Concept

Scaling

Enlarging or shrinking everything by one factor, so that shapes are preserved and sizes are not. Which exponent to scale by is often the whole question: only one power leaves a limit behind, and finding it is most of the work.

Named by 22 essays across 5 fields — each of them below, with the objects they name alongside it.

Where the period doubles, and by how much the gaps shrink. The parameters at which the period doubles, with the ratio of consecutive gaps beside them.

A constant that does not care which map

The gaps between successive period doublings shrink by a factor. Measure that factor for the logistic map and you get 4.669. Measure it for a completely different map and you get 4.669, and nobody expected that.

dynamics · Period-doubling
The unit square, mapped: area × 5. The unit square and the parallelogram it becomes under a linear map, with the area of that parallelogram computed from its own corners and set against ad − bc.

The number that says how much room is left

A linear map takes the unit square to a parallelogram. The area of that parallelogram is one number, it is computable from the four entries of the matrix, and almost everything the determinant is used for is a restatement of that sentence.

algebra · Determinant
One perimeter of 300, spent five ways. Regular polygons all of the same perimeter, drawn to scale beside the circle of that perimeter, with the area each encloses and the ratio 4πA/L².

The most area a fence can hold

One length of boundary, and the question of what shape to bend it into. The answer is a circle, everybody knows it, and the argument that convinced the nineteenth century turned out to prove something slightly different.

geometry · Isoperimetric
One set of sums, two scalings, two different limits. The exact distribution of a sum of n independent copies, scaled two ways. Divided by n it collapses onto the mean; divided by the square root of n it holds a fixed width and settles into a shape.

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.

probability · Central limit
One walk at three magnifications, and the shape it is heading for. The same random walk over three windows, each ten times longer than the last and scaled vertically by the square root of ten, so all three look alike. Beside them, the exact distribution of the position after a few step counts, standardised, closing on the bell curve.

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.

probability · Random walk
A lopsided distribution added to itself, and the shape that returns. On the left, the exact distribution of a sum of copies of one lopsided distribution, standardised, for several counts: the shapes converge. On the right, the bell curve convolved with itself, which is the bell curve again.

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.

probability · Central limit
Averages of a heavy-tailed quantity, which never settle. Running averages of draws from a Cauchy distribution, which jump rather than converge, beside the cumulative distributions of averages of 1, 4 and 16 draws, which lie on top of one another.

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.

probability · Central limit
How fast a sum becomes a bell curve. The largest gap between the distribution of a standardised sum and the bell curve, against the number of terms, on logarithmic axes. Both summands fall along a line of slope about minus a half.

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.

probability · Central limit
the Koch curve, after 5 steps. the Koch curve drawn from its own rule: replace the middle third of every segment with two sides of a triangle.

A dimension that is not a whole number

Cover a set with boxes of side ε and count how many are needed. For a line the count grows like 1/ε, for a region like 1/ε². For the Koch curve it grows like 1/ε to the power 1.26, and that exponent is as good a definition of dimension as the other two.

dynamics · Fractal dimension
The area that names the number. The curve 1/x with the area under it from 1 to 2.7183 shaded, measuring 1.0000.

The area that names the number

The number e can be defined without mentioning slopes at all. Slide right along the curve 1/x until the area underneath reaches exactly one, and stop. That is where e is, and the reason logarithms turn multiplication into addition is visible in the same picture.

analysis · The exponential
At the threshold the largest part is neither of the two obvious sizes. A table with one row per graph size, giving the largest component at the critical edge probability and that value divided by three candidate scalings.

The window where the giant is born

Below the threshold the largest piece is a few dozen points, above it a definite fraction of everything. At the threshold it is neither, and the size it does take — the two-thirds power — is an exponent with no elementary derivation that a measurement finds immediately.

probability · Random graphs
Infinite below 0.6309, nought above it. The total of the s-th powers of the diameters in the natural cover of the middle-thirds Cantor set, plotted against s for 4 depths. Every curve passes through one at s = 0.6309 and they separate either side of it.

Infinite on one side and nought on the other

Box counting returns a growth rate. Hausdorff's definition returns a measure — a quantity that is infinite for every exponent below the dimension and zero for every exponent above it, and the dimension is the one place where it is neither.

dynamics · Fractal dimension
A carpet whose two dimensions differ by 0.076. A self-affine carpet built by keeping 5 cells of a 4 by 2 grid and repeating 4 times. Its box dimension is 1.6610 and its Hausdorff dimension 1.5850.

A carpet with two dimensions

For every self-similar set met so far the two definitions of dimension agree, and the agreement is a theorem about sets built from copies of themselves scaled equally. Stretch one direction more than the other and the two numbers come apart, by an amount that can be computed exactly.

dynamics · Fractal dimension
A dimension of 1.2576, from two stretching rates. The running averages of the Hénon map's two Lyapunov exponents, settling at 0.4177 and -1.6217. Kaplan and Yorke's formula turns them into a dimension of 1.2576 without counting a single box.

