According to Wikipedia, simulation refers to "imitation of the operation of a real-world process or system over time." With increasing importance of data-science, efficient simulation algorithms have become very very important in science, engineering, economics, banking, insurance, etc. In this lucid and informal talk, this topic will be introduced with real life examples. Connections to statistical physics will also be mentioned towards the end of the talk. Special care will be taken so that everyone can follow this talk.
About the Speaker:
Parthanil Roy, a mathematician at the Indian Statistical Institute, works on probability theory (stable random fields, extreme values, branching random walks, etc.) with connections to ergodic theory, operator algebra, geometric group theory and hyperbolic dynamics. After completing his PhD from Cornell University and a postdoctoral fellowship at ETH Zurich, Parthanil was a tenure-track assistant professor at Michigan State University before joining Indian Statistical Institute. He has served as the Youth Representative (2017-20) of Bernoulli Society for Mathematical Statistics and Probability, and is currently an editor of Sankhya Series A. He is a recipient of Swarna Jayanti Fellowship (2019-2024) and Young Statistical Scientist Award (2021) from International Indian Statistical Association.