How fast can you estimate \(\pi\)?

posted by Nicolai Baldin on January 25, 2017

There are quite a few ways how one can calculate the number \(\pi\). I here discuss one elegant way based on the Monte Carlo simulations of independent uniformly distributed random variables. It is a toy illustrative application of the results of our recent paper with Markus Reiss "Unbiased estimation of the volume of a convex body" here.

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My educational summer time

posted by Nicolai Baldin on September 28, 2015

I attended a few very exciting events this summer: two conferences and one summer school (all in stats). Below you will find my experience wandering the streets of Nice, eating seafood in Amsterdam and exploring an ideal place for doing research. Among forthcoming events in stats, I would highly recommend to apply to the spring school organized by Markus ReiƟ and Natalie Neumeyer with more information to appear soon on this website.

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Stopping times and sigma-algebra of tau-history

posted by Nicolai Baldin on August 8, 2015

This post is on quite a well-presented topic in stochastic processes that was opened to me from a different perspective recently.

Below I am talking about stopping times, sigma-algebra of \(\tau\)-history \(\mathcal{F}_\tau\) for time-indexed stochastic processes (discrete and continuous time) and its properties. In next posts, I'm planing to give some extensions of the results below to set-indexed stochastic processes (with no direct order).

This material might be interesting, in particular, for students studying stochastic processes. My main motivation is to discuss a few quite important questions below that often remain hidden in this topic.

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Simple German vocabulary for doing mathematics

posted by Nicolai Baldin on March 6, 2015

Since I am supposed to teach a course in Stochastik 1 next semester in German, I decided to collect a vocabulary necessary to explain the material and hopefully lead a discussion in German. Presumably, it should also improve understanding of German math literature. The post contains the constructions and phrases that can be exploited as ready-to-use blocks to construct a full and meaningful sentence. I intend to periodically update this post.

For helping me with translation, many thanks go to Randolf Altmeyer.

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