Speaker: Olav Kallenberg

 

Title: From coin tossing to Brownian motion, and beyond---the untold story

 

Abstract: You often hear comments about the history of probability and stochastic processes, which seems to be a popular subject. Unfortunately, practically all accounts I have heard have been totally wrong. This talk is an attempt to set the record straight. It may be worth pointing out that the aim of history (not unlike mathematics!) is not primarily to collect thousands of little unrelated facts (like stamp collection), but rather to look for the big picture, tracing the development of crucial ideas. In this sense, cultural history has always been a passionate interest of mine. My talk will mostly be quite elementary, and all are welcome.