Related papers: Infinite-Dimensional Monte-Carlo Integration
Based on the work of Shelah, Kellner, and T\u{a}nasie (Fund. Math., 166(1-2):109-136, 2000 and Comment. Math. Univ. Carolin., 60(1):61-95, 2019), and the recent developments in the third author's master's thesis, we develop a general theory…
Monte-Carlo simulations on a variety of 2d percolating systems at criticality suggest that the excess number of clusters in finite systems over the bulk value of nc is a universal quantity, dependent upon the system shape but independent of…
We study limits of the largest connected components (viewed as metric spaces) obtained by critical percolation on uniformly chosen graphs and configuration models with heavy-tailed degrees. For rank-one inhomogeneous random graphs, such…
In this paper we prove that, under certain conditions, a strong law of large numbers holds for a class of super-diffusions $X$ corresponding to the evolution equation $\partial_t u_t=L u_t+\beta u_t-\psi(u_t)$ on a bounded domain $D$ in…
This article investigates integer sequences that partition the sequence into blocks of various lengths - irregular arrays. The main result of the article is explicit formulas for numbering of irregular arrays. A generalization of Cantor…
We present density response estimators for Monte Carlo simulations that are based on a reweighting procedure, where the samples of an unperturbed system are used to estimate the properties of a system perturbed by an external harmonic…
We discuss the efficiency of Monte Carlo methods in solving continuum radiative transfer problems. The sampling of the radiation field and convergence of dust temperature calculations in the case of optically thick clouds are both studied.…
In this paper we introduce and study the class of multivariate strong and strongly subexponential distributions. Some first properties are verified, as for example a type of multivariate analogue of Kesten's inequality, the closure property…
We present an extension to Kolmogorov's refined similarity hypothesis for universal fully developed turbulence. The extension is applied within Z. She and E. Leveque's multifractal model of inertial range scaling and its generalizations.…
We develop exact Markov chain Monte Carlo methods for discretely-sampled, directly and indirectly observed diffusions. The qualification "exact" refers to the fact that the invariant and limiting distribution of the Markov chains is the…
We use large-scale three-dimensional simulations of supersonic Euler turbulence to study the physics of a highly compressible cascade. Our numerical experiments describe non-magnetized driven turbulent flows with an isothermal equation of…
In recent decades, a number of profound theorems concerning approximation of hard counting problems have appeared. These include estimation of the permanent, estimating the volume of a convex polyhedron, and counting (approximately) the…
In this paper I introduce quantile spectral densities that summarize the cyclical behavior of time series across their whole distribution by analyzing periodicities in quantile crossings. This approach can capture systematic changes in the…
In 1935 J.G. van der Corput introduced a sequence which has excellent uniform distribution properties modulo 1. This sequence is based on a very simple digital construction scheme with respect to the binary digit expansion. Nowadays the van…
We analyse the infinite-dimensional limit of the maximally chaotic dynamical systems that are defined on N-dimensional tori. These hyperbolic systems found successful application in computer algorithms that generate high-quality…
The Wigner formulation of quantum mechanics is used to derive a new path integral representation of quantum density of states. A path integral Monte Carlo approach is developed for the numerical investigation of density of states, internal…
Discrepancies play an important role in the study of uniformity properties of point sets. Their probability distributions are a help in the analysis of the efficiency of the Quasi Monte Carlo method of numerical integration, which uses…
In this paper we provide a systematic exposition of basic properties of integrated distribution and quantile functions. We define these transforms in such a way that they characterize any probability distribution on the real line and are…
We propose approaches for testing implementations of Markov Chain Monte Carlo methods as well as of general Monte Carlo methods. Based on statistical hypothesis tests, these approaches can be used in a unit testing framework to, for…
We have reformulated the quantum Monte Carlo (QMC) technique so that a large part of the calculation scales linearly with the number of atoms. The reformulation is related to a recent alternative proposal for achieving linear-scaling QMC,…