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#stochastic

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Reading Material With Lunch, Etc – Getting Back To My Roots
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doi.org/10.4324/9780429270284 | Thornes, J. B., Brunsden, D. (1977). Geomorphology and time. London: Methuen
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I saw this book on another post - and so went and found a copy at a 2nd hand book shop…
Looking forward to lunches at work with a cup of tea and maybe a couple of rainy Sundays at home…
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#geomorphology #text #book #landforms #learning #refamiliarisation #readingforpleasure #framework #model #processes #geology #water #hydrology #weather #climate #erosion #time #spatialanalysis #spatiotemporal #temporal #qualitative #quantitative #change #stochastic #evolution

What is a "martingale"? Is it a mixed drink? Is it a songbird?

Actually, a martingale is a foundational concept in the mathematics of financial markets, and it originally came from attempts to understand how to profit from gambling.

And fittingly, thinking about rolling "fractal dice" is a nice way to visualize martingales, along with stochastic processes and conditional expectations. See this post: 👇

freeenergy.blog/2024/Visualizi

Free Energy · Visualizing stochastic processes and martingalesVisualizing fields generated by a stochastic process

Understanding stochastic processes is important for many fields (e.g., statistical physics, mathematical finance, generative AI), and a filtration is a foundational concept. This can be a pretty confusing concept (it certainly was for me), so I’d like to share a concrete example to help with the intuition:👇

freeenergy.blog/2024/Filtratio

Free Energy · Intuition for filtrations in stochastic processesUnderstanding stochastic processes is important for many fields (e.g., statistical physics, mathematical finance, generative AI), and a filtration is a foundational concept. Here is the Wikipedia definition:

Michel Talagrand took home the 2024 #Abel #Prize for his work on stochastic systems, randomness and a proof of a physics reaction that many experts thought was unsolvable

#Talagrand’s work focuses on #stochastic #systems, which model random variables within a given time and space.

Over years of work, he came to make sense of such systems, using mathematical inequalities, to better characterize the limits of their variability.

Where to safely build a house along a rushing waterway, or how to anticipate the growth of a bacterial population, for example, are problems with solutions that may be closely predicted using Talagrand’s methods.

The water level in a river may be random, but the mathematician’s work can discern its likely maximum level, which would advise where to construct buildings to avoid flooding, writes the New York Times’ Kenneth Chang.

Essentially, his inequalities, which convert complex systems into geometrical terms, create precise estimates.

They offer new tools for study and applications in other fields, including physics, chemistry, communications and ecology.

“There are papers posted maybe on a daily basis where the punchline is ‘now we use Talagrand’s inequalities,’” Assaf Naor, a mathematician at Princeton University, tells Nature News.

The Abel committee also commended another element of Talagrand’s work, which shows that even random systems have an element of predictability.

For example, flipping a coin 1,000 times will predictably yield close to 500 heads and 500 tails. The same thought process can be applied to travel routes, and Talagrand’s principles provide convincing proof.

“It’s like a piece of art,” Helge Holden, a mathematician at the Norwegian University of Science and Technology and the Abel committee chair, tells Nature News.

“The magic here is to find a good estimate, not just a rough estimate.”

Talagrand also earned recognition for providing a proof for a physics problem that many scientists thought could never be explained by pure mathematics. Giorgio Parisi shared the 2021 Nobel Prize in Physics for his 1979 work in predicting spin glasses, which describe the states and random behaviors of condensed magnetic atoms.

After five years of effort, Talagrand—and, separately, Italian physicist Francesco Guerra—provided the mathematical basis for Parisi’s work in the early 2000s.

“It’s one thing to believe that the conjecture is correct, but it’s another to prove it, and my belief was that it was a problem so difficult it could not be proved,” Parisi tells New Scientist’s Alex Wilkins.
smithsonianmag.com/smart-news/

Smithsonian Magazine · Mathematician Who Made Sense of the Universe's Randomness Wins Math's Top PrizeBy Christian Thorsberg
In addition to my love of things #stochastic, I'm also deeply fascinated with #permanence, especially in the form of #writing. When I was young I was always imagining the kind of person who magically figured out that you could make black marks on stone, or cuts in wood, or whatever you liked translate to words. What a genius she must have been! (Yes, in my imagination it was always a woman.) People often claim that agriculture was the #foundation of #civilization. I disagree. It was permanence and precision in #communication that is the foundation of civilization. Writing, in short.

This is why I collect interesting forms of writing (like the bamboo slips I've shared in the past) as well as interesting or beautiful tools of writing. Today's little photo-essay is about the latter.

This is a so-called "eternal pencil". I have several of them, but this one I got because it's just so beautiful as well as practical. Details in the alt text as usual.

(Mastodon users will have to click through to see all the photos.)

New: Florida man arrested and accused of threatening to kill Rep. Eric Swalwell and his kids.

This is #Stochastic #terrorism brought to you by insurrectionist republicans.

"Stochastic terrorism" is a term used to describe a process of incitement where a leader provokes extremist violence under the guise of plausible deniability. Although the exact location, timing, and source of the violence may not be predictable, its occurrence is all but inevitable.

🧵

nbcnews.com/politics/congress/

NBC News · Florida man arrested and accused of threatening to kill Rep. Eric Swalwell and his kidsBy Sahil Kapur

In the field of stochastic processes, filtrations are used to model how information is revealed as time passes. This was pretty confusing to me at first, and so in this post I tried to summarize some of the key points for making sense of it: 👇

freeenergy.blog/2023/Filtratio

Free Energy · Filtration and InformationSharing ideas and learnings in math, science, and tech