lUHAHl1

t Jtu WGJH GJG!- !t u!tuIu W! t\t!- !u uJt

G -!J! jtHut. t t!GH- t u- dt\tGjtH !G Htu
\\! -u t\t!- u\t GjttH t\\ HG1u- G jHJt u!tu-

seciefaiy has fyped IO leffeis

and addiessed IO envelopes. II
she nov pufs fhe leffeis in fhe
envelopes enfiiely af iandom (vifhouf
looLing af fhe addiesses), vhaf is fhe
pioIaIilify fhaf nof a single leffei vill
vind up inifs coiiecf envelope? If may
suipiise fhe ieadei fo leain fhaf fhe
pioIaIilify is Ieffei fhan one chance in
fhiee. moie speoihcally, if is almosf
I,2.7I828.... (This Iamous numIei
2.7I828. . . oi c, fhe Iase oI fhe nafuial
Iogaiifhms, fuinsouffoIeanimpoifanf
one in fhe fheoiy oI pioIaIilify and
comes up again and again, as ve shall
see. )
The mefhod used fo solve fhe pioI-
Iem is called comIinafoiial analysis. An
oIdei and moie Iamiliai example oI
pioIlems in comIinafoiial analysis is.
Whaf is fhe pioIaIilify oI diaving a
hush in a single deal oI hve caids Iiom
U decL oI 52? ComIinafoiial analysis
has moie pioIound and moie piacfical
applicafions, oI couise, fhan esfimafing
fhechancesoIpoLeihandsoiansveiing
amusing quesfions aIouf fhe hypofhefi-
caI Iehavioi oI aIsenfminded secie-
faiies. IfhasIecomeanexfiemelyuseIuI
Iianch oI mafhemafics. Buf ifs piinci-
ples aie Iesf illusfiafed Iy simple ex-
amples. Ief us voiL ouf fhe poLei
pioIIem in defail so fhaf ve can pei-
ceive some oI ifs pioIaIilisfic implica-
fions.
PieiieSimondeIaplace( I749I827)
IasedanenfiiefheoiyoI pioIaIilify on
comIinafoiial analysisIydehningpioI-
aIilify as = n,N. This expiession
sfafes fhaf fhe pioIaIilify oI an evenfis
fheiafiooIfhenumIeioIvaysinvhich
fheevenfcanIeiealized H) fofhefofaI
numIeioIpossiIleevenfs N), piovided
fhaf all fhe possiIle evenfs aie equally
liLelyan impoifanf pioviso. The pioI-
aIilify oI a poLei hush fheieIoie is fhe
Z
\ urR buc
iafiooIfhenumIeioIpossiIlehushesfo
fhe fofal numIei oI possiIle poLei
hanus. The pioIlem oI comIinafoiial
analysls is fo calculafe Iofh numleis.
Ief us sfaif vifh a simplei case
involving moie manageaIle numIeis.
Civen a sef oI Ioui oI|ecfs, A, , C, D,
hov many suIsefs, oi comIinafions, oI
fvo oI|ecfs can Ie made Iiom fhem? If
is easy fo ansvei Iy simple paiiing and
counfing. fheie aie six possiIle comIi-
nafionsoI size2,A,AC, AD, C, D,
CD. As ve go on fo laigei numIeis oI
oI|ecfs, hovevei, fhis piocess soon Ie-
comes all Iuf impossiIle. We musf hnd
shoifcufsvays fo maLe fhe calcula-
fions vifhouf acfually counfing. (Com-
Iinafoiial analysis is somefimes called
counfing vifhouf counfing.)
Suppose ve add a hIfh oI|ecf and
consideihovmanypaiiscanIe Ioimed
Iiom fhe hve. If is appaienf fhaf fhe
nev oI|ecf, , adds |usf Ioui fo fhe
fofal oI possiIle paiis, Iecause if can
comIine vifheachoIfhe ofheiIoui. So
fhe fofal is 6 4, oi IO, possiIle paiis.
To puf if in fhe convenfional symIols
oI comIinafoiial analysis, ve have
C(5,2)= C(4,2) C(4, I). C iepiesenfs
fhe numIei oI comIinafions, and fhe
numIeis in paienfheses sfand iespec-
fively Ioi fhe fofal numIei oI oI|ecfs
and fhe numIei in each suIsef. Ioi in-
sfance, C(5,2) means fhe comIlnafions
oI hve oI|ecfs faLen fvo af a fime.
To calculafe on fhe same piinciple fhe
numIeioI comIinafions oI Ioui oI|ecfs
fhaf could Ie made ouf oI a fofal oI IO
oI|ecfs, ve could viife C( IO, 4) =
C(9,4) C(9,3) and fhen confinue fhe
ieducfion fo smallei and smallei num-
Ieis unfil ve hnally compufed fhe an-
svei Iy simple addifion oI all fhe num-
Ieis. Inpiacfice vhafveacfually do in
such a case is fo Iuild fhe Cs Iiom fhe
gioundup (fheIooLLeepingiseasiei).

he vhole scheme is convenienfly

summaiized ina handy faIle Lnovn
as Pascal`s fiiangle aIfei Blaise PascaI
( I623I662), one oI fhe Ioundeis oI fhe
fheoiy oI pioIaIilify. The fiiangle is
made up oI fhe coemcienfs oI fhe
Iinomialexpansion, eachsuccessiveiov
iepiesenfing fhe nexf highei povei scc
tc l/lustratlcn cn agc J1]. Each
numIei in fhe faIle is fhe sum oI fhe
fvo numIeis fo fhe iighf and fhe leIf
oI if in fhe iov aIove. The numIei oI
comIinafions Ioi any sef oI oI|ecfs
can Ie iead Iiom leIf fo iighf acioss a
iov. Ioi example, fhe Iouifh iov de-
sciiIes fhe possiIle comIinafions vhen
fhe fofal numIei oI oI|ecfs is Ioui.
ieading Iiom fhe leIf, ve have hisf
fhe numIei I, Ioi fhe empfy sef (con-
1LUU1113 1LmLDL shoWn on lhc oggoslc gayc mcchanca11y groduccs
an aggroxmalon lo lhc Dc11-shagcd norma1, or Laussan, dslrDulon. hc 1ll1c rcd Da11s
ro11ny rom lhc rcscrVor al lhc log gass an array o hcxayona1 oDslac1cs and co11ccl n
rcccglac1cs al lhc Dollom. l cach oDslac1c lhc groDaD1ly ouyhl n lhcory lo Dc onc-ha1
lhal a Da11 W11 yo lo lhc ryhl and onc-ha1 lhal l W11 yo lo lhc 1cl. hus lhc Da11s lcnd
lo dslrDulc lhcmsc1Vcs accordny lo lhc grogorlons o 1asca1s lrany1c, shoWn n lhc log
11uslralon on gayc +. 1n lhc gholoyragh lhc Da11s a11ny lhrouyh lhc array o oDslac1cs
arc D1urrcd Dccausc o lhcr molon. hc Da11s haVc nol groduccd lhc u11 dslrDulon curVc
Dccausc somc arc sl11 moVny lhrouyh lhc channc1s. hc aggaralus s KnoWn as a La1lon
Uoard alcr Dr 1rancs La1lon, Who conslruclcd lhc hrsl onc. hc Vcrson shoWn hcrc
s Dascd on a dcsyn Dy lhc Dccncc malcra1s Lcnlcr galcnlcd undcr lhc namc cx slal.
1964 SCIENTIFIC AMERICAN, INC
1964 SCIENTIFIC AMERICAN, INC
c
o o
4 4
O 1U 1U O
1O cU lO
1 Z1 oO oO c1
c cc O U O Zc c
J o c4 1Z 1Z c4 o J
1U 4O 1ZU Z1U ZOZ Z1U 1ZU 4O lU
DL1D 1L1L, an ad lo ca1cu1alny groDaD1lcs, s Dcr s lhc sum o lhc lWo numDcrs mmcdalc1y aDoVc l. Domc
madc ug o lhc cocmccnts o lhc Dnoma1 cxganson. Lach num- o ls characlcrslcs and agg1catons arc dscusscd n lhc lcxl.
faining no oI|ecfs), fhen 4, fhe num-
bei oI suIsefs confaining one oI|ecf,
fhen6,fhenumIeioIpossiIlecomIina-
fions oI fvo oI|ecfs, fhen 4, fhe num-
bei oI fhiee-oI|ecf comLinafions, and
bnally 1 Ioi fhe "Iull sef oI Ioui oI-
|ecfs. Wifh fhis faIle, fo hnd fhe num-
Iei oI quadiuplefs fhaf can Ie Ioimed
liom a fofal oI IO oI|ecfs one goes fo
fhe 1Ofh iov, ieads acioss hve sfeps fo
fhe iighf and bnds fhe ansvei. 2IO.
Even fhe Pascal fiiangle Iecomes in-
convenienf vhen if has fo Ie exfended
fo Iaige numIeis such as aie involved
in oui poLei pioIlem. Ioifunafely fhe
pioneeis oI fhe fheoiy oI pioIaIilify
veie aIle fo voiLouf andpiove a slm-
ple geneial Ioimula. This nov familiai
9

d
- 1

.b

4
.3

.2

0 2
Ioimula, in vhich HT) means n oI|ocfs
faLen r af a fime and "! is fhe symIoI
meaning "Iacfoiial, is
n!
CH r)

i!n - r)!
In fhe case oI CIO,4) fhe Ioimula
simplihed Iy dividing Iofh numeiafoi
and denominafoi Iy H - r)!Iecomes
C10,4)
IO9

