Reversible Markov Chains

August 14th, 2010

Here’s a pretty idea. A Markov chain is one of the simplest forms of dependence in random variables: an infinite sequence of dependent random variables, where the probability distribution of the next random variable only depends on the value of the current random variable. If you reverse the sequence of variables, you get another Markov chain, the reverse Markov chain. Some Markov chains, reversible Markov chains, have the property that when you reverse them, you get back the same chain. Markov chains represent processes that have no history, in that future is determined solely by the present, not the past. A reversible Markov chain not only has no history, but time has no direction.

Here is a draft of a book by Aldous and Fill on the theory of reversible Markov chains.

The Algebra of Possibilities

August 13th, 2010

There is a notion in symbolic dynamics of a “topological Markov chain” that is analogous to a Markov chain in probability theory. It’s occurred to me that you can extend the analogy to a complete analogy with probability theory. We’re still interested in sets of events, but now we’re no longer interested in the probability of an event, but just whether or not an event is possible.

Start with a σ-algebra of sets, as usual. Instead of associating a probability with each set, associate a member of the set {Not Possible, Possible}. The empty set is assigned the value Not Possible, while the whole space is assigned the value Possible. A countable disjoint union of sets is Possible if and only if at least one of the individual sets is Possible.

A measure takes values in the semigroup of the nonnegative real numbers closed under addition. Here, we’ve replaced that semigroup with the semigroup of {Not Possible, Possible} under the commutative binary operation +, with multiplication table:

+ Not Possible Possible
Not Possible Not Possible Possible
Possible Possible Possible

I’ll explain the relationship with topological Markov chains in a future post.

Numb3rs Canceled

July 22nd, 2010

I was never a big fan, so I just heard that Numb3rs was canceled for the fall. I guess the law will have to go back to fighting crime the old-fashioned way: calling in Batman to help.

Teaching Calculus in Haiti

July 14th, 2010

Eugene Lim went to Haiti after the earthquake to teach calculus after the earthquake. He has posted a first-hand account at Cosmic Variance.

Less good and bath math at ScienceBlogs

July 9th, 2010

Mark Chu-Carroll, the math blogger at ScienceBlogs, has quit the site, after ScienceBlogs made the bizarre decision to host a blog sponsored by Pepsi. The ensuing blow-up has caused ScienceBlogs to pull the Pepsi blog, Food Frontiers, but a version of it lives on at Pepsi’s own site.

Introduction to Grothendieck Categories

June 28th, 2010

Grothendieck categories are a generalization of categories of modules. Sheaves of abelian groups over a topological space also form a Grothendieck category. Grothendieck categories are a special case of abelian categories, but the extra structure allows additional theorems to be proved.

Grigory Garkusha has a thorough introduction to the subject on arXiv.

snarXiv

June 18th, 2010

snarXiv is a site the generates parody abstracts for high-energy physics theory papers, a la arXiv. While the abstracts don’t quite make sense, they eerily resemble the real thing.

snarXiv versus arXiv is another site that gives you a random snarXiv and arXiv paper title, and asks you to tell the fake from the real thing. The fake titles are much harder to recognize than the fake abstracts. Initially, I got the first 5 right, but after about 25 I was down to random chance.

Via Not Even Wrong.

Vladimir Arnold, in memoriam

June 9th, 2010

I missed that Vladimir Arnold has died. Arnold was famous for his own contributions to mathematics, but in my opinion he was also the world’s great expositor of mathematics.

When I first encountered the subject of Lie algebras, I thought it was pointless and unmotivated. I also had the impression from high school physics that classical mechanics was built out of a bunch of random facts that were true for no reason, like the conservation of angular momentum. Also, I thought that potential energy was a sort-of a con — that if you can simply declare that a body has potential energy that you can make the law of conservation of energy tautologically true. Reading Arnold’s Mathematical Methods in Classical Mechanics changed all that. Arnold starts with one-dimensional systems like the inverse-square law and harmonic oscillator, and then to three-dimensional systems where he explains how symmetries in the equations of motion lead to conservation laws. Along the way, he explains how Lie groups lead to Lie algebras, and how in particular how rotational symmetries in 3d lead to the Lie algebra of so(3), which physicists use in the guise of the cross-product of vector calculus. He also introduces the Lagrangian and Hamiltonian formulations of classical mechanics. Most importantly, (since you can learn the equivalent from a physics text like Goldstein’s Classical Mechanics), he puts in the language of mathematicians rather than the language of physicists.

Years after I studied the subject of ODEs, I almost bought Arnold’s (expensive) Ordinary Differential Equations just because it was such a beautiful introduction to the subject. Lots of textbooks allude to the dynamical systems viewpoint for ODEs, but his book really communicates that viewpoint.

Antanus Mockus

June 4th, 2010

The main challenger to the incumbent party in Columbia the former mayor of Bogota, Antanas Mockus. As this profile make clear, Mockus is a man with a flair for the dramatic. According to the profile, he apparently once mooned an auditorium full of students. While mayor, he would occasionally dress up as a superhero named “Supercitizen”.

Intriguingly, the profiles list his job description as a “mathematician”, but they don’t really make clear what this means.

Martin Gardner and Hinton’s Cubes

May 24th, 2010

Martin Gardner has just recently passed away. I remember really liking his books when I was in high school, but I haven’t looked at them since then.

One of his essays convinced me back in high school that trying to visualize the fourth dimension was dangerous. Charles Hinton invented a system of cubes to teach you to visualize the fourth dimension. Gardner printed a letter (copies at banubula and waggish) from someone who said that the cubes were bad for your mental health. It wasn’t until sometime after taking linear algebra that the feeling dissipated.

More on the cubes can be found at The Fairyland of Geometry.