Related papers: Particle yields from numerical simulations
Sequential Monte Carlo methods, also known as particle methods, are a popular set of techniques for approximating high-dimensional probability distributions and their normalizing constants. These methods have found numerous applications in…
We introduce a stochastic fractional calculus. As an application, we present a stochastic fractional calculus of variations, which generalizes the fractional calculus of variations to stochastic processes. A stochastic fractional…
Exponential family distributions are highly useful in machine learning since their calculation can be performed efficiently through natural parameters. The exponential family has recently been extended to the t-exponential family, which…
The exact solution of a particular form of the stationary state generalized Fokker-Planck equations, which is given under certain conditions by the classical Tsallis distribution, is compared with the solution of the MAXENT equations…
In this paper we create a model of particle motion on a three-dimensional lattice using discrete random walk with small steps. We rigorously construct a probability space of the particle trajectories. Unlike deterministic approach in…
We consider the distribution of eigenvalues for the wave equation in annular (electromagnetic or acoustic) ray-splitting billiards. These systems are interesting in that the derivation of the associated smoothed spectral counting function…
This paper presents in detail the originally developed Quadratic Point Estimate Method (QPEM), aimed at efficiently and accurately computing the first four output moments of probabilistic distributions, using 2n^2+1 sample (or sigma)…
We applied the Tsallis statistics with the conventional expectation value to a system of free particles, adopting the equilibrium temperature which is often called the physical temperature. The entropic parameter $q$ in the Tsallis…
P\'{o}lya trees fix partitions and use random probabilities in order to construct random probability measures. With quantile pyramids we instead fix probabilities and use random partitions. For nonparametric Bayesian inference we use a…
The Tsallis distribution has been used widely in high energy physics to describe the transverse momnetum distributions of particles. In this note we show that the use of a thermodynamically consistent form of this distribution leads to a…
We construct deterministic particle solutions for linear and fast diffusion equations using a nonlocal approximation. We exploit the $2$-Wasserstein gradient flow structure of the equations in order to obtain the nonlocal approximating PDEs…
The maximum entropy principle in Tsallis statistics is reformulated in the mathematical framework of the q-product, which results in the unique non self-referential q-canonical distribution. As one of the applications of the present…
Aims. Numerical test-particle simulations are a reliable and frequently used tool to test analytical transport theories and to predict mean-free paths. The comparison between solutions of the diffusion equation and the particle flux is used…
A procedure for generating random variates from a relativistic Maxwellian distribution with arbitrary temperature and drift velocity is presented. The algorithm is based on the rejection method and can be used to initialize particle…
An empirical formula for a Shu distribution function that reproduces a thin disc with exponential surface density to good accuracy is presented. The formula has two free parameters that specify the functional form of the velocity…
We establish the convergences (with respect to the simulation time $t$; the number of particles $N$; the timestep $\gamma$) of a Moran/Fleming-Viot type particle scheme toward the quasi-stationary distribution of a diffusion on the…
The energy density and angular distribution of power radiated by a quark undergoing circular motion in strongly coupled ${\cal N}=4$ supersymmetric Yang-Mills (SYM) theory is computed using gauge/gravity duality. The results are…
In this paper, we demonstrate the efficiency of simulations via direct computation of the partition function under various macroscopic conditions, such as different temperatures or volumes. The method can compute partition functions by…
An algorithm for sampling exactly from the normal distribution is given. The algorithm reads some number of uniformly distributed random digits in a given base and generates an initial portion of the representation of a normal deviate in…
We consider a situation where the distribution of a random variable is being estimated by the empirical distribution of noisy measurements of that variable. This is common practice in, for example, teacher value-added models and other…