Concept

Recurrence

The return of a system arbitrarily close to a state it has already been in. For a fair walk on the line it happens with certainty, and in three dimensions it does not, which is a fact about dimension rather than about walks.

Named by 22 essays across 8 fields — each of them below, with the objects they name alongside it.

Nine walks, and the square root. 9 independent walks of 400 steps, each step one place left or right. The dashed curves are ±√n: the walks stay near them, spill past them, and come back — which is what a typical distance means as opposed to a limit.

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.

probability · Random walk
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
All 24 arrangements of 4 objects, and the 9 that move every one. Every permutation of 4 objects drawn as a grid of cells, with the diagonal — where an object stays where it began — shaded, and the arrangements that avoid it entirely marked.

Nobody gets their own hat

Hand back a pile of hats at random and ask for the chance that not one person gets their own. The answer barely moves as the crowd grows — it is a third and a bit at four people, and a third and a bit at four thousand.

probability · Inclusion exclusion
Waiting for all 6 kinds. One bar per new kind: the expected number of draws needed to see a kind not yet seen, rising as fewer of them are left, and adding to 14.70 draws in total.

How long until every one turns up

Draw at random from six equally likely kinds until all six have appeared. The wait is not six draws, and it is not sixty; it is fourteen point seven, and the number is a harmonic sum wearing a hat.

probability · Expectation
The tree of Pythagorean triples. A tree rooted at 3-4-5. Each triple has three children, obtained by three fixed integer matrices, and every primitive triple appears exactly once somewhere in it.

A tree that holds every triple

Three fixed matrices, applied to 3-4-5 over and over, produce every primitive Pythagorean triple there is — each of them once, none of them twice, and with no test for common factors anywhere in the procedure.

number · Pythagoras
256 consecutive pairs from xₙ₊₁ = 137xₙ + 187 mod 256. Consecutive outputs of a linear congruential generator plotted as points of a square, falling on a small family of evenly spaced parallel lines.

The planes a recurrence cannot leave

One multiplication and one addition, taken modulo a fixed number, produce a sequence that passes for random one value at a time. Taken two or three at a time it does not, and the reason is a whole-number relation that pins every point onto one of a small family of parallel lines.

computation · Pseudorandomness
A 4-bit register that visits all 15 nonzero states. The first 15 states of a 4-bit linear feedback shift register with taps at 4 and 1, with the bit that leaves the register at each step; the output shows every nonzero window of 4 bits exactly once.

A memory of four bits

A register holding four bits, shifting them along and adding two of them back, runs through all fifteen nonzero states before it repeats. Which two are added back is a question about a polynomial, and getting it wrong costs fourteen of the fifteen.

computation · De bruijn
One walk on the whole numbers, three chances, three different fates. The relative weight of each state for three step-up chances, drawn as bars, with the running total of those weights and what each case means beneath.

Where the shares have nowhere to go

On finitely many states, a chain that can reach everywhere and is not forced into a rhythm settles down. Give it infinitely many and both conditions can hold while the walk leaves and never returns — or returns with certainty and takes an unbounded average time about it.

probability · Markov chains
Permutations of n things, by how many pairs they put in the wrong order. A table whose row n and column k hold the number of permutations of size n whose inversions is k, with each row's total beside it — the plain count the one-variable series gives.

The coefficient that is a polynomial

Add a second variable to track a statistic and each coefficient stops being a number. Set the new variable to one and the old count comes back untouched; leave it in and the mean of the statistic is a derivative rather than an average.

discrete · Generating functions
How long 4 equally likely patterns take to appear. A bar for each of 4 patterns of 3 coin tosses giving the expected number of tosses before it first appears, with the lengths at which each pattern overlaps itself listed.