A dimension from the stretching rates

An attractor has no construction rule, so its dimension has to be counted — which was the whole case for defining dimension by counting. Kaplan and Yorke's formula computes it instead, from two numbers that describe the map and never look at the set.

dynamics · Fractal dimension
A mass split 10 times, 0.3 to the left and 0.7 to the right. A self-similar measure on the unit interval: the mass is split 10 times, 0.3 of each piece's share going left and 0.7 right, and each of the 1024 pieces is drawn as a bar as tall as its mass. The heaviest carries 0.0282 and the lightest 5.9 × 10⁻⁶.

A dimension for every rate of crowding

Spread a unit of mass over an interval by splitting it unevenly, again and again, and the result covers the whole interval while crowding almost all of its weight onto a set of smaller dimension. Every rate of crowding picks out its own set of points with its own dimension, and the whole family is read off one curve.

dynamics · Fractal dimension
A graph of dimension 1.585, built by raising midpoints. The Takagi–Landsberg graph with w = 0.75 on the unit interval, drawn with 16 columns shaded by how far the graph rises and falls across each. Counting boxes at seven widths gives a slope of 1.582.

The room a jagged graph takes up

The graph of a continuous function is a curve, and a curve ought to have dimension one. Build the function by raising midpoints — by an amount that shrinks more slowly than the intervals do — and its graph needs more boxes than any line, at a rate fixed by one ratio. A random path built the same way needs exactly as many.

dynamics · Fractal dimension
Intermittency at r = 1 + √8 − 0.0003. A time series of 600 steps of the logistic map just below the period-three window. Long stretches that look like a cycle of three, shaded, alternate with irregular bursts; there are 6 such stretches here.

The window that opens with a stutter

The period-three window does not fade in. At r = 1 + √8 a cycle of three appears out of nothing, and just before it does, the chaotic orbit keeps imitating the cycle that is not there yet — for twenty steps, then fifty, then hundreds, in quiet stretches whose length grows as one over the square root of the distance to the window.

dynamics · Period-doubling
A quadratic in the exponent, completed. Two panels sharing an x-axis. Above, the parabola −x² + 2x with its top at x = 1 marked. Below, e raised to that parabola: a bell centred at the same x = 1, with peak height e^1, beside the faint unmoved bell e^(−x²).

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.

algebra · Completing the square
Counting walks that never revisit a square. Dots for the ratio of successive counts of self-avoiding walks and for the n-th root of the count, against the number of steps, both approaching a dashed horizontal line at the connective constant.

A walk that may not step where it has been

Forbid a walk on the square grid from ever revisiting a site and the number of possible n-step walks grows like 2.638ⁿ instead of 4ⁿ — a number nobody can write down exactly. On the honeycomb it is exactly √(2 + √2), proved in 2010. And the walks spread out like n to the three-quarters, faster than any ordinary walk, which physicists have used since 1949 and mathematicians still cannot prove.

probability · Random walk
A strand of the logistic map's diagram between r = 3.8284 and 3.8572, upside down. The bifurcation diagram of the logistic map cropped to r in [3.8284, 3.8572] and x in [0.44, 0.565], with the value axis inverted.

Every window is the whole diagram again

Zoom into one strand of the period-three window of the logistic map and the whole bifurcation diagram is there again — a single value, a fork, a cascade of doublings, chaos, bands and windows — upside down and ninety-seven times narrower. The doublings inside it shrink by Feigenbaum's 4.669, exactly as the originals do, because near the top of its hump the map's third iterate is itself a one-humped map, turned over.

dynamics · Period-doubling
Four records: rough or smooth, long memory or short. Four random records in a two-by-two grid, each drawn whole and close up; roughness shows in the close-ups and memory in the whole records, and the two vary independently.

Two numbers in one jagged record

A measured record comes with no rule, so its dimension has to be estimated from a finite stretch of samples — and two things go wrong that never trouble a graph built from a formula. The popular estimator depends on the units the record is written in, and the dimension, which describes the record up close, turns out to be independent of its memory, which describes it from far away. For a self-affine path the two are tied by D = 2 − H; for a record, they are two numbers.

dynamics · Fractal dimension
Five urns, each drawn as walks. Simulated walks of 2000 draws for urns with replacement matrices (0,1,1,0), (2,1,1,2), (3,1,1,3), (7,1,1,7), (1,0,0,1).

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.

probability · Random walk

Named alongside it

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

Self-similarityBox dimensionNormal distributionVarianceConvergenceHausdorff dimensionIterated function systemSelf affinityAreaBifurcationCantor setCovering

All concepts