A probabilistic ``new principle'' of the 19th century (Q1329642)

The ``new principle'' is E. Catalan's theorem (1877) stating that unknown modifications of the causes of a random event do not change its probability. The authors discuss Catalan's relevant papers of 1841 and 1877 as well as his later work (1886) where he specified his theorem; reveal their connection with one of Poisson's urn problems (1837) and with the work of other French mathematicians; and show that, when generalized, the Catalan problem leads to a martingale. The authors also describe a pertinent unpublished letter (1878) from Bienaymé to Catalan which contains a phrase ``... beyond mathematical reasoning, everything in the world is only probabilities, or even just conjectures...'' Note that Catalan's theorem is heuristically connected with another of Poisson's conclusion (1837, p. 47) that an unknown random event has probability 1/2.