Two patterns, one chance, different waits

HTH and HTT are equally likely in any given window of three tosses. Waiting for HTH takes ten tosses on average and waiting for HTT takes eight, and the difference is not about probability at all — it is about what a failed attempt leaves behind.

probability · Expectation
Integration by parts is a rectangle. The increasing curve v = u²/4 between u = 1 and u = 3. The region under it is shaded one way and the region between it and the vertical axis another; together they fill the rectangle from the origin to (3, 2.25) minus the rectangle to (1, 0.25).

A rectangle cut by a curve

Integration by parts is taught as the product rule run backwards. It is also a picture: an increasing curve cuts a rectangle into two pieces, one of them the area under the curve and the other the area beside it, and the formula says only that the pieces fill the rectangle. Run repeatedly, the same cut produces the factorials and Wallis's product for π.

analysis · The integral
The continued fraction of e. Bars for the first 30 continued-fraction terms of e: mostly ones, with every third bar rising in a straight staircase, 2, 1, 2, 1, 1, 4, 1, 1, 6, ….

The pattern in e's continued fraction

Written as a continued fraction, e is 2; 1, 2, 1, 1, 4, 1, 1, 6, 1, 1, 8 — two ones, then the next even number, for ever. Euler found the pattern and proved it with a differential equation. A proof from 2006 needs only three integrals, each of which turns out to be exactly the error of one of e's own convergents.

number · Irrationality
Every way to pair the edges of a hexagon. Chord diagrams of all 15 pairings of a 6-gon's edges, shaded by the surface each gluing makes: 5 spheres, 10 tori.

Every way to pair a polygon's edges

A hexagon's six edges can be paired in fifteen ways. Glue each pair head to tail and five of the fifteen give a sphere and ten give a torus; an octagon's 105 pairings give 14 spheres, 70 tori and 21 surfaces with two handles. The spheres are exactly the pairings whose chords never cross, and the whole table obeys one recurrence found in 1986.

topology · Surface classification
The ground a 1,500-step walk covers. A random walk on a square grid drawn as a path, with every grid square it visited shaded and its start and end marked.

The ground a walk covers

A random walk of a thousand steps visits far fewer than a thousand places: in one dimension about fifty, in the plane about four hundred, in space about six hundred and sixty. The share of steps that land on new ground is exactly the chance of never coming home — so the number that decides whether a walker returns also decides how much of the world it sees.

probability · Random walk
How often a walk comes home, on three lattices and a tree. Four curves of the logarithm of the return probability after 2n steps, for n up to 60: three lattices flattening, and the free group falling along a straight line.

How rarely a walk on a group comes home

Walk at random on the picture of a group, one generator at a time, and ask for the chance of standing at the start after 2n steps. On the line, the plane and three-dimensional space it falls like a power of n. On the tree that pictures the free group it falls by the factor √3/2 every step, exponentially. Kesten proved in 1959 that this is no accident of two examples: the chance falls exponentially exactly when the group's balls are mostly boundary, so a probabilistic rate and a geometric ratio are the same measurement.

algebra · Cayley graph
Walks that prefer the steps they have taken. 12 Pólya-urn walks of 2000 steps, each heading off along its own straight line, with final speeds 0.99, −0.87, −0.02, −0.66, 0.01, 0.78, 0.47, 0.44, −0.04, 0.38, 0.83, 0.55, against the ±2√n band of an ordinary walk.

A walk that follows its own footsteps

Let a walk step up with probability equal to the share of up-steps it has taken so far, and every count of up-steps after twenty steps is exactly equally likely. The walk leaves along a straight line at a speed chosen by its first few steps, and although it is expected to come back to its start infinitely often, almost every run comes back only a few times.

probability · Random walk
Running totals of random steps, stopped as they pass 4. Four staircases of uniform steps stopped on passing 4, taking 11, 8, 8, 10 steps; the exact mean is 8.666604.

