Randomness


In common usage, randomness is the apparent or actual lack of definite patterns or predictability in information. A random sequence of events, symbols or steps often has no order and does not follow an intelligible pattern or combination. Individual random events are, by definition, unpredictable, but if there is a known probability distribution, the frequency of different outcomes over repeated events is predictable. For example, when throwing two dice, the outcome of any particular roll is unpredictable, but a sum of 7 will tend to occur twice as often as 4. In this view, randomness is not haphazardness; it is a measure of uncertainty of an outcome. Randomness applies to concepts of chance, probability, and information entropy.
The fields of mathematics, probability, and statistics use formal definitions of randomness, typically assuming that there is some 'objective' probability distribution. In statistics, a random variable is an assignment of a numerical value to each possible outcome of an event space. This association facilitates the identification and the calculation of probabilities of the events. Random variables can appear in random sequences. A random process is a sequence of random variables whose outcomes do not follow a deterministic pattern, but follow an evolution described by probability distributions. These and other constructs are extremely useful in probability theory and the various applications of randomness.
Randomness is most often used in statistics to signify well-defined statistical properties. Monte Carlo methods, which rely on random input, are important techniques in science, particularly in the field of computational science. By analogy, quasi-Monte Carlo methods use quasi-random number generators.
Random selection, when narrowly associated with a simple random sample, is a method of selecting items from a population where the probability of choosing a specific item is the proportion of those items in the population. For example, with a bowl containing just 10 red marbles and 90 blue marbles, a random selection mechanism would choose a red marble with probability 1/10. A random selection mechanism that selected 10 marbles from this bowl would not necessarily result in 1 red and 9 blue. In situations where a population consists of items that are distinguishable, a random selection mechanism requires equal probabilities for any item to be chosen. That is, if the selection process is such that each member of a population, say research subjects, has the same probability of being chosen, then we can say the selection process is random.
According to Ramsey theory, pure randomness is impossible, especially for large structures. Mathematician Theodore Motzkin suggested that "while disorder is more probable in general, complete disorder is impossible". Misunderstanding this can lead to numerous conspiracy theories. Cristian S. Calude stated that "given the impossibility of true randomness, the effort is directed towards studying degrees of randomness". It can be proven that there is infinite hierarchy of forms of randomness.

History

In ancient history, the concepts of chance and randomness were intertwined with that of fate. Many ancient peoples threw dice to determine fate, and this later evolved into games of chance. Most ancient cultures used various methods of divination to attempt to circumvent randomness and fate. Beyond religion and games of chance, randomness has been attested for sortition since at least ancient Athenian democracy in the form of a kleroterion.
The formalization of odds and chance was perhaps earliest done by the Chinese of 3,000 years ago. The Greek philosophers discussed randomness at length, but only in non-quantitative forms. It was only in the 16th century that Italian mathematicians began to formalize the odds associated with various games of chance. The invention of calculus had a positive impact on the formal study of randomness. In the 1888 edition of his book The Logic of Chance, John Venn wrote a chapter on The conception of randomness that included his view of the randomness of the digits of pi, by using them to construct a random walk in two dimensions.
The early part of the 20th century saw a rapid growth in the formal analysis of randomness, as various approaches to the mathematical foundations of probability were introduced. In the mid-to-late-20th century, ideas of algorithmic information theory introduced new dimensions to the field via the concept of algorithmic randomness.
Although randomness had often been viewed as an obstacle and a nuisance for many centuries, in the 20th century computer scientists began to realize that the deliberate introduction of randomness into computations can be an effective tool for designing better algorithms. In some cases, such randomized algorithms even outperform the best deterministic methods.

In science

Many scientific fields are concerned with randomness:
In the 19th century, scientists used the idea of random motions of molecules in the development of statistical mechanics to explain phenomena in thermodynamics and the properties of gases.
According to several standard interpretations of quantum mechanics, microscopic phenomena are objectively random. That is, in an experiment that controls all causally relevant parameters, some aspects of the outcome still vary randomly. For example, if a single unstable atom is placed in a controlled environment, it cannot be predicted how long it will take for the atom to decay—only the probability of decay in a given time. Thus, quantum mechanics does not specify the outcome of individual experiments, but only the probabilities. Hidden variable theories reject the view that nature contains irreducible randomness: such theories posit that in the processes that appear random, properties with a certain statistical distribution are at work behind the scenes, determining the outcome in each case.

In biology

The modern evolutionary synthesis ascribes the observed diversity of life to random genetic mutations followed by natural selection. The latter retains some random mutations in the gene pool due to the systematically improved chance for survival and reproduction that those mutated genes confer on individuals who possess them. The location of the mutation is not entirely random however as e.g. biologically important regions may be more protected from mutations.
Several authors also claim that evolution requires a specific form of randomness, namely the introduction of qualitatively new behaviors. Instead of the choice of one possibility among several pre-given ones, this randomness corresponds to the formation of new possibilities.
The characteristics of an organism arise to some extent deterministically, and to some extent randomly. For example, the density of freckles that appear on a person's skin is controlled by genes and exposure to light; whereas the exact location of individual freckles seems random.
As far as behavior is concerned, randomness is important if an animal is to behave in a way that is unpredictable to others. For instance, insects in flight tend to move about with random changes in direction, making it difficult for pursuing predators to predict their trajectories.

In mathematics

The mathematical theory of probability arose from attempts to formulate mathematical descriptions of chance events, originally in the context of gambling, but later in connection with physics. Statistics is used to infer an underlying probability distribution of a collection of empirical observations. For the purposes of simulation, it is necessary to have a large supply of random numbers—or means to generate them on demand.
Algorithmic information theory studies, among other topics, what constitutes a random sequence. The central idea is that a string of bits is random if and only if it is shorter than any computer program that can produce that string, which means that random strings are those that cannot be compressed. Pioneers of this field include Andrey Kolmogorov and his student Per Martin-Löf, Ray Solomonoff, and Gregory Chaitin. For the notion of infinite sequence, mathematicians generally accept Per Martin-Löf's semi-eponymous definition: An infinite sequence is random if and only if it withstands all recursively enumerable null sets. The other notions of random sequences include, among others, recursive randomness and Schnorr randomness, which are based on recursively computable martingales. It was shown by Yongge Wang that these randomness notions are generally different.
Randomness occurs in numbers such as log and pi. The decimal digits of pi constitute an infinite sequence and "never repeat in a cyclical fashion." Numbers like pi are also considered likely to be normal:

In statistics

In statistics, randomness is commonly used to create simple random samples. This allows surveys of completely random groups of people to provide realistic data that is reflective of the population. Common methods of doing this include drawing names out of a hat or using a random digit chart.

In information science

In information science, irrelevant or meaningless data is considered noise. Noise consists of numerous transient disturbances, with a statistically randomized time distribution.
In communication theory, randomness in a signal is called "noise", and is opposed to that component of its variation that is causally attributable to the source, the signal.
In terms of the development of random networks, for communication randomness rests on the two simple assumptions of Paul Erdős and Alfréd Rényi, who said that there were a fixed number of nodes and this number remained fixed for the life of the network, and that all nodes were equal and linked randomly to each other.