87
2IO.
I234
Novifisnof dimculffo compufefhe
pioIaIiIify oI a poLei hush. Theie aie
CI3,5) possiIle hushes in each suif, a
fofaI oI 4CI3, 5) in fhe Ioui suifs. The
3 4 b o
fofal numIei oI possiIle poLei hands is
C52,5). Hence fhe pioIaIillfy oI gef-
flng a hush ouf oI alI fhe hands fhaf
mighfIedealfis
4C I3,5)
C52,5)
4
13I211IO9
123:4:5 3_ 3 _
525I5O4948
I23:4:5
I6,60O
This comes ouf fo aIouf fvo chances
in I, OOO oI diaving a hush oI any Lind
in a bve-caid deal Iiom a Iull decL.
Ief us pioceed fo invesfigafe pioI-
aIilify Iuifhei Iy fhe classic device
oI coin-fossing. Suppose I foss a coin
IO fimes, vhaf is fhe pioIaIiliIy fhaf
in fhe IO fhiovs I shall gef exacflyIoui

7 o 9 !
1LUU1113 L1 L1D n 10 losscs o a con groduccs a hs
loyram lhal s rcmnsccnl o lhc norma1 dslrDulon. s lhc 10th
roW o 1asca1s lrany1c shoWs, lhcrc arc Z10 gossD1c scQucnccs
contanny cxacl1y our hcads oul o a lola1 o 1,0Z+ gossD1c sc
Qucnccs o hcads n 10 losscs. hus lhc chancc o our hcads s
aDoul Z1 gcrccnl. ouyh1y lhc chanccs o Zcro, onc, lWo, lhrcc, our
and hVc hcads n 10 losscs |horizontal xcale) arc rcsgcclVc1y
.001, .01, .0+a, .1Z, .Z1 and .Za |ertical xcale). hc groDaD1lcs
and lhc Dars rcgrcscnlny lhcm occur n dcsccndny ordcr or sx
lhrouyh 10 hcads n 10 losscs. Ln lhc samc sca1c a hsloyram
or 10,000 losscs Wou1d Dc much Wdcr and 1oWcr, and Wou1d
haVc lo Dc rcsca1cd lo Drny oul ls rc1alon lo lhc norma1 curVc.
+
1964 SCIENTIFIC AMERICAN, INC
heads? IooLing af fhe 1Ofh iov oI fhe
Pascal fiiangle, ve see fhaf fhe possiIle
sequences oI heads and,oi fails Ioi 1O
fossesaddupfoafofaloI 1,O24.Infhis
fofal fheie aie 2IO sequences confain-
ing exacfly Ioui heads. TheieIoie, iI
fhe coin-fossingis"honesf,infhe sense
fhaf all fhe 1,O24possiIle oufcomes aie
equally liLely, fhe pioIaIilify oI |usf
Ioui heads in IO fhiovs is 21O,1,O24,
oiioughly21peicenf.
The sum oI all fhe enfiies in any
given iov (numIeied n) oI fhe Pascal
fiiangle is equal fo 2 fo fhe nfh povei
(Ioi example, 1, O24 2'). Thus in
geneial fhe pioIaIilify oI fossing ex-
acfly / heads in a sequence oI n fhiovs
is C(n_ /),2.Suppose ve plof fhe vaii-
ous pioIaIilifies oI fossing exacfly O, 1,
2, 3 and so on up fo IO heads in 1O
fIiovs in fhe Ioim oI a seiies oI iec-
fangIes, vifh fhe heighf oI each iec-
fangle iepiesenfing fhe pioIaIilify cc
bcIIcm lluIraIcn cn cppcIc pagc].
The giaph peaLs af fhe cenfei (a pioI-
aIilify oI 252,1,O24Ioi hve heads) and
fapeis oh giadually fo Iofh sides (dovn
fo pioIaIilifies oI 1,I, O24 Ioi no heads
and Ioi 1O heads).II ve plof fhe same
Lind oI giaph Ioi 1O,OOO fosses, if Ie-
comes much videi and lovei. fhe high
poinf (Ioi 5,OOO heads) is nof in fhe
neighIoihood oI 25 peicenf Iuf only
1,1OO\, oi appioximafely .56 pei-
cenf. (If may seem odd fhaf in incieas-
ing fhe numIei oI fosses ve gieafly ie-
duce fhe chances oI heads coming up
exacfly halI fhe fime, Iuf fhe oddify
disappeais as soon as one iealizes fhaf
a sfiicf 5O5O division Iefveen heads
and fails issfill only one oI fhe possiIle
oufcomes, and vifh each foss ve have
incieased fhe fofal numIei oI possiIle
iesulfs.)
iavn on fhe Iasis I have |usf de-
sciiIed, fhe pioIaIilify giaph Ioi a
laige numIei oI fosses is so haf fhaf
if is haidly disfinguishaIle Iiom a
sfiaighf line. Buf Iy incieasing fhe
heighfs oI all fhe iecfangles Iy a cei-
tain Iacfoi ,, and shiinLing fhe
vidfh oI fhe Iase Iy fhe same Iacfoi,
one can see fhaf fhe fops oI fhe iec-
fangles fiace ouf a symmefiical cuive
vifh fhe peaL in fhe middle. The
laigei fhe numIei oI fosses, fhe closei
fhis piohle comes fo a smoofh, con-
finuous cuive, vhich is desciiIed Iy
fheequafion
_

c
--,:
\
The c is oui celeIiafed numIei
2.71828.. . , fhe Iase oI fhe nafuiaI
logaiifhms. (II a IanL veie Ioolish
enough fo ohei infeiesf af fhe annual
iafe oI 1OO peicenf and veie fo com-
pound fhis infeiesf confinuouslynof
|usf daily, houily oi even eveiy second
Iuf eveiy insfanfone dollai vould
giov fo 32.71828... af fhe end oI a
yeai.)
ThecloseappioachoIfhepioIaIilify
diagiam fo a confinuous cuive vifh
many fosses oI a coin illusfiafes vhaf
is called a lav oI laige numIeis. II an
"honesf coin is fossed hundieds oI
fhousands oi millions oI fimes, fhe dis-
fiiIufion oI heads in fhe seiies oI fiials,
vhen piopeily cenfeied and scaled on
a giaph, vill Iollov almosf exacfly fhe
cuive vhose Ioimula I have |usf given.
This cuive has Iecome one oI fhe mosf
celeIiafed in science. Knovn as fhe
"noimal oi "Caussian cuive, if has
Ieen used (vifh vaiying degiees oI |us-
fihcafion) fo desciiIe fhe disfiiIufion oI
heighfs oI men and oI vomen, fhe sizes
oI peas, fhe veighfs oI nevIoin IaIies,
fhe velocifies oI paificles in a gas and
numeious ofhei piopeifies oI fhe physi-
cal and Iiological voilds.
The iemaiLaIle connecfion Iefveen
coin-fossing and fhe noimal cuive vas
Iofh giafiIying and suggesfive. If pio-
vided one oI fhe main sfimuli Ioi fhe
Iuifhei developmenf oI pioIaIilify
fheoiy.If also Ioimed fhe Iasis Ioi fhe
"iandom valL model oI fiacing fhe
pafhs oI paificles. This in fuin solved
fhe mysfeiy oI Biovnian mofion, fhus
esfaIlishing fhe Ioundafions oI modein
afomic fheoiy.

