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Six Fundamental Methods to Generate a Random Variable
Introduction To implement many numeric simulations you need a sophisticated source of instances of random variables. The question is: how do you generate them? The literature is full of algorithms...
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Ergodic Theory for Interested Computer Scientists
We describe ergodic theory in modern notation accessible to interested computer scientists. The ergodic theorem (http://en.wikipedia.org/wiki/Ergodic theory (link)) is an important principle of...
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A randomized algorithm that fails with near certainty
Recently Heroku was accused of using random queue routing while claiming to supply something similar to shortest queue routing (see: James Somers – Heroku’s Ugly Secret and more discussion at hacker...
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Estimating rates from a single occurrence of a rare event
Elon Musk’s writing about a Tesla battery fire reminded me of some of the math related to trying to estimate the rate of a rare event from a single occurrence of the event (plus many non-event...
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Betting with their money
The recent The Atlantic article “The Man Who Broke Atlantic City” tells the story of Don Johnson who won millions of dollars in private room custom rules high stakes blackjack. The method Mr. Johnson...
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