Ellis on Large Deviations

What triggered my current plunge into thermodynamics was this miniature book review by Cosma Shalizi of Richard S. Ellis’ Entropy, Large Deviations, and Statistical Mechanics:

In addition to being an excellent exposition of the rigorous theory of large deviations (especially for physicists, naturally!), this is also one of the most conceptually satisfying approaches to the foundations of statistical mechanics. In particular, it makes good probabilistic sense of the method of maximum entropy, without invoking weird sub-Bayesian ideas about statistical inference. (Namely, maximum Gibbs-Shannon entropy drops out as an approximate consequence of large deviations theory, when considering a small part of a large system, becoming exact only in the thermodynamic limit. As Ellis says, the core of this idea goes back to Boltzmann.)

I find the idea of statistical mechanics fascinating: that to describe the behavior of truly gigantic numbers of particles, all we need are a few bulk properties such as temperature and pressure. And to find out that it has a simple mathematical description in terms of probability theory, that’s the kind of thing that makes me want to know more.

Tragically, my library doesn’t have Ellis’ book, but I was able to track down home page, which has an extensive list of publications, many of which are available on-line. Two in particular give an overview of the relationship between statistical mechanics and large deviations:

Cosma also has a quick intro to large deviations. (In a rare lapse, Wikipedia has almost nothing. All that’s there is a pathetic little stub that I just created to fix what was there before, which was an incorrect redirect to extreme value theory.)

Baez Weeks 231, 232, and 233

John Baez is apparently now living at an accelerated rate as the rest of us, since has lived through three weeks when for the rest of us have just lived through ten minutes. In those three weeks, he wrote weeks 231, 232, and 233 of This Week’s Find in Mathematical Physics.

Mathematics into the Twenty-First Century

Eagle-eyed Peter Woit spotted an interesting volume on AMS Books Online: a collection of survey articles called Mathematics into the Twenty-First Century. The papers were originally presented at a conference in 1988 held in honor of the AMS’ 100th anniversary. Collectively they provide a picture of the frontier of mathematical research.

AMS Books Online has also added a three-volume history of American mathematics to its General interest section.

Easwaran on Conditional Probability

Frequent commenter Kenny Easwaran (who also has a weblog, Antimeta, devoted to philosophy of math) has written several interesting essays on the interpretation of conditional probability:

The question is practically and philosophically interesting in the case that the event you are conditioning on occurs with probability zero.

Saul Kripke

I wanted to give the philosphers in our audience a chance to patronize me for my ignorance. I had no idea until the past few days that Saul Kripke is an important and widely influential philosopher. I knew him from his work in modal logic, but I imagined that he was a logician who worked on a technical subject on the margins of philosophy. (At least I’m better informed than a guy I know who assumed that Kripke must be a category theorist, because there’s something called Kripke-Joyal semantics, which is a translation of Kripke’s work into the language of topos theory.)