:
L
'
D
c
0

_
UU
-..--....._
!JU -
UU
JU

PioIaIilify foday is a coineisfone oI
all fhe sciences, and ifs daughfei, fhe
science oI sfafisfics, enfeis info all hu-
man acfivifies. Hov piophefic, in ief-
iospecf, aie fhe voids ol Iaplace in
his pioneeiing voiL 1hccric analqIiquc
Jc prcbabilIc, puIlished in I8I2. "If
is iemaiLaIle fhaf a science vhich Ie-
gan vifh fhe consideiafion oI games oI
chance should have Iecome fhe mosf
impoifanf oI|ecf oI human Lnovledge.
... The mosf impoifanf quesfions oI
liIe aie, Ioi fhe mosf paif, ieally onIy
pioIlems oI pioIaIilify.
If seems fo Ie a chaiacfeiisfic oI
"fhe mosf imoifanf oI|ecfs oI human
Lnovledge fhaf fhey geneially faLe a
long fime fo Iecome esfaIlished as
such. AIfei Iaplace infeiesf in pioI-
aIilifyfheoiydeclined, andfhioughfhe
iesf oI fhe I9fh cenfuiy and fhe hisf
fvo decades oI fhe 2Ofh if all Iuf dis-
appeaied as a mafhemafical discipline.
Only a Iev mafhemaficians venf on
vifh fhe voiL, among fhese veie fhe
Iiillianf and oiiginal Bussian mafhema-
ficians P. I. CheIyshov and his pupil
A. A. MaiLov (vhich accounfs Ioi
fhe sfiong developmenf oI pioIaIilify
fheoiy in fhe U. S. S. B. foday). Theie
veie specfaculai applicafions oI pioI-
aIilify fheoiy fo physics, nof only Iy
AlIeifEinsfeinand MaiianSmoluchov-
sLi in fheii solufion oI fhe pioIlem oI
Biovnian mofion Iuf also Iy ]ames
CleiL Maxvell, Iudvig Bolfzmann and
]osiah Willaid CiIIs in fhe Linefic
fheoiy oI gases. Affhe fuin oI fhe cen-
fuiy Henii Poincai and avid HilIeif,
JJ JC J1 JO J CU C1 C. CO C CJ CC C1 CO C 1U 11 1.
ILlCI1 ll llC|Lo
LD L1 Lm groducc a hsloyram lo Whch lhc norma1-dslrDulon curVc can
Dc Dllcd. hcrc Wcrc ,1a Womcn n lhs samg1c gogu1alon. hc Uc11-shagcd curVc con-
orms lo many olhcr cmgrca1 dslrDulons ound n lhc ghysca1 and Do1oyca1 Wor1ds.
b
1964 SCIENTIFIC AMERICAN, INC
d

/ z

-
~

o

.,[

_ _@_
'

__~ = _-~ ,-

= - .
~

_
111L LL11L LU1Lm nVo1Vcs lhc groDaD1ly lhal a nccd1c shorlcr lhan lhc
WdlD o a g1anK W11 a11 across lhc cracK DclWccn lWo g1anKs. crc cach nccd1c s ha1 as
1ony as lhc g1anK s Wdc. hc cyhl unls uscd lo mcasurc lhc g1anK rcgrcscnl nchcs.
d
/

c
b
4 o

o
J
?
0
O \ o \
4 z
_
UDL 11Lm a1so shoWs gostons o lhc lhrcc nccd1cs. hc horZonla1 sca1c
rcgrcscnls lhc any1c oI cach nccd1c Wth rcsgccl lo thc Dottom cdyc o lhc g1anK. hc any1c
s yVcn n lcrms o -, Whch s dchncd as 10 dcyrccs. hc Vcrlca1 sca1c s lhc Wdlh
o lhc g1anK n nchcs. hc thrcc dots arc lhc ccntcr gonls o thc nccd1cs. La11cd lhc
samg1c sgacc, lhc rcctany1c rcgrcscnls a11 thc gossD1c goslons n Whch a nccd1c can
a11. hc darK co1orcd arcas coVcr a11 lhc goslons n Whch a nccd1c 1cs across a cracK.
fhe fvo gieafesf mafhemaficians oI fhe
day, fiied foievive infeiesfinpioIaIiI-
ify fheoiy, Iuf in spife oI fheii oiiginaI
andpiovocafiveconfiiIufionsfheievas
iemaiLaIIy IiffIe iesponse.
Why fhis apafhy fovaid fhe suI|ecf
among pioIessionaI mafhemaficians?
1heie veie vaiious ieasons. 1he main
one vas fhe IeeIing fhaf fhe enfiie
fheoiy seemed fo Ie IuiIf on Ioose and
noniigoious Ioundafions. IapIace`s deI-
inifion oI pioIaIiIify, Ioi insfance, is
Iased on fhe assumpfion fhaf aII fhe
possiIIeoufcomesinquesfionaieequaI-
Iy IiLeIy, since fhis nofion ifseII is a
sfafemenf oI pioIaIiIify, fhe dehnifion
appeais fo Ie a ciicuIai one. And fhaf
b
vas nof fhe voisf oI|ecfion. 1he heId
vas pIagued vifh appaienf paiadoxes
and ofhei dimcuIfies. 1he iising sfan-
daids oI iigoi in aII Iianches oI mafhe-
mafics made pioIaIiIify seem an un-
piohfaIIesuI|ecffo cuIfivafe.
l
n fhe I93O`s, hovevei, ifvas iesfoied
fo high sfanding among mafhemafi-
cians Iy a signihcanf cIaiihcafion oI ifs
Iasic concepfs and Iy ifs ieIafion fo
measuie fheoiy, a Iianch oI mafhemaf-
ics fhaf goes IacL fo EucIid and fhaf
eaiIy in fhis cenfuiy vas gieafIy ex-
fended and geneiaIized Iy fhe Iiench
mafhemaficians
_
miIe BoieI and Henii
IeIesgue. 1o undeisfand and appie-
ciafe fhis deveIopmenf Ief us sfaif vifh
a ceIeIiafed pioIIem in geomefiicaI
pioIaIiIify Lnovnas fhe BuI|on needIe
pioIIem. II a needIe oI a ceifainIengfh
(sayIouiinches)isfhiovnafiandomon
a hooi made oI pIanLsvideifhan fhaf
Iengfh (say eighfinches vide), vhaf is
fhe pioIaIiIify fhaf fhe needIe viII IaII
acioss a ciacL Iefveen fvo pIanLs? We
cande!ne fheposifionoI fhe needIeaf
each fhiov Iy nofing fhe Iocafion oI
fhe midpoinf oI fhe needIe on a pIanL
and fhe angIe Iefveen fhe needIe and
a given ciacL scc ucr illustmtlcn at
lcjt|. Nov,vecanaIsoshovfhevaiious
possiIIe posifions oI fhe needIe Iy
means oI an aIsfiacf diagiam in fhe
Ioim oI a iecfangIe scc lcucr illus-
tmt|cn at lcjt|, in vhich fhe heighf
iepiesenfs fhe vidfh oI fhe pIanL and
fhe Iase iepiesenfs fhe angIe (in feims
oI , vifh equaI fo I8O degiees, r/2
equaIfo 9O degiees andso on).
1hisiecfangIeasavhoIe, vhoseaiea
is -J, iepiesenfs aII fhe possiIIe posi-
fionsinvhichfheneedIecanIaII. 1ech-
nicaIIy if is caIIed fhe "sampIe space,
a geneiaI feim used fo denofe aII fhe
possiIIe oufcomes in any pioIaIiIify
expeiimenf. (In fossing IO coins fhe
sampIe space is fhe sef oI aII fhe I, O24
possiIIe IO-ifem sequences oI heads
and,oi faiIs.) In fhe needIe expeiimenf
vhaf paif oI fhe aiea oI fhe iecfangIe
coiiesponds fo fhose posifions oI fhe
needIe invhich if ciosses a ciacL? 1his
can Ie caIcuIafed Iy simpIe fiigonom-
efiy, and if is iepiesenfed Iy fvo sec-
fions vifhin fhe iecfangIe vifh cuived
Ioundaiies. 1heiicomIinedaiea,vhich
can Ie caIcuIafed Iy eIemenfaiy caI-
cuIus, fuins ouf fo Ie 2 fimes / fhe
IengfhoIfheneedIe.
Nov, iI aII fhe possiIIe posifions oI
fhe needIe aie equaIIy IiLeIy, fhen fhe
pioIaIiIify oI fhe needIe IaIIing on a
ciacL is fhe iafio oI fhe daiL coIoied
aieas in fhe iIIusfiafion fo fhe fofaI aiea
oIfheiecfangIe, oi2l,-J. 1hisisvheie
fhe fheoiy sfumIIes ovei ifs ovn aiIi-
fiaiy assumpfion. 1heie is ieaIIy no
compeIIing ieasonfo fieaf aII fhe poinfs
in fhis aIsfiacf iecfangIe as equaIIy
IiLeIy, Iuf fhe assumpfion is so nafuiaI
as fo appeai inevifaIIe. 1he degiee oI
aiIifiaiiness vas diamafized Iy fhe
Iienchmafhemafician]. I. I. Beifiand,
vho devised exampIes (Lnovn as Bei-
fiand paiadoxes) in vhich, Iiom as-
sumpfions fhaf seemed equaIIy nafuiaI,
he couId oIfain quife diheienf ansveis
fo a pioIaIiIify pioIIem.
1hisvasanunhappysifuafion, anda
deepeiundeisfandingoI fheioIeandoI
fhe nafuie oI pioIaIiIisfic assumpfions
1964 SCIENTIFIC AMERICAN, INC
c

