 72 outcomes of the Magic 8 Ball for all 20 of its answers to appear at least once.

Michel Loève

Michel Loève (January 22, 1907 – February 17, 1979) was a French American probabilist and a mathematical statistician, of Palestinian Jewish origin.

Norman Lloyd Johnson

Norman Lloyd Johnson (9 January 1917, Ilford, Essex, England – 18 November 2004, Chapel Hill, North Carolina, USA) was a professor of statistics and author or editor of several standard reference works in statistics and probability theory.

Random sequence

This paradigm was due to Claus P. Schnorr and uses a slightly different definition of constructive martingales than martingales used in traditional probability theory.

Vysochanskij–Petunin inequality

In probability theory, the Vysochanskij–Petunin inequality gives a lower bound for the probability that a random variable with finite variance lies within a certain number of standard deviations of the variable's mean, or equivalently an upper bound for the probability that it lies further away.


see also

Covariance and contravariance

Covariance, in probability theory and statistics, the measure of how much two random variables vary together

Evidential reasoning

Probabilistic logic, a combination of the capacity of probability theory to handle uncertainty with the capacity of deductive logic to exploit structure

Indifference

Principle of indifference, in probability theory, a rule for assigning epistemic probabilities

Method of moments

Second moment method, a technique used in probability theory to show that a random variable is positive with positive probability

Ruby Payne-Scott

Ruby and Bill Hall had two children: Peter Gavin Hall, an internationally renowned mathematician working in theoretical statistics and probability theory, and Fiona Margaret Hall, one of Australia's more prominent artists, whose career is described by Julie Ewington in her 2005 book Fiona Hall.

William Feller

His two-volume textbook on probability theory and its applications was called "the most successful treatise on probability ever written" by Gian-Carlo Rota.