Two-thirds of a step past the line

Add random numbers between nought and one until the total passes one, and it takes e of them on average. Ask the same about passing any t and the answer is an exact finite sum that settles, within a few units, onto the line 2t + 2/3. The slope is one over the average step. The two-thirds is the interesting part: it is what the one step that crosses the line charges for being chosen by its length, and it is set entirely by how much the steps vary.

probability · Expectation
The longest run of heads at three sizes, never the same shape. n=65536: 12:0.018 13:0.117 14:0.233 15:0.239 16:0.172 17:0.104 18:0.057 19:0.030 20:0.015; n=82273: 13:0.075 14:0.204 15:0.249 16:0.197 17:0.124 18:0.070 19:0.037 20:0.019; n=104408: 13:0.040 14:0.162 15:0.248 16:0.221 17:0.148 18:0.086 19:0.046 20:0.024 21:0.012.

The longest run has no limit

Toss a fair coin n times and the longest run of heads is about log₂ n. The average settles: it is log₂ n − 0.667 to within a few millionths by a million tosses. The distribution does not. Because the run is a whole number and log₂ n is not, the chance of each value swings round the same cycle once every doubling of n, for ever, and computing it exactly to a million tosses shows the swing as large at the end as at the start.

probability · Expectation
Four generators climbing out of zeroland. Output ones-density from a one-bit start reaches 0.45 after: MT19937 374000, TT800 4500, WELL512 44, xorshift128 37.

Three hundred thousand outputs of nearly nothing

Start the Mersenne twister from a state with a single 1 among its 19,937 bits and it puts out zeros, then sparse ones, and only after about 340,000 outputs anything that looks random. Every linear generator has such a zeroland around the all-zero state; xorshift128 crosses it in 37 outputs, WELL512 in 44, and the twister's three-word twist makes it the slowest of all by four orders of magnitude.

computation · Pseudorandomness
Scrambled in three steps, restored in thirty. Cat map on 61×61: period 30; frames at steps 0, 1, 2, 3, 7, 22, 30; lit pixels 693.

A chaotic map that always comes back

Arnold's cat map stretches a square by the golden ratio squared and wraps it round, and any two nearby points fly apart: a difference of a million-millionth fills the square in twenty-seven steps. Apply the same map to a picture made of pixels and it dissolves into noise within a few steps — and then, after exactly thirty steps on a 61 × 61 grid, every pixel is back where it started. Chaos and exact return are both true, and the Fibonacci numbers decide how long the return takes.

dynamics · Sensitive dependence
The twenty-three trees on eight points. 23 shapes on 8 points by Prüfer search; diameters 2,3,3,3,4,4,4,4,4,4,4,4,5,5,5,5,5,5,5,6,6,6,7.

How many shapes a tree can take

There are 262,144 labelled trees on eight points and only twenty-three shapes. Labels make counting easy — Cayley's nⁿ⁻² — and shapes make it hard, because a symmetric shape absorbs labellings. The count of shapes comes instead from a recurrence for trees with a root and a theorem of Richard Otter's for taking the root away: in every tree there is exactly one more class of points than of edges. Run to two hundred points, the counts grow like 0.535 × 2.9558ⁿ ÷ n^(5/2), and the same arithmetic counts the alkanes.

discrete · Labelled trees
A circle with a count running round it. Josephus circle, n=41, k=3: removal order 3,6,9,12,15,18,21,24,27,30,33,36,39,1,5,10,14,19,23,28,32,37,41,7,13,20,26,34,40,8,17,29,38,11,25,2,22,4,35,16,31.

The last place in the circle

Forty-one people stand in a circle and every third is removed. Which place is safe? Counting round by hand is not necessary: the survivor is a running sum on a dial that grows by one each step. With every second person it is n's binary digits rotated by one place, which is a tidier fact than anybody asked for. With every third the rule depends on repeatedly multiplying by three halves and rounding up, and the constant it reaches, 1.62227…, has no known closed form.

discrete · Modular arithmetic

Named alongside it

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

ExpectationPermutationRandom walkConvergence ratee, the numberLimitLinearitySample spaceVarianceApproximationCatalan numbersCounting argument

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