Week 04 — Probability Information and Emergence
Central Question
How can randomness at the microscopic level produce predictable macroscopic mathematics?
The Story
Follow aggregate randomness through limiting laws and diffusion, then ask how uncertainty connects with information and physical equilibrium.
Sessions
- What Is Randomness Mathematically?
- Law of Large Numbers
- Central Limit Theorem
- Combinatorics Behind the Gaussian
- Random Walks
- From Random Walk to Brownian Motion
- Brownian Motion and the Heat Equation
- Markov Chains
- What Is Entropy?
- Shannon Information
- Statistical Mechanics Connection
- Week 4 Synthesis