Probability theory is the branch of mathematics concerned with analysis of random
phenomena.[1] The central objects
of probability theory are random variables, stochastic processes, and events: mathematical abstractions of
non-deterministic events or
measured quantities that may either be single occurrences or evolve over time in
an apparently random fashion. Although an individual coin toss or the roll of a
die is a random event, if repeated many
times the sequence of random events will exhibit certain statistical patterns,
which can be studied and predicted. Two representative mathematical results
describing such patterns are the law of large numbers and the central limit
theorem.
As a mathematical foundation for statistics, probability theory is essential to many
human activities that involve quantitative analysis of large sets of data.
Methods of probability theory also apply to descriptions of complex systems
given only partial knowledge of their state, as in statistical
mechanics. A great discovery of twentieth century physics was the probabilistic nature of physical
phenomena at atomic scales, described in quantum mechanics.