We will see how multigrid ideas can be used to reduce the computational complexity (computational cost) of estimating an expected value arising from the solution of a stochastic differential equation using Monte Carlo path simulations.
The main purpose of this talk will be to promote the study of computational aspects, primarily the convergence rate, of non-linear dynamical systems from a combinatorial perspective.
In this talk we will discuss about the minimum encoding length (bits per symbol) of arbitrary distributed random variables (not necessarily i.i.d) so that they are decoded with arbitrarily small probability of error.
A unate gate is a logical gate computing a unate Boolean function, which is monotone in each variable. Examples of unate gates are AND gates, OR gates, NOT gates, threshold gates etc.
A central problem in Microeconomics is to design auctions with good revenue properties. Consider the following setting. Multiple bidders are participating in an auction.
Efficient simulation of rare events involving sums of heavy-tailed random variables has been an active research area in applied probability in the last fifteen years.
