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At age 14, Persi Diaconis left home to follow Dai Vernon, one of the most influential magicians of the past century. He dropped out of high school regardless of his exceptional grades, knowing full well what his passion in life was all along – magic. He had taught himself magic tricks from the age of five, and growing up, magic had been (and still is!) his favorite hobby. When the world-class expert spotted his talent and extended a hand towards him, of course Diaconis had to accept it. So he packed a little bag with some deck of cards and some socks... and this was how his magical career began.

As planned, Diaconis worked as Vernon’s apprentice, eager to uncover Vernon’s secrets of magic that he had never shared with anyone else, learning and pursuing magic as an academic discipline. Then after a couple of years, Diaconis left Vernon and started to work independently. As he played clubs in Chicago, he invented tricks, gave lessons, and collected old books on magic. He recalls in an interview, “(Magic) It was just my life, I did it with all my energy.

Little did he know then, he would stumble across a book that would change his career forever. It was William Feller's Introduction to Probability Theory and its Applications, a book that his mathematical physicist friend Charles Radin introduced for him to learn probability. As Diaconis read the book, he realized that he did not have enough knowledge to understand the material; however, he was very intrigued to learn about the connections between probabilities and the games of chance, and he forced himself to keep reading it.