Mathematics in Terrains

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    Some experiments in probability theory - A prelude

    to mathematics on terrains

    Gopikrishnan C R

    School of MathematicsIndian Institute of Science Education and ResearchThiruvananthapuram

    September 18, 2014

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    Birthday Problem

    ProblemWhat is the probability that two persons in a group ofn peoplehave their bithdays on the same date and month?

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    Birthday Problem

    ProblemWhat is the probability that two persons in a group ofn peoplehave their bithdays on the same date and month?

    What is the sample space ()?

    = {{x1, x2, . . . , xn}|xi is the birthday of the ith person}|| = 365365 365, n times

    = 365n

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    Birthday Problem

    ProblemWhat is the probability that two persons in a group ofn peoplehave their bithdays on the same date and month?

    What is the sample space ()?

    = {{x1, x2, . . . , xn}|xi is the birthday of the ith person}|| = 365365 365, n times

    = 365n

    What is the event space (E)?

    E= {{x1,

    x2, . . . ,

    xn}|xi=xjfor some i,j}

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    Birthday Problem

    ProblemWhat is the probability that two persons in a group ofn peoplehave their bithdays on the same date and month?

    What is the sample space ()?

    = {{x1, x2, . . . , xn}|xi is the birthday of the ith person}|| = 365365 365, n times

    = 365n

    What is the event space (E)?

    E= {{x1,

    x2, . . . ,

    xn}|xi=xjfor some i,j}What we dont require (EC)?EC = {{x1, x2, . . . , xn}|xi=xj for any i,j}

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    Probability of same birth dates

    |EC| = 365364363 (365n + 1)

    = 365!

    (365n)!

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    f

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    Probability of same birth dates

    |EC| = 365364363 (365n + 1)

    = 365!

    (365n)!

    =

    365Pn

    |E| = || |EC|

    = 365n 365Pn

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    P b bili f bi h d

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    Probability of same birth dates

    |EC| = 365364363 (365n + 1)

    = 365!

    (365n)!

    =

    365Pn

    |E| = || |EC|

    = 365n 365Pn

    Probability ofE=365n 365Pn

    365n

    = 1365Pn

    365n

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    Wh d hi i ll ?

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    What does this convey numerically ?

    Final Result

    Probability of two persons having the same birth date,p =

    1365

    Pn365n

    Let us do a numerical analysis, how does this function behave.

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    http://c/Users/user/Desktop/Presentation/birthday.nbhttp://c/Users/user/Desktop/Presentation/birthday.nbhttp://find/http://goback/
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    Number of persons p

    1 0

    10 0.11694820 0.411438

    30 0.706316

    40 0.89123250 0.970374

    60 0.994123

    70 0.99916

    80 0.999914

    90 0.999994

    100 1

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    B ff N dl P bl

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    Buffons Needle Problem

    Problem

    If a short needle, of length l, isdropped on a paper that is ruledwith equally spaced lines of

    distance d l, then theprobability that the needle comesto lie in a position where itcrosses one of the lines is exactly

    p= 2ld

    Figure : Georges-Louis Leclerc,comte de Buffon

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    Figure : Needles over a plane ruled by parallel lines

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    Let pi is the probability that the needle crosses exactly i timesthe lines.

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    Let pi is the probability that the needle crosses exactly i timesthe lines.

    Then the expected number of crossings is,

    E=p1 + 2p2 + 3p3 + . . .

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    Let pi is the probability that the needle crosses exactly i timesthe lines.

    Then the expected number of crossings is,

    E=p1 + 2p2 + 3p3 + . . .

    If the needle is short (l d), then p2=p3= = 0

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    Let pi is the probability that the needle crosses exactly i timesthe lines.

    Then the expected number of crossings is,

    E=p1 + 2p2 + 3p3 + . . .

    If the needle is short (l d), then p2=p3= = 0

    There fore in this case we have,

    E=p1

    That means we are actually searching for the expected

    number of crossings of a short needle.

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    Let pi is the probability that the needle crosses exactly i timesthe lines.

    Then the expected number of crossings is,

    E=p1 + 2p2 + 3p3 + . . .

