Friday, December 16, 2011

NassimTaleb: math behind Black Swan (English)

Short content:

Raphael Douady and I re-expressed the philosophical problem mathematically, and it appears vastly more devastating in its implication than the Gödel problem. At the time of writing, we produced a formal proof using mathematics, and a branch of mathematics called “measure theory” that was used by the French to put rigor behind mathematics of probability. The paper is temporarily called Undecidability theorem of probabilistic measures: On the inconsistency of estimating probabilites from a sample without binding a priori assumptions on the class of acceptable probabilities. See section
118- 2009, Annus Mirabilis

you can find another articles of Taleb.

For example, I recomend you to read
Black Swans and the Domains of Statistics

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