Related papers: Multivariate tempered stable random fields
We axiomatically introduce risk-consistent conditional systemic risk measures defined on multidimensional risks. This class consists of those conditional systemic risk measures which can be decomposed into a state-wise conditional…
In this article, we introduce mixtures of tempered stable subordinators (TSS). These mixtures define a class of subordinators which generalize tempered stable subordinators. The main properties like probability density function (pdf), Levy…
The standard estimator for the two-point function of a homogeneous and isotropic random field is a special case of a larger class of least squares estimators that interpolate the function values. Using a different interpolation scheme,…
An estimation method is proposed for a wide variety of discrete time stochastic processes that have an intractable likelihood function but are otherwise conveniently specified by an integral transform such as the characteristic function,…
Robustness of linear systems with constant coefficients is considered. There exist methods and tools for analyzing the stability of systems with random or deterministic uncertainties. At the same time, there are no approaches for the…
The parallel-tempering method has been applied to numerically study the thermodynamic behavior of a three-dimensional disordered antiferromagnetic Ising model with random fields at spin concentrations corresponding to regions of both weak…
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…
In this paper we present a controlled study on the linearized IRM framework (IRMv1) introduced in Arjovsky et al. (2020). We show that IRMv1 (and its variants) framework can be potentially unstable under small changes to the optimal…
Consider the problem of joint parameter estimation and prediction in a Markov random field: i.e., the model parameters are estimated on the basis of an initial set of data, and then the fitted model is used to perform prediction (e.g.,…
The material point method (MPM) has been increasingly used for the simulation of large deformation processes in fluid-infiltrated porous materials. For undrained poromechanical problems, however, standard MPMs are numerically unstable…
The measurement of a spin-$\half$ is modeled by coupling it to an apparatus, that consists of an Ising magnetic dot coupled to a phonon bath. Features of quantum measurements are derived from the dynamical solution of the measurement,…
We analyse the steady state regime of a one dimensional Ising model under a tapping dynamics recently introduced by analogy with the dynamics of mechanically perturbed granular media. The idea that the steady state regime may be described…
The mechanism of appearance of exponentially large number of metastable states in magnetic phases of disordered Ising magnets with short-range random exchange is suggested. It is based on the assumption that transitions into inhomogeneous…
We show by numerical simulations that the correlation function of the random field Ising model (RFIM) in the critical region in three dimensions has very strong fluctuations and that in a finite volume the correlation length is not…
Likelihood inference for max-stable random fields is in general impossible because their finite-dimensional probability density functions are unknown or cannot be computed efficiently. The weighted composite likelihood approach that…
Generating large-scale samples of stationary random fields is of great importance in the fields such as geomaterial modeling and uncertainty quantification. Traditional methodologies based on covariance matrix decomposition have the…
Equilibrium measures are special invariant measures of chaotic dynamical systems and iterated function systems, commonly studied as salient examples of fractal measures. While useful analytic expressions are rare, computational exploration…
In this work, we have carried out a two-dimensional (2D) simulation of thermal instability (TI) in interstellar matter (ISM), considering it to be a weakly ionised inviscid plasma with radiation loss. We carry out the simulation using our…
We discuss the role of turbulence in establishing the observed emission measures and ionization of the warm ionized medium. A Monte Carlo radiative transfer code applied to a snapshot of a simulation of a supernova-driven,…
We have performed time-dependent numerical simulations of the interstellar medium (ISM) which account for galactic shear and magnetic fields, vertical gravity, and a radiative cooling function for atomic gas. This allows us to study the…