Normal distribution
Named by 15 essays across 5 fields — each of them below, with the objects they name alongside it.
A bell curve assembled out of coin flips
Drop six hundred balls through a board of pegs, each bouncing left or right at random, and they pile up in a shape that can be predicted precisely. Nothing coordinated them.
A walk that always comes home, until it does not
Step left or right at random, forever, and the walk returns to where it started with certainty. On a grid it also returns. In space it does not, and about a third of walks leave and never come back.
How far from the average a thing can be
Knowing only an average and a spread — nothing about the shape, nothing about the number of outcomes, nothing about symmetry — the chance of landing three standard deviations out is at most one in nine. And there is a distribution that lands there exactly that often, so the bound cannot be improved.
The average settles and the wobble does not
Two theorems are usually met a page apart and sound as though one is a sharper version of the other. They are the same sums looked at through two different magnifying glasses: divide by the number of them and everything collapses to a point, divide by its square root and a shape appears.
The walk that becomes a curve
Shrink the steps of a random walk and it disappears. Shrink them while stretching the time in the right proportion — space by the square root of whatever time is divided by — and something is left behind, which is a curve nobody could draw.
The shape that averaging leaves alone
Adding independent quantities blurs their distributions together, and rescaling restores the width. Almost every shape is changed by that operation. Exactly one is returned unaltered, and that is why sums of unrelated things keep arriving at it.
An average that never settles
The average of many independent quantities is supposed to steady as their number grows. For one famous distribution it does not steady at all — the average of a thousand draws has exactly the same distribution as a single draw, and no amount of further averaging changes it.
How fast the bell arrives
The limit theorem says a standardised sum approaches the bell curve and says nothing about when. The rate is one over the square root of the number of terms, the constant in front is made of the third moment, and both are visible.
One number under every bell
The area under e^(−x²) has no formula in terms of the usual functions, and yet the area under e raised to any downward quadratic is known exactly. Completing the square in the exponent moves and squeezes every such curve into the same one, so a single number — √π — pays for all of them.
How often the majority goes in a circle
Three voters and three candidates give 216 profiles, and 12 of them are cycles. Count every electorate up to 41 voters exactly and the share climbs towards 8.77%, a number Guilbaud found in 1952 as the solid angle where three half-spaces at the tetrahedral angle overlap. Add candidates and a winner goes missing half the time; let voters share one axis and cycles vanish. The number is always a property of the model of how ballots are drawn.
A sphere that is nearly all equator
On an ordinary globe, the band within a tenth of the radius of the equator holds a tenth of the surface. On a sphere in a thousand dimensions the same band holds 99.85% of it, and the band of a fifth holds all but about two parts in ten billion. Almost every point of a high-dimensional sphere is near every equator at once — and so any function that cannot change quickly is, over almost all of the sphere, almost constant.
The polynomial that bounds the caps
For forty years the best bound on a set of SET cards with no set among them shrank only like one over the dimension. In 2016 a two-page argument made it shrink exponentially, and the whole proof is a count of monomials: a table that is diagonal on a cap, one polynomial that describes it, and the fact that three parts of a degree cannot all be large.
The ball that is largest in five dimensions
A disc of radius one has area π, a ball of radius one volume 4π/3, and in each further dimension the unit ball grows — until five, where its volume is 5.264, after which it shrinks towards nothing. The recursion that shows it is the ring dissection of the disc, done one dimension at a time, and the shrinking is not the ball getting small: it is almost all of a high-dimensional cube lying outside the ball, and almost all of the ball lying in a thin rind at its surface.
Almost none of the roots are real
Pick the coefficients of a polynomial of degree a thousand at random, each one an independent draw from the bell curve, and ask how many of its thousand roots are real. The answer is about five. Mark Kac found in 1943 that the average grows only like (2/π) ln n, and the reason can be read off the real line itself: the real roots crowd towards +1 and −1 and spread evenly on a logarithmic scale of distance from them.
An urn forgets its start only below one half
Let each draw from an urn add balls of both colours in fixed amounts, and the long run depends on a single ratio of two eigenvalues. Below one half the urn behaves like a coin, its fluctuations spread like the square root of the draws and settle into a bell. Above one half the first few draws decide most of the outcome, the spread grows faster, and the shape that results is not a bell and depends on how the urn began.
Named alongside it
The objects these essays reach for when they reach for this one.
ScalingVarianceConvergenceExpectationIndependenceHeavy tailsLimitRandom walkConvergence ratePiBinomial distributionCentral limit theorem