Implement numerically some algorithms to confirm intuition on problems of combinatorics, discrete probabilities, various brainteasers that have struck up my curiosity.
The repository has a flat structure where each subfolder is either it's own exercise or a group of exercises, and markdown files each make up for one exercise. The exercises split up as follows :
Numerical implementations :
- Counting positive paths
- Optimising some discrete order execution
- Random walk crossing threshold probability
- Counting diagonal paths
- Fortune before ruin
Formal proofs :
- Dealing cards evenly without observation
- How to simulate a pair of standard Gaussian variables from a 2d uniform variable
- Card game optimal strategy
- Card ordering probability
- Correlation asset pricing
- Expected number of pairs
- Probability of intersecting segments
Programming competitions :
Topics include :
- combinatorics, probabilities, pseudo-random number generation, optimisation,
- benchmarking small Rust programmes, using adapted data structures.