New paper on arXiv: A conformal Skorokhod embedding

I’m happy to say that I recently uploaded a paper to the arXiv under the title “A conformal Skorokhod embedding” (https://arxiv.org/abs/1905.00852). In this post, I’d like to explain what the Skorokhod embedding problem is, how I came across it, some previously known solutions, and my own tiny contribution. But really, all of this is just … More New paper on arXiv: A conformal Skorokhod embedding

Programming complex transformations

Facebook should change their “It’s complicated” status to “It’s complex”. That way, real people with imaginary girlfriends could spread the news to all their friends! – Ancient proverb We were learning about conformal maps in complex function theory. While we did plenty of “circles are sent to circles” and “connected components are sent to connected … More Programming complex transformations