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We live in a world that shouldn't be possible.
In the physical universe at large, the second law of thermodynamics says that entropy must increase over time—that is, everything will become less orderly. It's possible, though, for certain areas of the universe to become slightly more orderly as the result of random fluctuations, as long as other parts of the universe become less orderly at the same time.
Boltzmann theorized that if random fluctuations create brains like ours, there should be Boltzmann brains floating around in space or sitting alone on uninhabited planets untold lightyears away. And in fact, those Boltzmann brains should be incredibly more common than the herds of complex, orderly objects we see here on Earth.