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Questions asking for the intuition behind some definition, conjecture, proof etc. In other words, questions designed to improve or to acquire understanding on a conceptual or intuitive level, as opposed to on a technical or formal level. When asking such a question it can be helpful to include a rough description of ones understanding of the subject at hand (on a technical level).

8 votes

How to explain the concentration-of-measure phenomenon intuitively?

If $$x_1^2+\dots+x_{n+1}^2=1$$ then $$ x_1^2+\dots+x_n^2 = 1-x_{n+1}^2 \in [0,1]. $$ Now $S = \sum_{i=1}^n x_i^2$ for $-1\le x_i\le 1$ has expectation $c\cdot n$ for a certain $c>0$, and will be appro …
Bjørn Kjos-Hanssen's user avatar
6 votes

Intuition and/or visualisation of Itô integral/Itô's lemma

One way to improve intuition is to work out a couple of Discrete versions of Ito's lemma Øksendal (6th edition) Example 3.1.9: almost surely, $$ B_t^2 - t = \int_0^t 2B_s dB_s $$ This has …
Bjørn Kjos-Hanssen's user avatar
4 votes

Can we define an "empirically generic" real number?

It sounds like you are talking about what in computability theory and set theory are known as Cohen generic reals (the lowest level of which in computability theory is 1-generic, then 2-generic and so …
Bjørn Kjos-Hanssen's user avatar
17 votes

Intuition of law of iterated logarithm?

One nice fact that helps intuition is that the $\log\log n$ factor "disappears on a sparse subsequence". …
Bjørn Kjos-Hanssen's user avatar