Related papers: Simulations for Karlin random fields
We consider a stationary and isotropic spatial point process, whose a realisation is observed within a large window. In order to predict its local intensity, we propose to define the first- and second-order characteristics of a random…
An efficient Path Integral Monte Carlo procedure is proposed to simulate the behavior of quantum many-body dissipative systems described within the framework of the influence functional. Thermodynamic observables are obtained by Monte Carlo…
We consider a stationary and isotropic spatial point process whose a realisation is observed within a large window. We assume it to be driven by a stationary random field $U$. In order to predict the local intensity of the point process,…
This paper describes the generation of initial conditions for numerical simulations in cosmology with multiple levels of resolution, or multiscale simulations. We present the theory of adaptive mesh refinement of Gaussian random fields…
We make the case for studying the complexity of approximately simulating (sampling) quantum systems for reasons beyond that of quantum computational supremacy, such as diagnosing phase transitions. We consider the sampling complexity as a…
We present a novel approach to determine the evolution of level sets under uncertainties in the velocity fields. This leads to a stochastic description of the level sets. To compute the quantiles of random level sets, we use the stochastic…
This paper is concerned with the study of a family of fixed point iterations combining relaxation with different inertial (acceleration) principles. We provide a systematic, unified and insightful analysis of the hypotheses that ensure…
In this paper, we study modulus of continuity and rate of convergence of series of conditionally sub-Gaussian random fields. This framework includes both classical series representations of Gaussian fields and LePage series representations…
The Galerkin method is used to derive a realistic model of plane Couette flow in terms of partial differential equations governing the space-time dependence of the amplitude of a few cross-stream modes. Numerical simulations show that it…
A new numerical approximation method for a class of Gaussian random fields on compact connected oriented Riemannian manifolds is introduced. This class of random fields is characterized by the Laplace--Beltrami operator on the manifold. A…
We present new Poisson process approximation results for stabilizing functionals of Poisson and binomial point processes. These functionals are allowed to have an unbounded range of interaction and encompass many examples in stochastic…
This paper deals with the problem of simulating dense dispersed systems composed by large numbers of particles undergoing ballistic aggregation. The most classical approaches for dealing with such problems are represented by the so-called…
Max-stable processes provide natural models for the modelling of spatial extreme values observed at a set of spatial sites. Full likelihood inference for max-stable data is, however, complicated by the form of the likelihood function as it…
A new family of fractional counting processes based on a three-parameter generalized Mittag-Leffler function was introduced and studied. As applications we develop a fractional generalized compound process, introduce and develop fractional…
A phase-space approach is used and benchmarked for the simulation of the continuous-time evolution of large registers of qubits. It is based on a statistical ensemble of independent mean-field trajectories, where mean field is introduced at…
Laplace transforms for integrals of stochastic processes have been known in analytically closed form for just a handful of Markov processes: namely, the Ornstein-Uhlenbeck, the Cox-Ingerssol-Ross (CIR) process and the exponential of…
A new family of continuous distribution is proposed by using Kumaraswamy-G (Cordeiro and de Castro, 2011) distribution as the base line distribution in the Marshal-Olkin (Marshall and Olkin, 1997) construction. A number of known…
A general quantum many-body theory in configuration space is developed by extending the traditional coupled cluter method (CCM) to a variational formalism. Two independent sets of distribution functions are introduced to evaluate the…
The current and upcoming generation of Very Large Volume Neutrino Telescopes---collecting unprecedented quantities of neutrino events---can be used to explore subtle effects in oscillation physics, such as (but not restricted to) the…
Nested nonparametric processes are vectors of random probability measures widely used in the Bayesian literature to model the dependence across distinct, though related, groups of observations. These processes allow a two-level clustering,…