BRUNSWICK – Nassim Nicholas Taleb – legendary options trader, essayist, researcher, and best-selling author – will speak Monday, March 26, at Bowdoin College.

Taleb’s lecture, titled “On the Impact of the Highly Improbable,” will focus on chance, specifically on extreme and rare events that he calls “black swans.” It will begin at 7 p.m. in Kresge Auditorium at the Visual Arts Center. Admission to the public is free.

“A black swan is an outlier, an event that lies beyond the realm of normal expectations,” Taleb explained in an April 8, 2004 New York Times piece. “Most people expect all swans to be white because that’s what their experience tells them. A black swan is by definition a surprise.

“Nevertheless, people tend to concoct explanations for them after the fact, which makes them appear more predictable, and less random, than they are. … This distortion, called the hindsight bias, prevents us from adequately learning from the past.”

Taleb maintains that 9/11 was a black swan, as was the astonishing success of Google, the Harry Potter books, the Beatles, and Mel Gibson’s “The Passion of the Christ.”

Black swans underlie almost everything about our world, he believes, from the rise of religions to events in our own personal lives.

Taleb has immersed himself in problems of luck, uncertainty, probability and knowledge. Part literary essayist, part empiricist, part no-nonsense mathematical trader, he is the author of the worldwide best-seller “Fooled by Randomness: The Hidden Role of Chance in the Markets and Life.”

Random House is scheduled to release his book “The Black Swan: The Impact of the Highly Improbable” in April.