Related papers: A Monte Carlo method for the spread of mobile malw…
We discuss suitable classes of diffusion processes, for which functionals relevant to finance can be computed via Monte Carlo methods. In particular, we construct exact simulation schemes for processes from this class. However, should the…
An approach is developed for analyzing computer networks to identify systems and accounts that are at particular risk of compromise by an adversary seeking to move laterally through the network via authentication. The dynamics of the…
We describe a general strategy for sampling configurations from a given distribution, NOT based on the standard Metropolis (Markov chain) strategy. It uses the fact that nontrivial problems in statistical physics are high dimensional and…
In the past few decades, the frequency of pandemics has been increased due to the growth of urbanization and mobility among countries. Since a disease spreading in one country could become a pandemic with a potential worldwide humanitarian…
Monte Carlo methods are now a definitively well established methods for studying the transport of charges in semiconductors. A lot of drawbacks are however present about the correct reconstruction of the distribution function, which has to…
In this note we study the numerical stability problem that may take place when calculating the cumulative distribution function of the {\it Hypoexponential} random variable. This computation is extensively used during the execution of Monte…
Resilience is emerging as a key requirement for next-generation wireless communication systems, requiring the ability to assess and control rare, path-dependent failure events arising from sequential degradation and delayed recovery. In…
Given a mathematical model quantifying the viral infection of pandemic influenza H1N1pdm09-H275 wild type (WT) and H1N1pdm09-H275Y mutant (MUT) strains, we describe a simple method of estimating the model's constant parameters using Monte…
The continued evolution and diversity of malware constitutes a major threat in modern systems. It is well proven that security defenses currently available are ineffective to mitigate the skills and imagination of cyber-criminals…
This paper introduces a class of Monte Carlo algorithms which are based upon the simulation of a Markov process whose quasi-stationary distribution coincides with a distribution of interest. This differs fundamentally from, say, current…
Wave-function Monte Carlo methods are an important tool for simulating quantum systems, but the standard method cannot be used to simulate decoherence in continuously measured systems. Here we present a new Monte Carlo method for such…
Biological tissues are complex structures composed of many elements which make light-based tissue diagnostics challenging. Over the past decades, Monte Carlo technique has been used as a fundamental and versatile approach toward modeling…
We propose a novel method to detect and visualize malware through image classification. The executable binaries are represented as grayscale images obtained from the count of N-grams (N=2) of bytes in the Discrete Cosine Transform (DCT)…
Multimodal distributions of some physics based model parameters are often encountered in engineering due to different situations such as a change in some environmental conditions, and the presence of some types of damage and nonlinearity.…
We propose a new algorithm which works effectively in global updates in Monte Carlo study. We apply it to the quantum spin chain with next-nearest-neighbor interactions. We observe that Monte Carlo results are in excellent agreement with…
Sequential Monte Carlo (SMC) is a methodology for sampling approximately from a sequence of probability distributions of increasing dimension and estimating their normalizing constants. We propose here an alternative methodology named…
Spreading processes have been largely studied in the literature, both analytically and by means of large-scale numerical simulations. These processes mainly include the propagation of diseases, rumors and information on top of a given…
We present an analysis of an epidemic spreading process on the Apollonian network that can describe an epidemic spreading in a non-sedentary population. The modified diffusive epidemic process was employed in this analysis in a…
An open source software package for simulating thermal neutron propagation in geometry is presented. In this system, neutron propagation can be treated by either the particle transport method or the ray-tracing method. Supported by an…
Smartphones have become an intrinsic part of human's life. The smartphone unifies diverse advanced characteristics. It enables users to store various data such as photos, health data, credential bank data, and personal information. The…