Expectations of random walks
Date: Aug 18, 2009
Date:
2009-08-18
Occasion:
CARMA workshop on Multidimensional Numerical Integration and Special Function Evaluation (University of Newcastle) On August 18, 2009, the University of Newcastle hosted a CARMA workshop on Multidimensional Numerical Integration and Special Function Evaluation. Besides enjoying very interesting talks it's been my pleasure to present, together with James Wan, on progress of our joint work with Jon Borwein, Peter Donovan and Dirk Nuyens on expectations of random walks. The slides are attached and are hoped to be soon complemented by a preprint of our work.