The Geometry of Chance

Senior mathematician Geoffrey Grimmett of Cambridge University kicked off the Provostial Distinguished Lecture series on Tuesday with an inviting introduction about the geometry of chance.

Described by  moderator Professor Vladas Sidoraviciusas as “the most important probabilitist of modern times,” Grimmett is known for his research in probability theory and statistical mechanics encompassed in his three books Percolation (1999), The Random-Cluster Model (2006) and Probability on Graphs (2010). He has been teaching at Cambridge University since 1992 and was installed as the 17th Master of Downing College in 2013.

Grimmett defined probability theory as the study of an infinite sequence of fair coin tosses. “When a die is tossed, one can calculate the probability of each possible outcome. Collectively, the random outcomes of tossing a die each time generate a ‘random walk’ in space, which becomes a Brownian Motion,” he said, adding that the concept of Brownian Motion (BM) applies to not only mathematics but also physics, chemistry and finance.

“Here at NYU Shanghai, we tell our students repeatedly that the greatest thinkers never limit themselves to one particular topic, but let their minds range freely across a broad range of areas, following their passion and roaming where they may,” said NYU Shanghai Provost Joanna Waley-Cohen, the host of the lecture series.

“It is often only the very topmost people in any particular area whose understanding is profound enough that they are able to translate their sophisticated and complicated ideas into language that is accessible people who are not experts,” she added.

Conscious of the topic’s profundity for many non-STEM participants, Grimmett assured the crowd with humor. “I myself understood probably 10 percent of the mathematics lectures I attended, but the beauty of a successful lecture is the bigger picture it creates. If you get that, it is a success,” he said.

The Provostial Distinguished Lecture series, first initiated by the Joint Research Institutes at NYU Shanghai, is held twice a year under the auspices of the Provost to welcome on campus  distinguished scholars and leaders in all fields from around the world. This week’s talk was co-sponsored by the BOCO Fund.