Related papers: Priscilla Greenwood: Queen of Probability
Coulomb gases are special probability distributions, related to potential theory, that appear at many places in pure and applied mathematics and physics. In these short expository notes, we focus on some models, ideas, and structures. We…
This paper presents a comprehensive review of stochastic processes, with a particular focus on Markov chains and jump processes. The main results related to queuing systems are analyzed. Additionally, conditions that ensure the stability,…
To appear to MCMC handbook, S. P. Brooks, A. Gelman, G. Jones and X.-L. Meng (eds), Chapman & Hall.
We review a collection of models of random simplicial complexes together with some of the most exciting phenomena related to them. We do not attempt to cover all existing models, but try to focus on those for which many important results…
This survey gives a comprehensive account of quantum correlations understood as a phenomenon stemming from the rules of quantization. Centered on quantum probability it describes the physical concepts related to correlations (both classical…
This is a brief pedagogical introduction to the theory of large deviations. It appeared in the ICTS Newsletter 2017 (Volume 3, Issue 2), goo.gl/pZWA6X.
These lecture notes provide an introduction to free probability theory, with a focus on tools and techniques useful in the study of large random matrices. Topics include freeness, free cumulants, additive and multiplicative free…
This article gives an elementary introduction to quantum computing. It is a draft for a book chapter of the "Handbook of Nature-Inspired and Innovative Computing", Eds. A. Zomaya, G.J. Milburn, J. Dongarra, D. Bader, R. Brent, M.…
This is an introductory article to the theory of multiple gaps.
Probabilistic programs encode stochastic models as ordinary-looking programs with primitives for sampling numbers from predefined distributions and conditioning. Their applications include, among many others, machine learning and modeling…
This report is a collection of comments on the Read Paper of Fearnhead and Prangle (2011), to appear in the Journal of the Royal Statistical Society Series B, along with a reply from the authors.
This Colloquium reviews statistical models for money, wealth, and income distributions developed in the econophysics literature since the late 1990s. By analogy with the Boltzmann-Gibbs distribution of energy in physics, it is shown that…
Short review article on quantum computation accepted for Supplement III, Encyclopaedia of Mathematics (publication expected Summer 2001). See also http://www.wkap.nl/series.htm/ENM
Steven Weinberg productive scientific life teaches us many things, one of the most important of which is the power of his example. This essay contains personal reminiscences and a speculation about gravitational wave propagation based on…
In this thesis I develop a variety of techniques to train, evaluate, and sample from intractable and high dimensional probabilistic models. Abstract exceeds arXiv space limitations -- see PDF.
This paper attempts a first analysis of citation distributions based on the genderedness of authors' first name. Following the extraction of first name and sex data from all human entity triplets contained in Wikidata, a first name…
Two contributions to the discussion of Fearnhead P. and D. Prangle (2012). Constructing summary statistics for approximate Bayesian computation: Semi-automatic approx- imate Bayesian computation, J. Roy. Statist. Soc. B, 74 (3).
Introduction to the Special Issue on Complex Networks, Artificial Life journal.
This article attempts to place the emergence of probabilistic numerics as a mathematical-statistical research field within its historical context and to explore how its gradual development can be related both to applications and to a modern…
Contents: 1. Introduction 2. Bosonic propagators and random paths 3. Random surfaces and strings 4. Matrix models and two-dimensional quantum gravity 5. The mystery of $c > 1$ 6. Euclidean quantum gravity in $d > 2$ 7. Discussion