I write (or sometimes modify other people's) code fairly often. Most such code (perhaps 90%!) is not meant for other people to use yet; the one that is will slowly appear on my GitHub page.

So far (March 2022) the collection contains:

  • routines for sampling q^volume distributed random plane partitions, along with a simple description of what they are, not yet on GitHub, in Python, see here

  • methods for sampling eigenvalues of (Gaussian/Laguerre/Jacobi) Beta Ensembles using the Dumitriu--Edelman tridiagonal method, in Julia as a package, see here

  • an implementation of Bornemann's method for computing Fredholm determinants, used to compute the Tracy--Widom GUE and GOE distributions, in Mathematica, see here

  • an exercise to understand coupling from the past (the Markov Chain Monte Carlo technique) by understanding, modifying, and writing new code; the code samples uniformly random alternating sign matrices (ASMs) and boxed plane partitions (random hexagon tilings); in C, see here

  • a numerical check of a strange equality between a Fredholm determinant of a modified Bessel(0) kernel of random matrix theory and the standard Gumbel distribution, in Mathematica, see here