Re:Jane Street – Our software engineering interviews are cha...
by stuxnet79 on Thursday November 12, 2026 @12:50PM
(#50471258)
This is the kind of pedantry I come into HN for. Poisson is such an under-utilized distribution for these kinds of phenomena.
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Re:Jane Street – Our software engineering interviews are cha...
by tmoertel on Thursday November 12, 2026 @03:31PM
(#50473774)
> Poisson is such an under-utilized distribution for these kinds of phenomena.
Yeah, Poisson distributions show up everywhere if you are paying attention. You can even use the theory as the basis for a fast, elegant algorithm to take parallel, weighted random samples. You can even do it in SQL!:
SELECT *
FROM Population
WHERE weight > 0
ORDER BY -LN(1.0 - RANDOM()) / weight
LIMIT 100 -- Sample size.
For more on the Poission connection, see: https://blog.moertel.com/posts/2024-08-23-sampling-with-sql....
Re:Jane Street – Our software engineering interviews are cha...
by Karrot_Kream on Thursday November 12, 2026 @04:03PM
(#50474244)
Isn't it a natural modeling choice? If your events arrive on exponentially distributed deltas, you end up having poisson arrival counts.
Re:Jane Street – Our software engineering interviews are cha...
by 8note on Thursday November 12, 2026 @06:42PM
(#50476056)
possion distribution is what i learned in university for describing this kind of event?
the book is underutilized?
Re:Jane Street – Our software engineering interviews are cha...
by stuxnet79 on Thursday November 12, 2026 @06:46PM
(#50476093)
No I learned it in university like most of us did but 10+ years in tech I have never once seen somebody reach out for it in situations like this one where it is a natural fit.
Few people understand it well, even though it's effectively a binomial distribution (easy to grok) but with special constraints.