

Mysterious Statistical Law May Finally Have an Explanation – WIRED - kumarshantanu
http://www.wired.com/2014/10/tracy-widom-mysterious-statistical-law/

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ignostic
I don't pretend to be a statistician, but I don't think the distribution is
nearly as mysterious as the article is trying to make it sound. At least it's
not any more mysterious than the normal distribution that we're all familiar
with. When you have similar assumptions and inputs (even if those inputs are
random) in a statistical model, you'll usually get similar distributions.

~~~
MrQuincle
Yes, but interactive systems are quite complicated to describe mathematically.
There is very little known still. A while ago there was an article on HN in
which a connection was made between renormalization group theory and deep
learning: [https://www.quantamagazine.org/20141204-a-common-logic-to-
se...](https://www.quantamagazine.org/20141204-a-common-logic-to-seeing-cats-
and-cosmos/). The thing is, a lot of systems, are called "critical", or with
Kauffman's words "edge of chaos", or "poised at criticality".

Another example, even more recent there was a discovery about correlated
novelties and both Heap's and Zipf's law:
[http://www.nature.com/srep/2014/140731/srep05890/full/srep05...](http://www.nature.com/srep/2014/140731/srep05890/full/srep05890.html?repost).
Different from the normal distribution which indeed just comes from the law of
large numbers (central limit theorem), these come from much more interesting
processes.

You can have all kind of distributions and all kind of power-law like
behaviour around complex systems. It is henceforth extremely important to weed
out all the nonsense. To be able to deduct what kind of microscopic relations
bring about Tracy-Widom distributions especially in the context of other
mathematical objects than random matrix brings lots of disciplines forwards.
From physics to machine learning.

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sctb
[https://news.ycombinator.com/item?id=8459264](https://news.ycombinator.com/item?id=8459264)

