A very belated Happy Pi Day to all! Traditionally, this day is celebrated by finding clever and whimsical ways of approximating $\pi$, from using series' such as $$ \frac{\pi}{4} = 1 - \frac{1}{3} + \frac{1}{5} - \frac{1}{7} + \dots $$ to using out of control cars . One of my favourite employs randomness: take a unit square, and mark off a quarter-circle inside it with unit radius. Now, select a bunch of points uniformly randomly from the square. As you keep sampling more and more points, the fraction of points inside the quarter-circle will approach $\pi / 4$. The ratio of the number of red dots to the total number of dots converges to $\pi / 4$. Indeed, $\pi / 4$ is precisely the area of the quarter-circle. Why does this work? This is all thanks to a very useful result in probability, known as the Weak Law of Large Numbers . When you generate the $i$th point $\mathbf{x}_i$, consider the indicator function $\mathbb{1}_S(\mathbf{x}_i)$, which gives $1$ when $\mathbf{x}_i$ li...
This blog is for sharing short and interesting problems and random thoughts, with some mathematically informal discussion.