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Harald Hanche-Olsen
Harald Hanche-Olsen
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One nice example is Bernstein's proof of the Weierstrass theorem. This proof analyses a simple game: Let $f$ be a continuous function on $[0,1]$, and run $n$ independent yes/no experiments in which the “yes” probability is $x$. Pay the gambler $f(m/n)$ if the answer “yes” comes up $m$ times. The gambler's expected gain from this is, of course, $$p_n(x)=\sum_{k=0}^n f(k/n)\binom{n}{k}x^k(1-x)^{1-k}$$$$p_n(x)=\sum_{k=0}^n f(k/n)\binom{n}{k}x^k(1-x)^{n-k}$$ (known as the Bernstein polynomial). The analysis shows that $p_n(x)\to f(x)$ uniformly.

S. N. Bernstein, A demonstration of the Weierstrass theorem based on the theory of probability, first published (in French) in 1912. It has been reprinted in Math. Scientist 29 (2004) 127–128 (MR2102260).

One nice example is Bernstein's proof of the Weierstrass theorem. This proof analyses a simple game: Let $f$ be a continuous function on $[0,1]$, and run $n$ independent yes/no experiments in which the “yes” probability is $x$. Pay the gambler $f(m/n)$ if the answer “yes” comes up $m$ times. The gambler's expected gain from this is, of course, $$p_n(x)=\sum_{k=0}^n f(k/n)\binom{n}{k}x^k(1-x)^{1-k}$$ (known as the Bernstein polynomial). The analysis shows that $p_n(x)\to f(x)$ uniformly.

S. N. Bernstein, A demonstration of the Weierstrass theorem based on the theory of probability, first published (in French) in 1912. It has been reprinted in Math. Scientist 29 (2004) 127–128 (MR2102260).

One nice example is Bernstein's proof of the Weierstrass theorem. This proof analyses a simple game: Let $f$ be a continuous function on $[0,1]$, and run $n$ independent yes/no experiments in which the “yes” probability is $x$. Pay the gambler $f(m/n)$ if the answer “yes” comes up $m$ times. The gambler's expected gain from this is, of course, $$p_n(x)=\sum_{k=0}^n f(k/n)\binom{n}{k}x^k(1-x)^{n-k}$$ (known as the Bernstein polynomial). The analysis shows that $p_n(x)\to f(x)$ uniformly.

S. N. Bernstein, A demonstration of the Weierstrass theorem based on the theory of probability, first published (in French) in 1912. It has been reprinted in Math. Scientist 29 (2004) 127–128 (MR2102260).

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Harald Hanche-Olsen
Harald Hanche-Olsen
  • 9.4k
  • 3
  • 38
  • 52

One nice example is Bernstein's proof of the Weierstrass theorem. This proof analyses a simple game: Let $f$ be a continuous function on $[0,1]$, and run $n$ independent yes/no experiments in which the “yes” probability is $x$. Pay the gambler $f(m/n)$ if the answer “yes” comes up $m$ times. The gambler's expected gain from this is, of course, $$p_n(x)=\sum_{k=0}^n f(k/n)\binom{n}{k}x^k(1-x)^{1-k}$$ (known as the Bernstein polynomial). The analysis shows that $p_n(x)\to f(x)$ uniformly.

S. N. Bernstein, A demonstration of the Weierstrass theorem based on the theory of probability, first published (in French) in 1912. It has been reprinted in Math. Scientist 29 (2004) 127–128 (MR2102260).