This lecture traces the history of probability theory from the throwing of bones, sticks, and dice to modern times. Early 18th century books, Jacob Bernouill's “The Art of Conjecture” and Abraham DeMoivre's “The Doctrine of Chances” were rich with new mathematics, insight and gambling odds. Progress was often made by confronting paradoxes. The first of these confused probabilities with expectations and was explained in the Pascal-Fermat letters of 1654. The St. Petersburg Paradox involved a distribution with an infinite first moment, and Levy discovered a whole class of probabilities with infinite moments that have found a surprising utility in physics. The Bertrand paradox involved measure theory for continuous probabilities, Poisson discovered that adding random variables need not always produce the Gaussian, and Daniel Bernoulli and D'Alembert argued over the probabilities for the safety of smallpox vaccinations. Using these and other anecdotes, this lecture discusses vignettes that have brought us to our modern understanding of probability theory.
Beginning in late 2008, Michael Shlesinger will hold the Kinnear Chair in Science at the US Naval Academy. At the Office of Naval Research, he is the Research Division Director in the Expeditionary Maneuver Warfare and Combating Terrorism Department. He is also the Program Manager for the Counter-IED basic research program and ONR's Chief Scientist for Nonlinear Science. He joined ONR in 1983 and became a member of the Senior Executive Service in 1987.
He is a Fellow of the American Physical Society and has published about 200 scientific papers on topics in stochastic processes, glassy materials, proteins, neurons, and nonlinear dynamics. He is a Divisional Associate Editor of the Physical Review Letters. He received ONR's 2006 Saalfeld Award for Outstanding Lifetime Achievement in Science, the federal government's Presidential Rank Award for Meritorious Senior Professionals in 2004, U. Maryland's Distinguished Postdoc Alum award in 2004, the Navy Superior Civilian Service Award in 1991 and was the Regents' Lecturer at UCSD in 1994, and the Michelson Lecturer at the USNA in 1992. His Ph. D., in Physics, is from the U. of Rochester in 1975, and he holds a B.S. in Mathematics and Physics from SUNY Stony Brook in 1970.
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