"If the number of experiments be very large, we may have precise information as to the value of the mean, but if our sample be small, we have two sources of uncertainty: (I) owing to the 'error of random sampling' the mean of our series of experiments deviates more or less widely from the mean of the population, and (2) the sample is not sufficiently large to determine what is the law of distribution of individuals." William S Gosset, "The Probable Error of a Mean", Biometrika, 1908)
"The most important application of the theory of probability is to what we may call 'chance-like' or 'random' events, or occurrences. These seem to be characterized by a peculiar kind of incalculability which makes one disposed to believe - after many unsuccessful attempts - that all known rational methods of prediction must fail in their case. We have, as it were, the feeling that not a scientist but only a prophet could predict them. And yet, it is just this incalculability that makes us conclude that the calculus of probability can be applied to these events." (Karl R Popper, "The Logic of Scientific Discovery", 1934)
"The definition of random in terms of a physical operation is notoriously without effect on the mathematical operations of statistical theory because so far as these mathematical operations are concerned random is purely and simply an undefined term." (Walter A Shewhart & William E Deming, "Statistical Method from the Viewpoint of Quality Control", 1939)
"The first attempts to consider the behavior of so-called 'random neural nets' in a systematic way have led to a series of problems concerned with relations between the 'structure' and the 'function' of such nets. The 'structure' of a random net is not a clearly defined topological manifold such as could be used to describe a circuit with explicitly given connections. In a random neural net, one does not speak of 'this' neuron synapsing on 'that' one, but rather in terms of tendencies and probabilities associated with points or regions in the net." (Anatol Rapoport, "Cycle distributions in random nets", The Bulletin of Mathematical Biophysics 10(3), 1948)
"Time itself will come to an end. For entropy points the direction of time. Entropy is the measure of randomness. When all system and order in the universe have vanished, when randomness is at its maximum, and entropy cannot be increased, when there is no longer any sequence of cause and effect, in short when the universe has run down, there will be no direction to time - there will be no time." (Lincoln Barnett, "The Universe and Dr. Einstein", 1948)
"We must emphasize that such terms as 'select at random', 'choose at random', and the like, always mean that some mechanical device, such as coins, cards, dice, or tables of random numbers, is used." (Frederick Mosteller et al, "Principles of Sampling", Journal of the American Statistical Association Vol. 49 (265), 1954)
"[…] random numbers should not be generated with a method chosen at random. Some theory should be used." (Donald E Knuth, "The Art of Computer Programming" Vol. II, 1968)
"Thus, the construction of a mathematical model consisting of certain basic equations of a process is not yet sufficient for effecting optimal control. The mathematical model must also provide for the effects of random factors, the ability to react to unforeseen variations and ensure good control despite errors and inaccuracies."
"It appears to be a quite general principle that, whenever there is a randomized way of doing something, then there is a nonrandomized way that delivers better performance but requires more thought." (Edwin T Jaynes, "Probability Theory: The Logic of Science", 1979)
"From a purely operational point of viewpoint […] the concept of randomness is so elusive as to cease to be viable." (Mark Kac, 1983)
"Randomness is a difficult notion for people to accept. When events come in clusters and streaks, people look for explanations and patterns. They refuse to believe that such patterns - which frequently occur in random data - could equally well be derived from tossing a coin. So it is in the stock market as well." (Burton G Malkiel, "A Random Walk Down Wall Street", 1989)
"The term chaos is used in a specific sense where it is an inherently random pattern of behaviour generated by fixed inputs into deterministic (that is fixed) rules (relationships). The rules take the form of non-linear feedback loops. Although the specific path followed by the behaviour so generated is random and hence unpredictable in the long-term, it always has an underlying pattern to it, a 'hidden' pattern, a global pattern or rhythm. That pattern is self-similarity, that is a constant degree of variation, consistent variability, regular irregularity, or more precisely, a constant fractal dimension. Chaos is therefore order (a pattern) within disorder (random behaviour)." (Ralph D Stacey, "The Chaos Frontier: Creative Strategic Control for Business", 1991)
"Chaos demonstrates that deterministic causes can have random effects […] There's a similar surprise regarding symmetry: symmetric causes can have asymmetric effects. […] This paradox, that symmetry can get lost between cause and effect, is called symmetry-breaking. […] From the smallest scales to the largest, many of nature's patterns are a result of broken symmetry; […]" (Ian Stewart & Martin Golubitsky, "Fearful Symmetry: Is God a Geometer?", 1992)
