Gravity's Rainbow has this long passage about the Poisson distribution. Since Pynchon's education included a serious dose of mathematics, and his novels include many references to mathematics, I assume what the characters are saying to each other must make some sort of sense, i.e. must have a formulation in mathematical language. But what exactly are they describing? What is the Monte Carlo Fallacy, and what does it have to do with the Poisson Distribution?
The two characters are looking at a grid which represents London. Places where bombs have hit are marked on the grid. Further up in the dialogue, the grid is compared to a sieve the Romans would have used for fortune-telling.
"Can't you . . . tell," Pointsman offering Mexico one of his Kyprinos Orients, which he guards in secret fag fobs sewn inside all his lab coats, "from your map here, which places would be safest to go into, safest from attack?"
"Every square is just as likely to get hit again. The hits aren't clustering. Mean density is constant." Nothing on the map to the contrary. Only a classical Poisson distribution, quietly neatly sifting among the squares exactly as it should . . . growing to its predicted shape. . . .
"But squares that have already had several hits, I mean!"
"I'm sorry. That's the Monte Carlo Fallacy. No matter how many have fallen inside a particular square, the odds remain the same as they always were. Each hit is independent of all the others. Bombs are not dogs. No link. No memory. No conditioning."