~
.
<

O
O
<
j
UU

.................

..

!zU
!z`4U
!z.OU
!z.zU
!z !U
1z.UU 1..1U 1...U 1.J
/V/L |l
1z.U 1..JU 1UJ
1LDDU1 1 mLD o lWo suDurDanlcs g1annny lo mccl al a 1Drary DclWccn
1Z.00 noon anu 1.00 P.m. can Dc g1ollcu. rrVa1 lmcs or onc gcrson arc on lhc Vcrlca1
sca1c, or lhc olhcr on lhc horZonla1 sca1c. Lo1orcu arca coVcrs rcyon corrcsgonuny lo 8
mcclny. n ordcr lo mccl lhcy mu8l arrVc al 1Drary Wlhn 10 mnulcs o cach olhcr. s
can Dc sccn, onc arrVcs al 1Z .Z0 la lhru o lhc Way ug} anu lhc olhcr al 1Z .d0 llWo-lhrds
o lhc Way across}, lhcy W11 nol mccl. hc |1,Z,} gonl a11s oulsdc lhc shaucu rcyon.
`
~

.
L
`

:
<
:
C
L
O
!z UU 1. 1U 1.`J 1.J 1.J 1..JU
j
UU
1LUU13-1D3 L1 11uslralcs dcyrcc o ungrcdclaD1ly o arrVa1 lmc
lhcrc s on1y onc lran, comny n al 1Z. Z0. mosl 1Kc1y mcclny lmc al 1Drary s 1Z. a.
rca o shadcu gorlon rcgrcscnls groDaD1ly o arrVa1 DclWccn 1Z.d0 anu 1Z.dd P.m.
`
|

c_

:

_
O
!z.UU !z.UC !z.1z 1z. ! !z.z 1. U 1.O 1... !z. 1z.J4 1.UU
D 1L L3 D1? m11D yVc dcnsly curVc shoWn Dy D1acK 1nc.
hc co1orcu slrayhl 1nc s lhc curVc n casc a11 lhc arrVa1 lmcs arc cQua11y 1Kc1y.
d
vas callod Ioi. I can bosf oxpIain fho
modoin viov oI fhosomaffois Iymoans
oI anofhoi oxamplo.
Supposo fvo Iiionds Iiving in dihoi-
onf subuiIs oI Nov YoiL Cify vanf fo
moofinIionfoI fho Ioify-socond Sfioof
PuIlic IiIiaiy af noonfimo. Bailioad
schodulos(andpoiIoimanco)Ioingvhaf
fhoy aio, fho Iiionds can only counf on
aiiiving somofimo Iofvoon I2.OO noon
and I.OO 1.^. Thoy agioo fo shov up
af fho Iibiaiy somovhoio in fhaf infoi-
vaI, vifh fho sfipulafion fhaf, in oidoi
nof fo vasfo foo much fimo vaifing,
oach viII vaif only IO minufos aIfoi ai-
iiving and fhon Ioavo iI fho ofhoi has
nof shovn up. Whaf is fho pioIaIilify
oI fhoii acfually moofing?
I shouId monfion fhaf, alfhough fhis
caso is admiffodly aifiFciaI, if is Iy no
moans a fiivial pioIIom. Exfondod fo
many mombois insfoad oI |usf fvo, if
isanalogousfo(bufIaisimploifhan)an
impoifanf unsolvod pioIIom in sfafisfi-
cal mochanics vhoso solufion vould
shod much lighf on fho fhooiy oI
changosoIsfafosoImaffoiIoiinsfanco,
Iiom solid fo liquid.
II vo assumo fIaf oach oI fho fvo
Iiionds may aiiivo anyfimo Iofvoon
I2.OOand I.OO,vocanplofagoomofii-
caI "samplo spaco as in fho Buhon
noodlo pioIIom. Ono poison`s possiIlo
fimos oI aiiivaI aio donofod on fho J
axis, fho ofhoi`s on fho g axis cc Iop
lluIraIon on Ih pagc]. We can fhon
dosignafo ovoiy possiIlo paii oI aiiivaI
fimos by a poinf in fho squaio giaph.
Thoso poinfs fhaf lio vifhin fho paif oI
fho squaio fhaf iopiosonfs aiiival fimos
no moio fhan IO minufos apaif vill sig-
niIy a moofing, all fho ofhoi poinfs vilI
moan "no moofing. TaLing fho iafio oI
fho fvo aioas as fho pioIaIilify, as in
fho noodlo pioIlom, vo can calculafo
fhaf fho pioIaIilify oI fho fvo Iiionds
moofing is I1/36nof quifo ono chanco
in fhioo.

his caso maLos cloai fhaf vo havo

mado fvo dihoionf assumpfions. Iof
us analyzo fhom in a moio gonoiaI
confoxf.
In voiy gonoiaI foims piobabiIify
fhooiy, as a mafhomaficaI disciplino, is
concoinodvifhfhopioIlomoIcaIcuIaf-
ing fho pioIaIilifios oI complox ovonfs
consisfingoI collocfions oI "olomonfaiy
ovonfsvhosopioIaIiIifiosaioLnovnoi
posfuIafod. Ioi oxamplo, in iolling fvo
dico fho appoaianco oI a IO is a "com-
plox ovonf fhaf consisfs oI fhioo oIo-
monfaiy ovonfs. (I) fho Fisf dio shovs
a 4 and fho socond a 6, (2) fho hisf
dIe shovs a 5 and fho socond a and
1964 SCIENTIFIC AMERICAN, INC
3) fhe bisf die shovs a 6 and fhe sec-
ond a 4. ThemeefingoI ouifvoIiiends
is also a complex evenf, an example oI
an elemenfaiy evenf vould Ie fhe ai-
iivaloIoneoIfheIiiendsinfheinfeivaI
Iefveen I2.2O and I2. 25.
In oui calculafion oI fhe pioIaIilify
oI fhe fvo Iiiends meefing, fhe !isf
assumpfion ve made vas fhaf each oI
fhe fvo individuals may aiiive anyfime
Iefveen I2. OO and I. OO, all fimes oI
aiiival Ieing "equally liLely. The coi-
iespondingassumfionaIouffhediceis
fhafany oneoIfhe sixIacesoI each die
may come up vifh equal pioIaIilify. )
BufiIeachpeisonislimifedfoonlyone
fiain scheduled fo aiiive af Ciand Cen-
fial duiing fhe houi say af I2.2O oi
lafei), fhisassumpfioniscomplefelyun-
iealisfic. he vill ceifainly nof aiiive in
fheeailypaifoI fhe houi. Thesifuafion
coiiesponds fofhe fvo dice Ieing load-



-

-
|
L
UL 1 s laKcn Dy a garlc1c Dcny KcKcu arounu Dy mo1ccu1cs o a sur-
Foununy 1Quu or yas. slochaslc groccss ll Varcs conlnuous1y Wlh lmc}, UroWnan
molon can Dc ana1yZcu anu mouc1cu (illuxtration belou) Dy groDaD1slc lcchnQucs.
J
..... ..... ...

