Concept

Entropy

A number measuring how spread out a distribution is, computed as the average logarithm of one over each outcome's probability. It is the shortest average length any code for those outcomes can achieve, in the units the logarithm is taken in.

Named by 6 essays across 4 fields — each of them below, with the objects they name alongside it.

Rotating by √2 − 1 of a turn, 40 times. Points on a circle produced by repeatedly turning through the same angle.

The orbit that must come back

A system with finitely many states has to repeat itself. Poincaré showed the same thing holds when the states are a continuum — almost every starting point returns arbitrarily close to where it began, however complicated the rule, and the argument is the pigeonhole principle with volume in place of counting.

dynamics · Pigeonhole
The 91 histograms 12 draws can produce. A triangle whose points are the possible histograms of a fixed number of draws over three faces, each drawn as a dot shaded by how far it is from the true distribution.

When the whole histogram deviates

A rare average has a price, an exponent that grows with the number of trials. Ask instead for the chance that the whole tally of outcomes comes out wrong, and the exponent is no longer a function of one number — it is a distance between two distributions, and every rare-average rate is a shadow of it.

probability · Central limit
Fair bits from a biased coin. 44 flips of a coin biased 0.7 towards 1, read in 22 pairs. Mixed pairs are kept and give their first bit; matched pairs are discarded. Over a long run the output is 50.2% ones, at 0.210 output bits per flip.

Fair bits from an unfair coin

Read a biased coin's flips in pairs, keep 01 as 0 and 10 as 1, and throw away the rest: the output is exactly fair, whatever the bias, and nobody needs to know the bias. The trick wastes most of the coin, the waste can be recycled almost up to the ceiling Shannon's entropy sets — and it fails quietly the moment the flips remember each other.

computation · Pseudorandomness
Channel capacity 1 − H(p), and three codes at p = 0.1. The capacity of the binary symmetric channel plotted against its flip probability, with the rates of repetition, the Hamming code and no coding marked at one flip probability.

The rate a noisy channel allows

A channel that flips one bit in ten can still carry messages with as few errors as anyone likes — at up to 0.531 message bits per transmitted bit, and at no rate above that. The number is Shannon's capacity, 1 − H(p). Repetition reaches reliability only by sending nothing; a code chosen at random gets there at any rate below the limit; and the reason there is a limit at all is a count of how many flip patterns a block of noise can hold.

computation · Error-correcting codes
Sign patterns, and the far fewer points they land on. A logarithmic plot of the number of sign patterns, two to the n, against the number of distinct values the golden geometric sum takes, which is a Fibonacci number less one and falls further behind at every step.

Two sign patterns that land together

At λ = 1/φ the sign patterns + − − and − + + land in exactly the same place, because λ² + λ = 1. That one coincidence, repeated wherever it fits, puts 2ⁿ patterns onto a Fibonacci number of points, leaves the random sum's transform ringing at the same height forever, and makes a distribution that fills a whole interval live on a set of no length.

analysis · Harmonic series
A rectangle of the parity table, nearly balanced. A 32 by 32 grid of +1 and −1 entries — the parity of the inner product of row and column — with a 15 by 14 rectangle of chosen rows and columns highlighted; its entries sum to 8.

Two weak sources make one fair bit

No fixed rule can turn every weakly random source into fair bits: for any rule, some source with almost full unpredictability makes it constant. Two independent sources are different. Multiply their bits in pairs, add, and keep the parity — and if the two together carry more unpredictability than the length of one, the result is nearly fair, whatever else the sources do. The reason is that the table of those parities is balanced on every large rectangle.

computation · Pseudorandomness

Named alongside it

The objects these essays reach for when they reach for this one.

IndependenceAlgebraic integerBernoulli convolutionBiasBinaryBinomial distributionCentral limit theoremChannel capacityCharacteristic functionCounting argumentEmpirical distributionError-correcting code

All concepts