"According to the narrower definition of randomness, a random sequence of events is one in which anything that can ever happen can happen next. Usually it is also understood that the probability that a given event will happen next is the same as the probability that a like event will happen at any later time. [...] According to the broader definition of randomness, a random sequence is simply one in which any one of several things can happen next, even though not necessarily anything that can ever happen can happen next." (Edward N Lorenz, "The Essence of Chaos", 1993)
"How can deterministic behavior look random? If truly identical states do occur on two or more occasions, it is unlikely that the identical states that will necessarily follow will be perceived as being appreciably different. What can readily happen instead is that almost, but not quite, identical states occurring on two occasions will appear to be just alike, while the states that follow, which need not be even nearly alike, will be observably different. In fact, in some dynamical systems it is normal for two almost identical states to be followed, after a sufficient time lapse, by two states bearing no more resemblance than two states chosen at random from a long sequence. Systems in which this is the case are said to be sensitively dependent on initial conditions. With a few more qualifications, to be considered presently, sensitive dependence can serve as an acceptable definition of chaos [...]" (Edward N Lorenz, "The Essence of Chaos", 1993)
"In practice, it may be impossible to purge a real system of its actual randomness and observe the consequences, but often we can guess what these would be by turning to theory. Most theoretical studies of real phenomena are studies of approximations." (Edward N Lorenz, "The Essence of Chaos", 1993)
"Probability theory is an ideal tool for formalizing uncertainty in situations where class frequencies are known or where evidence is based on outcomes of a sufficiently long series of independent random experiments. Possibility theory, on the other hand, is ideal for formalizing incomplete information expressed in terms of fuzzy propositions." (George Klir, "Fuzzy sets and fuzzy logic", 1995)
"In everyday language, a fair coin is called random, but not a coin that shows head more often than tail. A coin that keeps a memory of its own record of heads and tails is viewed as even less random. This mental picture is present in the term random walk, especially as used in finance." (Benoit B Mandelbrot, "Fractals and Scaling in Finance: Discontinuity, concentration, risk", 1997)
"Randomness is an intrinsically difficult idea that seems to clash with powerful facts or intuitions. In physics, it clashes with determinism, and in finance it clashes with instances of clear causality, economic rationality and perhaps even free-will. It is easy to acknowledge that randomness can create its peculiar regularities. But it is difficult to acknowledge that such regularities either could be interesting or could arise in physics or finance. As a result, the fact that any statistical model could be effective seems a priori inconceivable and is difficult to acknowledge." (Benoit B Mandelbrot, "Fractals and Scaling in Finance: Discontinuity, concentration, risk", 1997)
"We use mathematics and statistics to describe the diverse realms of randomness. From these descriptions, we attempt to glean insights into the workings of chance and to search for hidden causes. With such tools in hand, we seek patterns and relationships and propose predictions that help us make sense of the world." (Ivars Peterson, "The Jungles of Randomness: A Mathematical Safari", 1998)
"Events may appear to us to be random, but this could be attributed to human ignorance about the details of the processes involved." (Brain S Everitt, "Chance Rules", 1999)
"The self-similarity of fractal structures implies that there is some redundancy because of the repetition of details at all scales. Even though some of these structures may appear to teeter on the edge of randomness, they actually represent complex systems at the interface of order and disorder." (Edward Beltrami, "What is Random?: Chaos and Order in Mathematics and Life", 1999)
"Most physical systems, particularly those complex ones, are extremely difficult to model by an accurate and precise mathematical formula or equation due to the complexity of the system structure, nonlinearity, uncertainty, randomness, etc. Therefore, approximate modeling is often necessary and practical in real-world applications. Intuitively, approximate modeling is always possible. However, the key questions are what kind of approximation is good, where the sense of 'goodness' has to be first defined, of course, and how to formulate such a good approximation in modeling a system such that it is mathematically rigorous and can produce satisfactory results in both theory and applications." (Guanrong Chen & Trung Tat Pham, "Introduction to Fuzzy Sets, Fuzzy Logic, and Fuzzy Control Systems", 2001)
"Although the detailed moment-to-moment behavior of a chaotic system cannot be predicted, the overall pattern of its 'random' fluctuations may be similar from scale to scale. Likewise, while the fine details of a chaotic system cannot be predicted one can know a little bit about the range of its 'random' fluctuation."
