Saturday, August 20, 2016

Randomness: "A Drunkard’s Walk in Manhattan"

From Quanta Magazine:

Why is it that when you walk randomly, the more you walk, the farther you get from your starting point?
A random walk, generated with Processing.
A random walk, generated with Processing.
One of the most cherished mathematical learning moments of my youth came from an old and very funny math book, whose name I have sadly forgotten. It was through a cartoon in that book that I first learned how to figure out the distance covered by a completely random form of movement — the drunkard’s walk. The first panel of the cartoon showed a disheveled man near a lamppost. His future path was represented by a series of wild zigs and zags on the path in front of him, shown as a dotted line. “I know how to figure out how far I’ll be from this point on average,” he says. “All I have to do is to measure the average length of my zigs and zags, and multiply by the square root of their number.” Then, in the second panel, he pulls out a bottle from his coat pocket, lifts it toward his mouth, and says, “But first, I’ll have a little drink!” Now, where are the funny math books today?

Randomness is an inextricable and essential aspect of our world. Combined with selection, randomness can do incredible things: It has powered evolution and created the entire biological world. Yet randomness is commonly underestimated and misunderstood. Certain observed phenomena prompt many people to attribute magical causes to events and imbue people with supernatural abilities, when the workings of randomness are all we need to explain their observations. Of course, probability theorists have always known that randomness, to a large extent, rules our lives, as the author Leonard Mlodinow explains in his delightful book The Drunkard’s Walk. Recently, researchers have penetrated deeper into the intricacies of randomness, as Kevin Hartnett reports in the Quanta article “A Unified Theory of Randomness.” Hartnett’s article explains how this unified theory of randomness is informed by variants of the same random phenomenon we alluded to earlier: the random walk, or, as it is more colorfully named, the drunkard’s walk. This phenomenon explains the diffusion of fluids and also describes Brownian motion, which Einstein famously analyzed to determine the existence and size of atoms.

But back to our drunkard. When an object or a person moves randomly, the average distance it will be from its starting point can be predicted to be approximately xn, where x is the average length of each step and n is the number of steps. The more the drunkard walks, the farther he gets from his starting point. Why should this be when his steps are random? Here’s a very nice informal argument presented by Marty Green, that helps to understand this result for equal-size steps. In the figure at left, which has been reproduced from Green’s blog, let us suppose that the drunkard started from the lamppost (center of the circle), took several one-meter steps, and by chance found himself on the circumference of the circle, say, five meters away. After the next step, he will be on the circumference of the smaller circle of radius one meter centered on the point where he had been.