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Archive for the ‘measure theory’ Category

The traditional mathematical axiomatization of probability, due to Kolmogorov, begins with a probability space P and constructs random variables as certain functions P \to \mathbb{R}. But start doing any probability and it becomes clear that the space P is de-emphasized as much as possible; the real focus of probability theory is on the algebra of random variables. It would be nice to have an approach to probability theory that reflects this.

Moreover, in the traditional approach, random variables necessarily commute. However, in quantum mechanics, the random variables are self-adjoint operators on a Hilbert space H, and these do not commute in general. For the purposes of doing quantum probability, it is therefore also natural to look for an approach to probability theory that begins with an algebra, not necessarily commutative, which encompasses both the classical and quantum cases.

Happily, noncommutative probability provides such an approach. Terence Tao’s notes on free probability develop a version of noncommutative probability approach geared towards applications to random matrices, but today I would like to take a more leisurely and somewhat scattered route geared towards getting a general feel for what this formalism is capable of talking about.

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An interesting result that demonstrates, among other things, the ubiquity of \pi in mathematics is that the probability that two random positive integers are relatively prime is \frac{6}{\pi^2}. A more revealing way to write this number is \frac{1}{\zeta(2)}, where

\displaystyle \zeta(s) = \sum_{n \ge 1} \frac{1}{n^s}

is the Riemann zeta function. A few weeks ago this result came up on math.SE in the following form: if you are standing at the origin in \mathbb{R}^2 and there is an infinitely thin tree placed at every integer lattice point, then \frac{6}{\pi^2} is the proportion of the lattice points that you can see. In this post I’d like to explain why this “should” be true. This will give me a chance to blog about some material from another math.SE answer of mine which I’ve been meaning to get to, and along the way we’ll reach several other interesting destinations.

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