Z - . .
:

6 8 .
J4

_.
`
.

6
`
J2
.
`
94

.
.
.

' . .:
J

??
``

`
.

.
.

?O

. :.
3\

. 9+?
Z`

Z`
.__
.. .. |
|

4
.
'
.,

.
2

.
. ..-~... -~

2 4 J J2 J4 J J z z2 z4 z
UL mL11 can Dc conslruclcu rom rccords o con losscs. Wo scrcs o
V0ouu losscs o a con Wcrc uscu, onc g1ollcu on lhc horZonla1 sca1c, lhc olhcr on lhc
Vcrlca1 sca1c. hc cumu1alVc lola1 o la1s al cach loss Was suDlraclcd rom lhc cumu1a-
tVc tola1 o hcaus. hc Drsl lhrcc losscs n Dolh scrcs Wcrc hcaus anu lhc ourlh loss n
thc horZonla1 scrcs Was hcaus, Dul lhc ourlh loss n lhc Vcrlca1 scrcs Was la1s. umDcrs
on lhc uols arc lhc loss numDcrs. Lo1orcu 1nc lraccs "goslon al cVcry ourlh loss, ]usl
as lhc lracK o a UroWnan garlc1c rccorucu Dy a camcra shoWs on1y a sma11 raclon
o lhc slayycrny numDcr o "KcKs such a garlc1c rcccVcs rom mo1ccu1cs arounu l.
|J
ed. On fhe ofhei hand, iI fheie aie six
scheduled fiains, due fo aiiive af IO-
minufe infeivals Iiom I2. OO on, and iI
fhey fend fo Ie haphazaiuly oh sched-
ule, fhe assumpfion Iecomes moie iea-
sonaIle, alfhough if may sfill nof Ie
sfiicfly coiiecf fo say fhaf all fhe fimes
oI aiiival aie equally pioIaIle.
Thesecond assumpfion ve madevas
fhaf fhe aiiival fimes oI fhe fvo Iiiends
aie complefely independenf oI each
ofhei. This assumpfion, liLe fhe !isf, is
oI ciucial impoifance. In mafhemafical
feims if is iehecfed in fhe iule oI fhe
mulfiplicafion oI pioIaIilifies. This iule
sfafes fhaf vhen individual evenfs aie
independenf oI each ofhei, fhe pioIa-
Iilify oI fhe complex evenf fhaf all oI
fhem vill occui is fhe pioducf oI indi-
vidual pioIaIilifies. Acfually Iiom a
sfiicfly logical poinf oI viev fhe iule oI
fhe mulfiplicafion oI pioIaIilifies con-
sfifufes a Jc]niIcn oI independence. )
Independence is assumed in fhe fhiov
oI fvo dice vhich piesumaIly aie nof
linLed in any vay) as vell as in fhe
case oI fhe fvo suIuiIanifes coming
infoNev YoiL piovidedfhaffheyhave
nof "coupled fheii aiiival fimes Iy an
undeisfanding aIouf fhe selecfion oI
paificulai fiains).
If should Ie nofed fhaf fheie is an
impoifanf diheience Iefveen fhe dice-
fhiovingandsuIuiIanife-meefingpioI-
Iems. In fhe bisf case fhe numIei oI
possiIle oufcomes is bnife |usf 36),
vheieas in fhe second if is in!nife, in
fhe sense fhaf fhe aiiival fimes may
occui af any insfanf vifhin fhe houi,
fhaf is fo say, fhe sample space is a
confinuum vifh an inbnife numIei oI
"poinfs.
To enaIle one fo go on vifh calcula-
fions oI pioIaIilifies fvo veiy geneiaI
iules, oi axioms, aie infioduced. The
bisfconceinsmufuallyexclusiveevenfs.
evenfs such fhaf fhe occuiience oI one
piecludes fhe occuiience oI any ofhei.
!oi such evenfs fhe pioIaIilify fhaf af
Ieasf one vill occui is fhe um oI indi-
vidual pioIaIilifies fhe axiom oI addi-
fivify). The second conceins paiis oI
evenfssuch fhaf one mplc fhe ofhei.
In fhis case fhe pioIaIilify fhaf one
vilI occui Iuf nof fhe ofhei is oIfained
Iy suIfiacfing fhe smallei pioIaIilify
Iiom fhe laigei.
`
ov, fhese iules Ioi calculafing pioI-
aIilifies oI complex evenfs aie
idenficalvifhfhoseusedIoicalculafing
aieasand volumesingeomefiy. We can
suIsfifufe fhe void "sef Ioi "evenf
and "aiea oi "volume Ioi "pioIaIil-
ify. The pioIlem fhen is fo assign
1964 SCIENTIFIC AMERICAN, INC
aioiiafe aieas fo sefs, and fhis is
fhe iovince oI measuie fheoiy, vhich
las leen given fhaf name lecause fhe
void measuie is nov used fo ieIei fo
aieas oI veiy complex sefs.
II ve go lacL fo fhe iollem oI fhe
fvo suluilanife Iiiends, ve nofe fIaf
fhe sef fhaf coiiesponds fo fheii meef-
ing is quife simle. Ifs aiea, oi iol-
alilify, is vell vifhin Euclid`s Iiame-
voiL, and ifs calculafion can le lased
on fhe maniulafion oI only a Inife
numleioInonoveilapingiecfangles.In
fhe Buhon needle piollem, since fhe
.

`
`

* *
-.
'
~~- ~`
c
iegion oI infeiesf is lounded ly cuives,
one musf allov an inInife numlei oI
iecfangles, luf fhe calculafion oI fhe
aiea is sfill ielafively simple and ie-
quiies nofhing moie fhan elemenfaiy
calculus.Whafvassuiiisingandexcif-
ing alouf measuie fheoiy as if vas ue-
/ c
11C mL11 or 11uslratny a marKoV chan nVo1Vcs
a yamc n Whch Da11s arc moVcd rom onc conlancr lo anolhcr
accordny lo numDcrs draWn al random rom a lhrd conlancr
|le]t). s 1ony as lhcrc arc many morc Da11s n conlancr Z lhan
n conlancr H, lhc oW o Da11s W11 Dc slrony1y rom Z lo H.
hc groDaD1ly o hndny n Z thc Da11 Wlh lhc draWn numDcr
chanycs n a Way lhal dcgcnds on gasl draWnys. hs orm o
dcgcndcncc o groDaD1ly on gasl cVcnls s ca11cd a marKoV chan.
+

+ `

."

"

"

+
11 31 L LLm11, an hrcncsl yamc Wlh 10,+
h]golhclca1 Da11s and Z00,000 draWnys looK ]usl lWo mnulcs.
Dlarlny Wth a11 lhc Da11s n conlancr Z, lhc numDcr o Da11s n
|lZ
" .9




"

. .
.4
.

. .

+ " _ " "

"