    If the needle is short (l d), then p2=p3= = 0

    There fore in this case we have,

    E=p1

    That means we are actually searching for the expected

    number of crossings of a short needle.Let E(l) denotes the number of crossings that will beproduced by dropping a straight needle of length l.

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    Let l=x+ y, that is the length of the rear part is x andlength of the front part is y. Then by applying linearity ofexpectation

    E(l) =

    E(x) +

    E(y) (1)

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    Let l=x+ y, that is the length of the rear part is x andlength of the front part is y. Then by applying linearity ofexpectation

    E(

    l) =

    E(

    x) +

    E(

    y) (1)

    Then inductively we shall obtain,

    E(nx) =nE(x) (2)

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    Let l=x+ y, that is the length of the rear part is x andlength of the front part is y. Then by applying linearity ofexpectation

    E(

    l) =

    E(

    x) +

    E(

    y) (1)

    Then inductively we shall obtain,

    E(nx) =nE(x) (2)

    There fore,E(rx) =rE(x) rQ (3)

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    Let l=x+ y, that is the length of the rear part is x andlength of the front part is y. Then by applying linearity ofexpectation

    E(l) = E(x) +E(y) (1)

    Then inductively we shall obtain,

    E(nx) =nE(x) (2)

    There fore,E(rx) =rE(x) rQ (3)

    Clearly E(x) E(y) ifx y. That is E(x) is a monotonefunction of x.

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    Let l=x+ y, that is the length of the rear part is x andlength of the front part is y. Then by applying linearity ofexpectation

    E(l) = E(x) +E(y) (1)

    Then inductively we shall obtain,

    E(nx) =nE(x) (2)

    There fore,E(rx) =rE(x) rQ (3)

    Clearly E(x) E(y) ifx y. That is E(x) is a monotonefunction of x.

    Solving the above equation we shall obtain,

    E(x) =cx (4)

    Our aim is to find what is this constant c= E(1)

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    Consider a polygonal needle of total length l.

    Then the linearity of expectation gives E(l) =cl

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    Consider a polygonal needle of total length l.

    Then the linearity of expectation gives E(l) =cl

    Consider a circular needle C of diameter d. Then the total

    length of this needle is d. Irrespective of the position bywhich the needle falls, it will make two crossings.

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    Approximatethe circular needle from outside by a polygonalneedle Pn and from inside by Pn. Then clearly,

    E(Pn) E(C) E(Pn

    ) (5)

    cL(Pn) 2 cL(Pn)

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    Approximatethe circular needle from outside by a polygonalneedle Pn and from inside by Pn. Then clearly,

    E(Pn) E(C) E(Pn

    ) (5)

    cL(Pn) 2 cL(Pn)

    Taking the limit as n tends to infinity, the polygons becomemore and more same as the circular needle. Thus,

    c limn

    L(Pn) 2 c limn

    L(Pn)

    cd 2 cd

    c= 2

    d (6)

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    Final Result

    Probability that a short needle crosses a line =

    2l

    d

    There fore if we make M trials and N out of them cross a line, then

    N

    M

    2l

    d

    2l

    dN

    M

    2lM

    dN

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    http://c/Users/user/Desktop/Presentation/pi_cal.xlsxhttp://find/
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    Final Result

    Probability that a short needle crosses a line =

    2l

    d

    There fore if we make M trials and N out of them cross a line, then

    N

    M

    2l

    d

    2l

    dN

    M

    2lM

    dN

    Let us implement this experiment.

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    Polygonal Approximation

    http://c/Users/user/Desktop/Presentation/pi_cal.xlsxhttp://c/Users/user/Desktop/Presentation/pi_cal.xlsxhttp://find/
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    References

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    M. Aigner, K.H. Hofmann, and G.M. Ziegler.Proofs from THE BOOK.Springer, 2010.

    L.C Evans.

    An introduction to stochastic calculus.W. Feller.AN INTRODUCTION TO PROBABILITY THEORY AND

    ITS APPLICATIONS, 2ND ED.

    Number v. 2 in Wiley publication in mathematical statistics.Wiley India Pvt. Limited, 2008.

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