G. R. Grimmett

Part IA, Probability

Quotations:

"Life is a boat navigating between uncertain events" (on why we should study probability)

"A die, which is after all a type of coin."

"Contemporary, by which I mean in the last 500 years."

"Pick a number like ... r, that well known number."

"Notation is a very wonderful thing."

"Morally, we want to take logarithms."

"After 2n steps, ... (pause) Is this the question I want to ask?"

"This isn't one of those strange things where you have to carry three monkeys and two aubergines across a river."

"Thank you for waving your eyebrows at me."

"And all those big double-decker buses annihilate each other, and we end up with this thing driving the answer." (refers to Stirling's formula)

"Throw it away in an interesting way."

"We now play with this definition, see what comes out."

"Shunt it over to one side, put it in a cupboard and shut the door."

"For reasons which may become totally opaque to you..."

"I don't want to prove this, so I'm not going to, despite the fact it's in the Schedules."

"When you've done this, you'll wish you hadn't, but if you haven't, you should do it."

"You put your hand in a pot and draw out a spider."

"You could compactify the sample space."

"You go to prison if you do that." (confuse P(B|A) with P(A|B))

"...and the big ones are even bigger."

"This data's been massaged."

"If I do something here, what does it screw up over here?"

"In probability, screw-ups occur in sophisticated ways."

"This just reeks of the binomial theorem."

"I have to compute the something."

"Functions don't just drop down from heaven."

"We want to throw the probability space away - because they disturb us."

"You want to be able to wake up at two in the morning and recite: 'A random variable is a function...'"

"There's nothing Biblical about this convention." (using capital letters for random variables)

"It's a deep triviality."

"I've actually cheated already - I'm not going to tell you why."

"I've just had a horrible thought - these short sentences make me sound like George Bush."

"This expression ('in general') is loved by pure mathematicians because it means nothing."

"Like much of fun, it's a bit naughty." (computing variance)

"Am I speaking Serbo-Croat?"

"You're living on the ground floor of some sort of universe, and there's all sorts of questions on the floor."

"How many angels can fit on the head of a pin when the pin has zero size?"

"But when you get in the elevator, the guy says, 'I can't invert that.'"

"They're certainly not differentiable, and they're (certainly)2 not differentiable twice."

"...they get the randomness from their wives." (problem of seating married couples)

"One of these things is random in an extra way."

"The zeros gang up on you."

"In order to understand how they explode relative to each other..."

"It's not a Körnerian-standard proof..."

"Now I have a difference equation with a difference."

"Why does it provide you with an answer? Because it does."

"Discrete random variables are for babies."

"Let me just make a speech about the word 'distribution'."

"A good example of misuse of the word 'general'..."

"This is the smell of a double integral."

"Chapter 5 has the very sexy title of 'Three very useful results'."

"The basic question about Chebyshev is... how do you spell Chebyshev?"

"J is the squish factor."

"What I've got to put in there is the right thing to make it the correct thing."

"Oh, I've been a bit naughty there. Naughty naughty."

"If Mr Normal had decided to miss out the 1/2..." (talking about the normal distribution)

"Every naked function needs a sqrt(2π) on the bottom."

"Now for something terribly discrete." 1