" * ^ H
Z Was rccordcd Wth a dot cVcry 1,000 draWnys. 1l dcc1ncd
cxgoncnta11y unl1 cQu1Drum Was rcachcd Wlh ,1Z Da11s |ha1
o lhcm} n cach conlancr. lcr lhat Juclualons Wcrc nol yrcal.
1964 SCIENTIFIC AMERICAN, INC
|~
tI osive focu$obe
ob[ecfve . . . body on0
$foge remon ed.
rm, bo$e ond body . . .
one $ ng co$f ng tor
ncreo$d rg df.
11? A N| 0|0&l&|
l&l0|& | &l| | 0,
| 0| 0| l]00||0l0
0l| 0&
800 d |?\l| I| l1|]
Ilt| 1g 0000l B B B
l1? mlI &| 0| | 0&0l
1?1?| lm?1I | 1
0| ||l&0l? 0&| ]0
| 1 0| & 00l0|j.
nhnf - correcfeU ob[ec-
fve$ . . . be$f gHormonce
ou hove ever seen.
hC COm_CtCy uCV O_tIC0 8y8tCm _tOVICC8 h0tnC8S O uCd 0ud
m0_C Qu0Ity uCVCt DCOtC ODt0Iu0DC. CVOutIOu0ty OCu8Iu_
cOnCC_t Ony tbC ODjCCtIVC mOVC8 VhCu yOu OCuS e DOCy 0nC
St0_C tCm0I u mOttOnC88 0nC tI_IC. hC Ouy OtCC CXCttCC Iu
OCu8In_ I8 thC VCt_bt Ot tbC nO8C_ICCC 088CmDy . . . _tCVCutS DtOkCu
SICCS 0uC COVCt8t_8. 1OCu8In_ mCCh0nI8m 8 cuC!O8CC u thC 8tm,
uDtIC0tCC Ot !IC, 0uC $C0!CC 0_0tu8t CItt. 18k yOut 1L O0CS
C_tC8Cut0tIVC Ot 0 CCmOu8tt0tIOu. <hcg>/crcd Trodcmork Amcrcon O/co/ Co.
N E M l C M C F 3 l C L L C N F M Y
W WM W N b W L M l W L M W W ttLL W bN NL M M M I
IM 0AMA0A wti tc~ P.O. box I ; 0, Postal Stati on R, Toroato I 7, Ootstio
volopod Iy Boiol and IoIosguo vas
fhaf, Iy moioly posfulafing fhaf fhe
moasuio oI an n]nilc collocfion oI un-
connocfodsofsshouldIofho um oIfho
moasuios oI fho individual onos (coiio-
spondingfo ioquiiing fhaf fIo pioIaIil-
ify fhaf af loasf ono ouf oI n]nIc|q
manq mufually oxclusive ovonfs vill
occui should Io fho sum oI individual
pioIaIilifios), if vas possiIle fo assign
moasuiosfooxfiomolycomploxsofs.
Bocause oI fhis, moasuio fhooiy
oponod fho vay fo fho posing and solv-
ing oI pioIloms in pioIaIilify fhaf
vould havo Ioon unfhinkaIle in Ia-
placo`s fimo. Hoio, Ioi insfanco, is one
oI fhe pioIloms fhaf iocoivod much
affenfion in fho IO2O`s and IO3O`s and
confiiIufod gioafly fo Iiinging pioI-
aIilify fhooiy info fhe mainsfioam oI
mafhomafics.
Considoi fho inhnifo soiies
i 1 i i i i i i

.

i Z o 4 b b 1 o
This is knovn as a divoiging soiios,
fhaf is, Iy adding moieandmoio foims
ono couldoxcoodany givon numIoi.
SupposefhosignsIofvoonfhofoims,
insfoad oI Ioing all plusos, voio mado
plus oi minus af iandom Iy moans oI
indopondonf fossos oI an honosf coin.
Whaf is fho pioIaIilify fhaf fho iosulf-
ing soiios vould convoigor Thaf is fo
say, vhaf is fhe pioIaIilify fhaf Iy
oxfonding fho soiios fo moio and moie
foims onevouldcomo closor and closoi
fo somo foiminafing numIoi
1o ansvoi fhe quosfion one musf
considoi alI fhe possiIle inhnife so-
guoncos oI noads and fails as fhe sam-
ple spaco. One soquonce mighf Iogin:
1 1 1 1 1 ! 1 1. . . II veIof rop-
iosonf plus and 1 iopiosonf minus, fhe
numIoi soiios aIove Iecomos
1 1 1

1 Z d 4 b b o
Wifh oach such soquonco vo can as-
sociafo a ioal numIoi, l, Iofvoon O and
I, and oach l can Io iopiosonfod Iy a
Iinaiy numIoi in vhich fho digif I
donofos and fho digif O sfands Ioi 1.
Tho soquonco cifod aIovo i sfhon viif-
fon as l . I IOOOIOI. . . . Tho Iinaiy
digifs Ioim 0 modol oI indopondonf
fossos oI a coin. Nov fhoso t`s fhaf vill
yiold convoigonf soiios Ioim a sof, and
fho pioIaIilify fhaf l Ialls info fhis sof
is fho "moasuio oI fho sof. If fuins ouf
fhaf fho sof oI hypofhofical t`s fhaf do
ncl yiold convoigonf soiios is so spaiso
fhaf ifs moasuio, oi pioIaIilify, is zoio
1964 SCIENTIFIC AMERICAN, INC
(alfhough fho sof has a voiy complox
sfiucfuio and is Iai Iiom Ioing ompfy).
Honco fho ansvoi fo fho pioIlom is
fhaf, vhon fho soiios aIovo is givon
iandom signs, fho pioIaIilify fhaf if
villconvoigois I .
J
ho Ioiogoing is an oxamplo oI pioI
loms in donumoiaIlo pioIaIilitios,
fhaf is, fhoso involving ovonts do-
sciiIod in disciofo foims. Duiing fho
pasf fvo docados mafhomaficians havo
puisuod an ovon moio pioducfivo in-
vosfigafion oI fho fhooiy oI stochasfic
piocossos. fho pioIaIilisfic analysis oI
phonomona fhaf vaiy confinuously in
fimo. Sfochasfic piocossos aiiso in phys-
ics, asfionomy, oconomics, gonotics,
ocology and many ofhoi !olds oI sci-
onco. Tho simplosf and mosf coloIiafod
oxamplo oI a sfochasfic piocoss is fho
Biovnian mofion oI a paificlo.
Tho lafo NoiIoif Wionoi concoivod
fho idoa oI Iasing fho fhooiy oI Biovn-
ian mofion on a fhooiy oI moasuio in a
sof oI all confinuous pafhs. This idoa
piovod onoimously IiuifIul Ioi pioI-
aIilify fhooiy. If Iioafhod nov liIo info
old ioIloms such as fhaf oI dofoimin-
ing fho olocfiosfafic pofonfial oI a con-
ducfoi oI aiIifiaiy shapo, a pioIlom
fhaf occupied fho minds oI illusfiious
mafhomaficians Ioi moio fhan a con-
fuiy. Moio fhan fhaf, if oponod up on-
fiio nov aioas oI iosoaich and lod fo
Iascinafing connocfions Iofvoon pioI-
aIilify fhooiy and ofhoi Iianchos oI
mafhomafics.
A singlo aificlo can only fouch on a
IovoIfhomaindovolopmonfsandsam-
plo pioIloms in pioIaIilify fhooiy.Tho
suI|ocf foday omIiacos vasf nov !olds
such as inIoimafion fhooiy, fho fhooiy
oI quouos, dihusion fhooiy and mafho-
mafical sfafisfics. Ono can sum up fho
posifion oI pioIaIilify in gonoial Iy
oIsoiving fhaf if has Iocomo Iofh an
indisonsaIlo fool oI fho onginooi and
a fhiiving Iianch oI puio mafhomafics
nov iaisod fo a high lovol oI Ioimalism
andrigoi.

