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possiblywrong.wordpress.com | ||
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austinrochford.com
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| | | | | While preparing the first in an upcoming series of posts on multi-armed bandits, I realized that a post diving deep on a simple Monte Carlo estimate of $\pi$ would be a useful companion, so here it is | |
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almostsuremath.com
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| | | | | It is quite common to consider functions of real-time stochastic process which depend on whether or not it crosses a specified barrier level K. This can involve computing expectations involving a real-valued process X of the form $latex \displaystyle V={\mathbb E}\left[f(X_T);\;\sup{}_{t\le T}X_t \ge K\right] &fg=000000$ (1) for a positive time T and function f:????. I... | |
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ggcarvalho.dev
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| | | | | Using the power of randomness to answer scientific questions. | |
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emiruz.com
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