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Due to the potential benefits of parallelization, designing unbiased Monte Carlo estimators, primarily in the setting of randomized multilevel Monte Carlo, has recently become very popular in operations research and computational…
The timing analysis of transient events allows for investigating numerous still open areas of modern astrophysics. The article explores all the mathematical and physical tools required to estimate delays and associated errors between two…
We define optimal per-particle fluctuation and correlation measures, relate fluctuations and correlations through an integral equation and show how to invert that equation to obtain precise autocorrelations from fluctuation scale…
We study the influence of a dissipation process on diffusion dynamics triggered by fluctuations with long-range correlations. We make the assumption that the perturbation process involved is of the same kind as those recently studied…
When the number of events associated with a signal process is estimated in particle physics, it is common practice to extrapolate background distributions from control regions to a predefined signal window. This allows accurate estimation…
Monte Carlo computer simulations are virtually the only way to analyze the thermodynamic behavior of a system in a precise way. However, the various existing methods exhibit extreme differences in their efficiency, depending on model…
Estimating the covariance structure of multivariate time series is a fundamental problem with a wide-range of real-world applications -- from financial modeling to fMRI analysis. Despite significant recent advances, current state-of-the-art…
The basic problem in equilibrium statistical mechanics is to compute phase space average, in which Monte Carlo method plays a very important role. We begin with a review of nonlocal algorithms for Markov chain Monte Carlo simulation in…
A model for two-dimensional colloids confined laterally by "structured boundaries" (i.e., ones that impose a periodicity along the slit) is studied by Monte Carlo simulations. When the distance D between the confining walls is reduced at…
We determine the scaling functions describing the crossover from Ising-like critical behavior to classical critical behavior in two-dimensional systems with a variable interaction range. Since this crossover spans several decades in the…
Higher order correlation measurements involve multiple event averages which must run over unequal events to avoid statistical bias. We derive correction formulas for small event samples, where the bias is largest, and utilize the results to…
We study the convergence of statistical estimators used in the estimation of large deviation functions describing the fluctuations of equilibrium, nonequilibrium, and manmade stochastic systems. We give conditions for the convergence of…
Applications that require substantial computational resources today cannot avoid the use of heavily parallel machines. Embracing the opportunities of parallel computing and especially the possibilities provided by a new generation of…
In the absence of synaptic coupling, two or more neural oscillators may become synchronized by virtue of the statistical correlations in their noisy input streams. Recent work has shown that the degree of correlation transfer from input…
Monte Carlo simulations of Ising models coupled to heat baths at two different temperatures are used to study a fluctuation relation for the heat exchanged between the two thermostats in a time $\tau$. Different kinetics (single--spin--flip…
The propagation of uncertainties in reaction cross sections and rates of neutron-, proton-, and $\alpha$-induced reactions into the final isotopic abundances obtained in nucleosynthesis models is an important issue in studies of…
The critical behavior of Ising model on a one-dimensional network, which has long-range connections at distances $l>1$ with the probability $\Theta(l)\sim l^{-m}$, is studied by using Monte Carlo simulations. Through studying the Ising…
Accurate estimation for extent of cross{sectional dependence in large panel data analysis is paramount to further statistical analysis on the data under study. Grouping more data with weak relations (cross{sectional dependence) together…
In this paper we investigate the universality and scaling properties of the well-known quantities in classical statistical mechanics near the quantum phase transition point. We show that transverse susceptibility and derivatives of…
We show that above the critical temperature of superconductor - metal phase transitions, both the longitudinal and Hall conductivity exhibit strong temperature dependent mesoscopic fluctuations, with amplitudes much larger than the…