vanf fo closo vifh a IiioI commonf

on fho philosohical aspocf oI pioI-
aIilify fhooiy (inifsolI a vasf suI|ocfon
vhich many volumos havo Ioon vilf-
fon). Tho philosophical implicafions can
Io Iosf illusfiafod Iy a spoci!c caso,
and fho ono I shall discuss has fo do
vifh a conhicf Iofvoon fho fhoimody-
namic and fho mochanical viovs oI fho
Iohavior oI maffoi.
Considoi fvo confainois, ono con-
taining gas, fho ofhoi a vacuum. II flo
fvo confainorsaio connocfodIy a fuIo
0 0 | 1 0 | 0 | 0 [ 0 0 0 | 8 l 0 | 0 | 0 0 0 0 ,
0 0 0 8 | j 8 0 0 0 0 0 8 | 0 0 . . .
): s : : | J:' ' s :ts::):s '
k J 0 1 | 0 |
J k | J | J J | | I J
DIS DIgDy VCtS3tI!C 1 V IuSttuDCut
VI! jtOJCCt 3uy Oj3QuC ODJCCt . . .
COIuS, C3VCS, I113jS, jDOtOS, D3g3ZIuCS,
uCVSj3jCtS, tCXtS . . . 3u uuIDItCU
V3tI Ct y. 1uU tDC 1L 1I gD jCCU
Lj3QuC 1C!IuC3SCOjC SCtS t DC jCtlOtD-
3uCC St3uU3tUS lOt 3 Oj3QuC jtOJ CC-
tOtS. DjtOVCU 3tgC UI3DCtCt, CO3tCU
jtOJ CCtIOu ODJ CCtIVC UCIVCtS 3 lu! 1 ,
uDCuS t O SCtCCu. 1g3SS tCHCCtIug
HI ttOtS VOu t t 3tuI S D Ot UI S CO Ot.
^CIgDS Ou y Z DS. -C3SIy jOtt3DC.
1Out Duy 3uy Oj3QuC jtOJ CCtOt uutI!
yOu SCC tDC 1L jCuCCt Lj3QuC.
kJ 0 1 | 0 |
J \ | J | k J J J | | I J K
DC 1L LVCtDC3U 1C!IuC3SCOjC CtS
yOu jtOJ CCt I u 3 VC!!-IgDtCU tOOD 3uU
3V3yS SCC yOut 3uUICuCC lOt IUC3 t3j-
jOtt. 1SC IuCXjCuSIVC tt3uSj3tCuCICS
Ot VtItC VItD gtC3SC jCuCI Ou CC!O-
jD3uC tO!. D3gC IS jtOJ CCtCU OVCt
yOut SDOuUCt OutO SCtCCu CVCu 3S yOu
VtItC, yCt yOu uCVCt !C3VC yOut SC3t,
3V3yS l3CC yOut 3uUICuCC. 1tOVIUCS
DOtC IgDt Ou SCtCCu tD3u 3uy OtDCt
OVCtDC3U I u ItS C3SS 3uU jtICC t3ugC.
`Ou C3u jtOJCCt 3 1 X 1 tt3uSj3t-
CuCy uj tO 3 DIg 1 1 Z SQu3tC lOOt SCtCCu
ID3gC . . . CC3ty 3uU CtISjy. t S yOut
DCSt Duy I u OVCtDC3U jtOJ CCtOtS
kJ 0 1 | 0 |
J J | | I J K
DC 1L GK D3S DCCu IDIt3tCU, Dut
uCVCt CQu3!!CU. 1u 3uUIOVISu3 VOtk-
DOtSC . . . jtOJ CCtS 3uy SIZC SIUC, ltOD
_ |_ X tO Z X Z, Iu 3uy SIZC tOOD Ot
3uUI t OtI uD. CI CutI lI C 3 I guDCut Ol
CutItC OjtIC3 SyStCD jtOVIUCS uuIlOtD
SCtCCu IuDIu3tIOu . . . uO DOt S_OtS,
uO COtuCt COOt ltIugCS.
-""""""""""
N E H l C M C F T l C L C C N F M N }
|
l M W3 M L N E M3 L l M l W l L M M L f fL L, M EM XL M M I M I j
Deo:. \ J 7$ Geo:lemeo . Please seod l i :era:areoo ,

|
_ AO Speocet Ovetoead _ AO Speocet Opaqae _ AO Speocet Lb |
' PamC
|
|
|
,_

__

___

_ _
Ih 6khk0k writc -P. O. Bx I 30, Postal Station R, Toronto I 7 , Ontaro
|b
1964 SCIENTIFIC AMERICAN, INC
M 66l8 l00d08 v80 b8 086, 8 0| 8 = o o Y060 6 0 6l088 08 68d d 88.
||0g|655 |5 |0g|80060 | 0
b8t8 8l8 0dt, 8 0l 8
I06 000uI6| 060I6| 0 I06 W65I.
JDHKH_ uDCuG 8 Du8C !O [!uH!-8!C 8C!CC!OH. JDu!8
VDj jOH 8DOH!G HVC8!_u!C buH!u L!uIu LOuH!j. uI-
!CH!uI!j jOuI hIm 8 HVO!VCG H !DC HCV VOI!G 0
COm[u!CI8, u8 u muHuuC!uICI, u8CI OI u!!CG HGu8!Ij.
!uH!-8!C !Cum8 !C!! u8 !DCj uIC m[IC88CG V!D buH!u
L!uIu LOHH!j8 Nu8!CI !uH, u OICCu8! OI COmmHH!j
CXQuH8OH [IO]CC!CG !O iUOO. JD8 COH!HuH_ [IO_Ium
8 IC_u!uI!j ICVCVCG !O H8uIC OIGCI!j [IO_IC88 uHU
UCVC!O[mCH!. !8 u [IO_Ium !Du! muKC8 buH!u L!uIu
LOHH!j u Q!uH! !OCu!OH V!D u QIO!CC!CG u!uIC.
JDC8C JDHK iUOO hIm8 DuVC u!ICuGy CDO8CH Santa
Clara County, CaliIornia. LOH!IO! u!u LOI[OIu!OH,
u!umCC LOI[OIu!OH, u!u JCCDHO!O_j LOI[OIu!OH,
uICD!G bCm-L0HGuC!OI, LCHCIu! !CC!IC [LOm[u!CI
C8CuICD LuDOIu!OIj , CV!C!!-uCKuIG LOm[uHj, H-
!CIHu!OHu u8HC88 NuCDHC8, LOCKDCCG N88!C8 uHG
b[uCC LOm[uHj, NCmOICX LOI[OIu!0H, ICC80H H-
8!IumCH! LOm[uHj, b_HC!C8 LOI[OIu!0H. :pcce||m|/s
i|ecaal||oo ojmcoy o/|er jrms c|so loi||s cciegory.
8ejoreyoumoce,!DHK iUOO uHG 8CHG OI !D8 DC!Q-
IuI ICCICHCC mu!CIu! .
b80t8 8f8 0u0t
MLW WL fWMLW fWM WW
L01 U5 50DO yDU B CDy D 1D| 5 | DD|DB1| v0
D|DCDU|0. 1 CDD1B| D5 | DD|1BD1 BC15 1O
B55| 51 yDU | D B 5C| 0D1| | C B|DBCD 1D BD1
5| 10 50 0C1| DD. D0|0 | 5 DD CD51.

