Milan Kundera and Probability

Today, Milan Kundera passed away. He was 94. A well-written life. This quick post is on his behalf. Many years ago, I was reading his book entitled "The Unbearable Lightness of Being." At that time, I was enrolled in the Master of Science in Statistics, and I was taking this advanced probability course, full of sample spaces, sigma-algebras, Borel spaces, and some other interesting stuff. A friend of mine had recommended that book back in 2005, and while reading it, I found a passage incredibly interesting that relates to how probability works.

First things first, here three useful definitions:

1. A sample space is a collection or a set of possible outcomes of a random experiment.
2. A random variable is a is a measurable function from a sample space as a set of possible outcomes to a measurable.
3. The realization of a random variable is the result of applying the function of the random variable to an observed outcome of a random experiment.

Now, back to the book. Just at the end of Part I, in Chapter 16, of the aforementioned book, the principal character, Thomas, is crossing the border of the Czech Republic and Switzerland, and he begins to think about his love for Tereza and how things twisted until they finally met. It is there that Kundera provides his own example of the sample space:

Apart from her consummated love for Tomas, there were, in the realm of possibility, an infinite number of unconsummated loves for other men.

Then, Kundera provides an example of random variables and their realizations:

Seven years earlier, a complex neurological case happened to have been discovered at the hospital in Tereza's town... The town had several hotels, but Tomas happened to be given a room in the one where Tereza was employed. He happened to have had enough free time before his train left to stop at the hotel restaurant. Tereza happened to be on duty, and happened to be serving Tomas's table. It had taken six chance happenings to push Tomas towards Tereza, as if he had little inclination to go to her on his own.

Therefore, Kundera continues writing in Chapter 3 of the first part about random experiments and the failures of the frequentist perspective :) .

How could he have known? How could he have gauged it? Any schoolboy can do experiments in the physics laboratory to test various scientific hypotheses. But man, because he has only one life to live, cannot conduct experiments to test whether to follow his passion (compassion) or not.

We can never know what to want, because, living only one life, we can neither compare it with our previous lives nor perfect it in our lives to come. Was it better to be with Tereza or to remain alone? There is no means of testing which decision is better, be-cause there is no basis for comparison. We live everything as it comes, without warning, like an actor going on cold. And what can life be worth if the first rehearsal for life is life itself? That is why life is always like a sketch.

Rest in peace Milan!