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Numerical verifications

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 :

  1. Counting positive paths
  2. Optimising some discrete order execution
  3. Random walk crossing threshold probability
  4. Counting diagonal paths
  5. Fortune before ruin

Formal proofs :

  1. Dealing cards evenly without observation
  2. How to simulate a pair of standard Gaussian variables from a 2d uniform variable
  3. Card game optimal strategy
  4. Card ordering probability
  5. Correlation asset pricing
  6. Expected number of pairs
  7. Probability of intersecting segments

Programming competitions :

  1. IEEEXtreme 19 Challenge

Topics include :

  • combinatorics, probabilities, pseudo-random number generation, optimisation,
  • benchmarking small Rust programmes, using adapted data structures.

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Numerical verifications, simulations, formal proofs, competitions

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