SANTA CLARA C00NTY
L1L N IL NMbL MMLL
LL|. 1 BD J D50 I o, LB | D|D| B

' 0
and a valvo in fho fuIo is suduonly
oponod, vhaf happons? Accoidlng fo
fho socond lav oI fhoimodynamlcs, gas
iushos Iiom confalnoi A info confalnoi
8 af an oxpononfial iafo unfil fho pios-
suio in fho fvo confalnois is fho samo.
Thls ls an oxpiosslon oI fho lav oI in-
cioasingonfiopy, vhich lnlfs mosf pos-
slmisfic Ioim piodlcfs fhaf ulflmafoly
all maffoi and onoigy ln fho unlvoiso
vlll ovon ouf and sofflo dovn fo vhaf
BudolI Clauslus, ono oI fho Iafhois oI
fho socond lav, callod \drmcIoJ (hoaf
doafh).
Nov,fhomochanlcal,oi Llnofic, vlov
oI maffoi picfuios fho sifuaflon in an
onfiioly dihoionf vay. Tiuo, fho molo-
culos oI gas vlll fond fo movo Iiom
fho iogion oI hlghoi piossuio info fho
ono oI lovoi piossuio, Iuf fho movo-
monf is nof moioly ono-vay. Bounclng
agalnsf fho valls and againsf ono an-
ofhoi, fho moloculos vlll faLo oh ln
iandomdliocflons, andfhosofhaffiavoI
info confainoi 8 vlll Io as llLoly fo
vandoi IacL fo confainoi A as fo io-
main vhoio fhoy aio. As a maffoi oI
Iacf, Polncai shovod in a mafhomafi-
cal fhooiom fhaf a dynamical sysfom
such as fhls ono vould ovonfually io-
fuinaiIlfiaillyclosofoifsoilginalsfafo,
vlfh all oi viifually all fho gas molo-
culosIacLinconfainoiA.
_n IOO7 Paul and Taflana EhionIosf
lllusfiafodfhlsldoavlfhasimploand
boauflIul pioIaIillsflc modol. Considoi
fvo confalnois, A and 8, vifh a laigo
numIoi oI numIoiou Ialls in A and
nono in 8. Iiom a confalnoi hllod vlfh
numIoiod sllps oI papoi plcL a numoial
af iandom (say 6) and fhon fiansIoi fho
IallmaiLodvlfhfhafnumIoiIiomcon-
fainoi A fo confalnoi 8. Puf fho slip oI
papoi IacL and go on playing fho gamo
fhls vay, oach flmo diavlng af iandom
a numIoi Iofvoon I and N (fho fofal
numIoi oI Ialls oiiglnally in confalnoi
A) and moving fho Iall oI fhaf numIoi
Iiom fho confalnoi vhoio if happons fo
Io fo fho ofhoi confainoi jcc appcr
lluImIon on pagc ! 02|.
If is infulflvoly cloai fhaf as long as
fhoio aio many moio Ialls ln A fhan
fhoio aio in 8 fho pioIaIlllfy oI diav-
ing a numIoi fhaf coiiosponds fo a IalI
in A vlll Io consldoiaIly highoi fhan
vlco voisa. Thus fho hovoI Iallsaf hisf
vlll coifalnly Io sfiongly Iiom A fo 8.
Asfho diavlngs conflnuo, fho pioIaIll-
lfy oI hndlng fho diavn numIoi in A
vlll chango ln a vay fhaf doponds on
fho pasf diavings. Thls Ioim oI do-
pondonco oI pioIaIllify on pasf ovonfs
ls callod a MaiLov chaln, and ln fho
1964 SCIENTIFIC AMERICAN, INC
5| || UUHL
| ULA5
W0l0000}00 k
,10g|0f
l0 0 q0l|00
1IICr chuOs. `Ou gCI uI CusI 1U,4UU dHCrCnI unsWCrs. I huQ-
QCnCd IO us WhCn i U,4UU CngnCCrs IrCd OuI u IuC O CnCru
CcIrc s rCudj- IO usC HJ iUZ n On IhC ] O u cuIOns.
HJ iUZ s u rCmurku C s |OnC ruCr udhCsVC,sCu unI
IhuI dOCs u ICrr c ] O n u mu IIudC O u cuIOns. uI WC
WOndCrCd Whch IjC O ucuIOn OHCrs IhC mOsI OOr-
IunICs Or sCng IhC sIuH. CncC, IhC surVCj. huI dO jOu
8uOsC WC Ound OuI :
*urrsC C Ound OuI IhuI HJ- iUZ dOCs u ICrr c ] O n
nCurj iU,4UU u cuI Ons `HJ- i UZ s unusuu j VCrsuI C,
WrOIC OnC CngnCCr, `! usCd I IO sCu urOund dOOrs On WCI
IuCr sjsICms. `\sCd I Or sCu ng sgnu cOndIOnCr uck-
ugCs uga nsI hgh humdIj CnVrOnmCnIs, WrOIC unOIhCr,
gOOd mOsIurCIghI Ond IO u um num. n H mun usCd
""""""""""""""""""
|
|
|
|
|
|
eneru b ecfr c Lompuny, b cone ro0ucf8 epurfmenl
becf on bl -d, Wufertor0, MeW York 2 88
bODU mO | quuDlly .RTV- ! 02,.=RTV- ! 0J, RTV- ! 0,.RTV- ! 08,
~RTV- ! 0ul $2. 00pO| luoO. | ' VO ODC| OOU u ChOCk lO| $ muUO Oul lO
LODO|u| C| OCl|| C. |O C.O.. ' , p| OOO.
Mume
P00re88
|
|
|
|
|
|
$WWWWWWWWWWW m
I IO hO d nICrcOnnCcIOn Wrng n QOsIOn On u hurnCss
dCsgn mOcku. `HJ iUZ hus h gh rCsCncj und sIrCngIh,
hC cOmmCnICd, `und s rCudj rCmOVCd nCcCssurj.
OIunsI usCd I IO mukC hO dCrs ( OndCd IO guss ) Or murnC
u guC sCcmCns und ru sCd `Is rCssIuncC IO IhC ucIOn O
sCu WuICr. n CngnCCr uI I!JI Wus dC ghICd WIh
HJ iUZ s CrOrmuncC n IWO sCuruIC guskCIng ucu-
IOns Or rCOn rCssurC, u hgh VOIugC H. . dCCcIrc u -
cuI On, und `OnC nsIuncC WhCrC WC WunICd u smOg rCssIunI
rCs CnI mOun|ng Or u urgC rCcsOn mrrOr. C kCs
HJ iUZ CcuusC I hus `CXcC CnI udhCsOn, hgh sIrCngIh,
und rCssIuncC IO chCmcu uIIuck.
hj nOI usC IhC cOu|On uOVC IO sCnd Or sOmC WhIC
HJ iUZ, uck HJ iUo, IrunsucCnI HJ iUU, uumnum
HJ- iUV, Or rCd HJ i UU | Whch gVCs CXIru hgh ICmCru-
IurC rCssIuncC u IO UUU ) . JhCj cOmC n o OuncC IuCs.
JhC r VCrsuIIj us u urOund cuuks, guskCIs, Cncusu unIs,
C CcIr cu nsu uIOrs, WCuIhCrrOOCrs. sCuCrs, und umnuICs
cun I C muIchCd. Jhnk O u IhC H, rOducI On, und rCu r
rOCms jOu cun sOVC CrmunCnIj WIh u IOugh, hCX C
CnCru CcIrc s cOnC ruCr Ond IhuI WOn I Cuk, shrnk,
mCI, cruck, hurdCn, Or CC .
hc //hc /o u8h guc8//on8, ou/ uctc go/ /cn/j o] un8ucr8 /oo. for rCC /n]ormu
//on uoou/ Gcncru/ L/cc/r/c8 ru/d/j cxund/ng co//cc//on o] 8///conc ruoocr8,
]u/d8, cmu/8/ons, c/c. , dro u8 u //nc or /uo mcn//on/ng jour u//cu//on. hc //
8cnd jou u /cn//]u/ 8u/j o] cr//ncn/ du/u. Hddrc8s jour /c//cr /o Ccc//on
UVJ J4, O///conc roduc/8 c/ . , Gcncru/ L/cc/r/c lo. , hu/cr]Ord, `. 1. 121oo.
b t t d k | @t | b 1 d I b
|d
gume ve ure considering, u pertinent
Iucts cun be expicity und rigorous-
y deduced. t turns out thut, on un
uveruging busis, the number oI bus in
contuiher A vi indeed decreuse ut un
exponentiu rute, us the thermodynumic
theory predicts, unti ubout huI oI the
bus ure in contuiner . !ut the cucuu-
tion uso shovs thut iI the gume is
puyed ong enouh, then, vith probubi-
ity eguu to I,u the bus vi eventuu-
y vind up buck in contuiner A, us oin-
cures theorem suys '
ov ong, on the uveruge, voud t
tuke to return to the initiu stuter Jhe
unsver is J` druvings, vhich is u stug-
eringy urge number even iI the totu
number oI bus N) is us smu us I00.
Jhi s expuins vhy behuvior in nuture,
us ve observe it, moves ony in one
direction insteud oI osciuting buck und
Iorth. Jhe entire history oI mun is piti-
Iuy short compured vith the time t
voud tuke Ior nuture to reverse itseI.
Jo test the theoreticu cucuutions
experimentuy, the LhrenIest gume vus
puyed on u high-speed computer. t be-
gun vith I6,384bus in contuiner A,
und euch run consisted oI `00,000
druvins vhich took ess thun tvo min-
utes on the computer) . ^ curve vus
druvn shoving the number oI bus in
A on the busis oI the number recorded
uIter every !, 000 druvngs cc |oucr
||u/ra/on on pagc ! 02] . ^s vus to be
expected, the curve oI decine in the
number oI bus in A vus umost per-
Iecty exponentiu. ^Iter the number
neury reuched the eguiibrium eve
thut is, 8, I92, or huI the oriinu num-
ber) the curve becume viggy, moving
rundomy up und dovn uround thut
number. Jhe viges vere somevhut
exugeruted by the vuguries oI the mu-
chine itseI, but they represented uctuu
huctuutions thut vere bound to occur
in the number oI bus in A.
J
hose smu, cuprcious suctu

utions
ure modes oI the vurubity U nu-
ture und ure u thut stunds betveen
us und the heut deuth to vhich ve ure
seemingy condemned by the second
uv oI thermodynumics ' robubiity
theory hus reconcied the uppurent con-
hict betveen the thermodynumic und
the kinetic vievs oI nuture by shovng
thut there s no reu contrudiction be-
tveen them I the second uv is inter-
preted hexiby. n Iuct, the deveopment
oI the theory oI probubiity in the 20th
century hus cunged our uttitudes to
such un extent thut ve no onger expect
the uvs oI nuture to be construed rigid-
y or dogmutcuy.
1964 SCIENTIFIC AMERICAN, INC