As a third example I shall choose the following problem: A number _u_
is taken at random, and _n_ is a given very large integer. What is
the probable value of sin _nu_? This problem has no meaning by itself.
To give it one a convention is needed. We _shall agree_ that the
probability for the number _u_ to lie between _a_ and _a_+ is equal to
[phi](_a_)_da_; that it is therefore proportional to the infinitely
small interval _da_, and equal to this multiplied by _a_ function
[phi](_a_) depending only on _a_. As for this function, I choose it
arbitrarily, but I must assume it to be continuous. The value of sin
_nu_ remaining the same when _u_ increases by 2[pi], I may without loss
of generality assume that _u_ lies between 0 and 2[pi], and I shall thus
be led to suppose that [phi](_a_) is a periodic function whose period is
2[pi].
The probable value sought is readily expressed by a simple integral, and
it is easy to show that this integral is less than
2[pi]M_{_k_}/_n_^{_k_},
M_{_k_} being the maximum value of the _k_th derivative of [phi](_u_).
We see then that if the _k_th derivative is finite, our probable value
will tend toward 0 when _n_ increases indefinitely, and that more
rapidly than 1/_n_^{_k_ - 1}.
The probable value of sin _nu_ when _n_ is very large is therefore
naught. To define this value I required a convention; but the result
remains the same _whatever that convention may be_. I have imposed upon
myself only slight restrictions in assuming that the function [phi](_a_)
is continuous and periodic, and these hypotheses are so natural that we
may ask ourselves how they can be escaped.
Examination of the three preceding examples, so different in all
respects, has already given us a glimpse, on the one hand, of the rôle
of what philosophers call the principle of sufficient reason, and, on
the other hand, of the importance of the fact that certain properties
are common to all continuous functions. The study of probability in the
physical sciences will lead us to the same result.
III. PROBABILITY IN THE PHYSICAL SCIENCES.--We come now to the problems
connected with what I have called the second degree of ignorance, those,
namely, in which we know the law, but do not know the initial state of
the system. I could multiply examples, but will take only one. What is
the probable present distribution of the minor planets on the zodiac?
We know they obey the laws of Kepler. We may even, without at all
changing the nature of the problem, suppose that their orbits are all
circular, and situated in the same plane, and that we know this plane.
On the other hand, we are in absolute ignorance as to what was their
initial distribution. However, we do not hesitate to affirm that their
distribution is now nearly uniform. Why?
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