Related papers: Infinite-Dimensional Monte-Carlo Integration
This paper establishes complete convergence for weighted sums and the Marcinkiewicz--Zygmund-type strong law of large numbers for sequences of negatively associated and identically distributed random variables $\{X,X_n,n\ge1\}$ with general…
We introduce an efficient numerical implementation of a Markov Chain Monte Carlo method to sample a probability distribution on a manifold (introduced theoretically in Zappa, Holmes-Cerfon, Goodman (2018)), where the manifold is defined by…
We investigate higher-dimensional $\Delta$-systems indexed by finite sets of ordinals, isolating a particular definition thereof and proving a higher-dimensional version of the classical $\Delta$-system lemma. We focus in particular on…
This paper studies the distribution of chain and maximal chain lengths in a causal set. We first provide a new derivation for these distributions for a causal set uniformly embedded in Minkowski space, for various dimensionalities, which…
In a previous paper (called "Rectangular random matrices. Related covolution"), we defined, for $\lambda \in [0,1]$, the rectangular free convolution with ratio $\lambda$. Here, we investigate the related notion of infinite divisiblity,…
We extend a recently developed method to solve semi-linear PDEs to the case of a degenerated diffusion. Being a pure Monte Carlo method it does not suffer from the so called curse of dimensionality and it can be used to solve problems that…
In this note, we study a concatenation of quasi-Monte Carlo and plain Monte Carlo rules for high-dimensional numerical integration in weighted function spaces. In particular, we consider approximating the integral of periodic functions…
The efficiency of Monte Carlo samplers is dictated not only by energetic effects, such as large barriers, but also by entropic effects that are due to the sheer volume that is sampled. The latter effects appear in the form of an entropic…
Computing systems interacting with real-world processes must safely and reliably process uncertain data. The Monte Carlo method is a popular approach for computing with such uncertain values. This article introduces a framework for…
Limit theorems for non-additive probabilities or non-linear expectations are challenging issues which have raised progressive interest recently. The purpose of this paper is to study the strong law of large numbers and the law of the…
Using the spectral theory of weakly convergent sequences of finite graphs, we prove the uniform existence of the integrated density of states for a large class of infinite graphs.
In this paper, an algebraic theory for local rings of finite embedding dimension is developed. Several extensions of (Krull) dimension are proposed, which are then used to generalize singularity notions from commutative algebra. Finally,…
A technique for reducing the number of integrals in a Monte Carlo calculation is introduced. For integrations relying on classical or mean-field trajectories with local weighting functions, it is possible to integrate analytically at least…
If a stochastic system during some periods of its evolution can be divided into non-interacting parts, the kinetics of each part can be simulated independently. We show that this can be used in the development of efficient Monte Carlo…
We describe and analyze some Monte Carlo methods for manifolds in Euclidean space defined by equality and inequality constraints. First, we give an MCMC sampler for probability distributions defined by un-normalized densities on such…
In 2019 Anthony Quas, Philippe Thieullen and Mohamed Zarrabi introduced the concept of strong fast invertibility for linear cocycles. It relates the growth of volumes between different initial times and, together with a condition on…
The concept of uniform distribution in $[0,1]$ is extended for a certain strictly separated maximal (in the sense of cardinality) family $(\lambda_t)_{t \in [0,1]}$ of invariant extensions of the linear Lebesgue measure $\lambda$ in…
The discovery of the infinite integer leads to a partition between finite and infinite numbers. Construction of an infinitesimal and infinitary number system, the Gossamer numbers. Du Bois-Reymond's much-greater-than relations and…
A system of uniform families on an infinite subset $M$ of $\nn$ is a collection $(\cca_{\xi})_{\xi<\omega_1}$ of families of finite subsets of $\nn$ (where, $\cca_k$ consists of all $k$--element subset of $M$, for $k\in \nn$) with the…
The work of this paper is devoted to obtaining strong laws for intermediately trimmed sums of random variables with infinite means. Particularly, we provide conditions under which the intermediately trimmed sums of independent but not…