∫ntegrabℓε ∂iﬀerentiαℓs · unorganised notes, code, and writings of random topics

Schwartzian Transformation

April 4, 2009 blog code

Assume you have a vector A and you going to sort it according to a function f(x). If you sort it naively, whenever you are going to compare two items, you call the function. Because the best sorting algorithm we know nowadays is , you call such function a lot.... [more]

Michael Dritschel (2008) Stochastic Calculus in Mathematical Finance

March 25, 2009 paper

It has a very nice summary of modern probability theory at the beginning. [more]

Oh and Ahn (1999) Dynamic Calendar Queue (Sim Symp)

February 12, 2009 paper

PDF [more]

Brown (1988) Calendar Queues: A Fast O(1) Priority Queue Implementation for the Simulation Event Set Problem

February 10, 2009 paper

This is the seminal paper that proposes the calendar queues which can be used for DES. Events are classified into “days” and different “days” are put into an array as a “year”. When we insert, put the event into an appropriate day according to the event’s deadline. When we dequeue... [more]

年糕

January 15, 2009 blog random

材料： [more]