Random Stuff - an ACEMS Public Lecture at UQ

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CLICK ON IMAGE TO WATCH LECTURE

Randomness is all around us, from the movement of the stock markets to the atoms that form us. It can be both a source of surprise (I have just won the lottery) or of great frustration (I'm stuck in traffic again!).

To better understand randomness it is useful to perform random experiments on a computer. Such "Monte Carlo simulations" are nowadays important ingredients in many scientific investigations.

Have you ever wondered how random numbers and experiments can be produced by a very non-random device such as a computer?  Are you sometimes bemused by "financial experts" explaining fluctuations in share prices? Would you like to know how we can use randomness to better search for a needle in a hay stack?

If so, please watch the Prof Dirk Kroese's public lecture from May 2019 at The University of Queensland.

RESOURCES

Github site for the lecture: https://github.com/dpkroese/UQPublicLecture19

ABOUT THE SPEAKER

Dirk Kroese is a Professor of Mathematics and Statistics at the School of Mathematics and Physics of the University of Queensland.  He is the co-author of several influential books on Monte Carlo simulation, including the Handbook of Monte Carlo methods, Simulation and the Monte Carlo Method, and the Cross-Entropy Method.  He is a Chief Investigator in the Australian Research Council Centre of Excellence for Mathematical and Statistical Frontiers (ACEMS).