"[…] we would like to observe that the butterfly effect lies at the root of many events which we call random. The final result of throwing a dice depends on the position of the hand throwing it, on the air resistance, on the base that the die falls on, and on many other factors. The result appears random because we are not able to take into account all of these factors with sufficient accuracy. Even the tiniest bump on the table and the most imperceptible move of the wrist affect the position in which the die finally lands. It would be reasonable to assume that chaos lies at the root of all random phenomena." (Iwo Białynicki-Birula & Iwona Białynicka-Birula, "Modeling Reality: How Computers Mirror Life", 2004)
"Chance is just as real as causation; both are modes of becoming. The way to model a random process is to enrich the mathematical theory of probability with a model of a random mechanism. In the sciences, probabilities are never made up or 'elicited' by observing the choices people make, or the bets they are willing to place. The reason is that, in science and technology, interpreted probability exactifies objective chance, not gut feeling or intuition. No randomness, no probability." (Mario Bunge, "Chasing Reality: Strife over Realism", 2006)
"Complexity arises when emergent system-level phenomena are characterized by patterns in time or a given state space that have neither too much nor too little form. Neither in stasis nor changing randomly, these emergent phenomena are interesting, due to the coupling of individual and global behaviours as well as the difficulties they pose for prediction. Broad patterns of system behaviour may be predictable, but the system's specific path through a space of possible states is not." (Steve Maguire et al, "Complexity Science and Organization Studies", 2006)
"A Black Swan is a highly improbable event with three principal characteristics: It is unpredictable; it carries a massive impact; and, after the fact, we concoct an explanation that makes it appear less random, and more predictable, than it was. […] The Black Swan idea is based on the structure of randomness in empirical reality. [...] the Black Swan is what we leave out of simplification." (Nassim N Taleb, "The Black Swan", 2007)
"While in theory randomness is an intrinsic property, in practice, randomness is incomplete information." (Nassim N Taleb, "The Black Swan", 2007)
"Regression toward the mean. That is, in any series of random events an extraordinary event is most likely to be followed, due purely to chance, by a more ordinary one." (Leonard Mlodinow, "The Drunkard’s Walk: How Randomness Rules Our Lives", 2008)
"The key to understanding randomness and all of mathematics is not being able to intuit the answer to every problem immediately but merely having the tools to figure out the answer." (Leonard Mlodinow,"The Drunkard’s Walk: How Randomness Rules Our Lives", 2008)
"Randomness might be defined in terms of order - its absence, that is. […] Everything we care about lies somewhere in the middle, where pattern and randomness interlace." (James Gleick, "The Information: A History, a Theory, a Flood", 2011)
"The storytelling mind is allergic to uncertainty, randomness, and coincidence. It is addicted to meaning. If the storytelling mind cannot find meaningful patterns in the world, it will try to impose them. In short, the storytelling mind is a factory that churns out true stories when it can, but will manufacture lies when it can't." (Jonathan Gottschall, "The Storytelling Animal: How Stories Make Us Human", 2012)
"When some systems are stuck in a dangerous impasse, randomness and only randomness can unlock them and set them free." (Nassim N Taleb, "Antifragile: Things That Gain from Disorder", 2012)
"Although cascading failures may appear random and unpredictable, they follow reproducible laws that can be quantified and even predicted using the tools of network science. First, to avoid damaging cascades, we must understand the structure of the network on which the cascade propagates. Second, we must be able to model the dynamical processes taking place on these networks, like the flow of electricity. Finally, we need to uncover how the interplay between the network structure and dynamics affects the robustness of the whole system." (Albert-László Barabási, "Network Science", 2016)
"Too little attention is given to the need for statistical control, or to put it more pertinently, since statistical control (randomness) is so rarely found, too little attention is given to the interpretation of data that arise from conditions not in statistical control." (William E Deming)
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