Related papers: Ole E. Barndorff-Nielsen: Sand, Wind and Inference

Before retiring, looking back to forty years of writing and publishing scientific papers, I decided to present to the scientific community a selection of my scientific works. I chose mostly articles published in prestigious journals or…

This is a review about financial dependencies which merges efforts in econophysics and financial economics during the last few years. We focus on the most relevant contributions to the analysis of asset markets' dependencies, especially…

This is a historical introduction to the theory of Stirling numbers of the second kind S(n,k) from the point of view of analysis. We tell the story of their birth in the book of James Stirling (1730) and show how they mature in the works of…

In 1994, P.-G. Becker and W. Bergweiler listed all the differentially algebraic solutions of three famous functional equations: the Schr{\"o}der's, B{\"o}ttcher's and Abel's equations. The proof of this theorem combines various domains of…

We look ahead from the frontiers of research on ice dynamics in its broadest sense; on the structures of ice, the patterns or morphologies it may assume, and the physical and chemical processes in which it is involved. We highlight open…

Many economic activities are embedded in networks: sets of agents and the (often) rivalrous relationships connecting them to one another. Input sourcing by firms, interbank lending, scientific research, and job search are four examples,…

The study of associations and their causal explanations is a central research activity whose methodology varies tremendously across fields. Even within specialized subfields, comparisons across textbooks and journals reveals that the basics…

The application of classical methods of statistical mechanics, originally developed by Ludwig Boltzmann in gas dynamics, to the description of social phenomena is a successful story that we try to outline in this paper. On one hand, it is…

We propose and study a fully efficient method to estimate associations of an exposure with disease incidence when both, incident cases and prevalent cases, i.e. individuals who were diagnosed with the disease at some prior time point and…

How strong are quantitative contributions of the key natural modes of climate variability and the anthropogenic factor characterized by the changes of the radiative forcing of greenhouse gases in the atmosphere to the trends of the surface…

The set of all possible configurations of the Ehrenfest wind-tree model endowed with the Hausdorff topology is a compact metric space. For a typical configuration we show that the wind-tree dynamics has infinite ergodic index in almost…

The development of advanced simulation tools is essential, both presently and in the future, for improving wind-energy design strategies, paving the way for a complete transition to sustainable solutions. The Reynolds-averaged Navier-Stokes…

This work concerns random dynamics of hyperbolic entire and meromorphic functions of finite order and whose derivative satisfies some growth condition at infinity. This class contains most of the classical families of transcendental…

This doctoral dissertation presents an in-depth analysis of the first six chapters of Eddington's Fundamental Theory, sometimes referred to as his 'statistical' theory, in the context of discoveries and advancements made since its original…

We consider parametric inference for an ergodic and stationary diffusion process, when the data are high-frequency observations of the integral of the diffusion process. Such data are obtained via certain measurement devices, or if…

Rainfall is an important component of the climate system and its statistical properties are vital for prediction purposes. In this study, we have developed a statistical method for constructing the distribution of annual precipitation. The…

This paper gives a short review of the history of statistical physics starting from D. Bernoulli's kinetic theory of gases in the 18th century until the recent new developments in nonequilibrium kinetic theory in the last decades of this…

This Colloquium reviews statistical models for money, wealth, and income distributions developed in the econophysics literature since the late 1990s. By analogy with the Boltzmann-Gibbs distribution of energy in physics, it is shown that…

Power law or generalized polynomial regressions with unknown real-valued exponents and coefficients, and weakly dependent errors, are considered for observations over time, space or space--time. Consistency and asymptotic normality of…

Linear stability analysis of an elastically anchored wing in a uniform flow is investigated both analytically and numerically. The analytical formulation explicitly takes into account the effect of the wake on the wing by means of…