Monthly Archives: May 2013

Mathematics: Its Content, Methods and Meaning (Dover Books on Mathematics)

5.0 out of 5 stars The model book, May 8, 2013

By

N N Taleb “Nassim N Taleb”

This review is from: Mathematics: Its Content, Methods and Meaning (Dover Books on Mathematics) (Paperback)

There is something admirable about the school of the Russians: they are thinkers doing math, with remarkable clarity, minimal formalism, and total absence of unnecessary pedantry one finds in more modern texts (in the post Bourbaki era). This is of course surprising as one would have expected the exact opposite from the products of the communist era. Mathematicians should be using this book as a model for their own composition. You can read it and reread it. Professors should assign this in addition to modern texts, as readers can get intutions, something alas absent from modern texts.

HatTip to Dave Lull
via Amazon.com: Customer Reviews: Mathematics: Its Content, Methods and Meaning (Dover Books on Mathematics).

For a scientist or a a thinker, life…

For a scientist or a a thinker, life should be no more than 9 part production, 1 part dissemination or promotion, enough to maintain social contact and get feedback seminars with some peers that entail discussions or communication with the tribe on this page count as production. For artisans, life is 10 parts production, zero promotion. Alas for academics, from what I observe, life is 19 parts dissemination and institutional fluff, or pedagogy, 1 part production, and declining for “superstars”, who seem to converge to 20 parts dissemination.

via For a scientist or a a thinker, life… – Nassim Nicholas Taleb | Facebook.

Probability Theory (Courant Lecture Notes): S. R. S.

5.0 out of 5 stars A gem April 28, 2013

By N N Taleb

Format:Paperback

I know which books I value when I end up buying a second copy after losing the first one. This book gives a complete overview of the basis of probability theory with some grounding in measure theory, and presents the main proofs. It is remarkable because of its concision and completeness: visibly prof Varadhan lectured from these notes and kept improving on them until we got this gem. There is not a single sentence too many, yet nothing is missing.

For those who don’t know who he is, Varadhan stands as one of the greatest probabilists of all time. Learning probability from him is like learning from Aristotle.

Varadhan has two other similar volumes one covering stochastic processes the other into the theory of large deviations (though older than this current text). The book on Stochastic Processes should be paired with this one.

HatTip to Dave Lull
via Probability Theory (Courant Lecture Notes): S. R. S. Varadhan: 9780821828526: Amazon.com: Books.

An improvement of the LINDY EFFECT…

An improvement of the LINDY EFFECT: We can sort of measure of conditional antifragility by looking at what went down and bounced back. Things that survive provide information; but things that bounced back from severe hardship provide even more information under some conditions of homogeneity. You are as good as the worst adversity you encountered in your past.This is useful for persons, companies, etc. Never catch a falling knife: I prefer to buy the stock of a company that went down, then bounced back than an equivalent one that never went down to these low levels adjusting of course for other considerations.More technically, things that came back from level Si are stronger than things that came back from level Sj>Si. So for a family of processes {S} that start at the same point S0 and end at the same point ST, the one with the largest distance from its minimum Smin is the one that is potentially the most antifragile.

via Timeline Photos | Facebook.