How to Build a Probability Microscope
If the rumors are true, 20th Century Fox will release a remake of the 1966 science-fiction film Fantastic Voyage in the next year or two. The conceit behind the film is that its protagonists are shrunk down and injected into the human body, through which they travel in a microscopic submarine. At that size, a swirl of blood turns into dangerous turbulence. White blood cells can engulf their ship. A droplet’s surface tension, formerly imperceptible, now forms an impenetrable barrier.
Changing scales disrupts our intuitive sense of what is significant, what is powerful, and what is dangerous. To survive, we must recalibrate our intuitions. Even if every effect at familiar scales is negligible, the slightly less negligible effect may become monstrously important at unfamiliar scales.
How can we understand what is important at unfamiliar scales? It turns out that there is a mathematical theory called large deviations theory that performs the same trick for probabilities as the shrink ray did for the crew of the Fantastic Voyage. Whereas classical probability theory concerns itself primarily with the likelihoods of ordinary events, large deviations focuses on the extreme rare events that emerge from the confluence of multiple slightly odd ones. It lets us zoom in our probability microscope to identify the least unlikely ways that the very, very unlikely could occur.
