Related papers: Statistical Dependence and Related Topics
The basic problem in equilibrium statistical mechanics is to compute phase space average, in which Monte Carlo method plays a very important role. We begin with a review of nonlocal algorithms for Markov chain Monte Carlo simulation in…
We show that measurements of the rapidity dependence of transverse momentum correlations can be used to determine the characteristic time $\tau_{\pi}$ that dictates the rate of isotropization of the stress energy tensor, as well as the…
We study the dynamical properties of the random transverse-field Ising chain at criticality using a mapping to free fermions, with which we can obtain numerically exact results for system sizes, L, as large as 256. The probability…
We propose a specification test for conditional location--scale models based on extremal dependence properties of the standardized residuals. We do so comparing the left-over serial extremal dependence -- as measured by the pre-asymptotic…
We introduce new variants of classical regression-based algorithms for optimal stopping problems based on computation of regression coefficients by Monte Carlo approximation of the corresponding $L^2$ inner products instead of the…
We investigate the short time quantum critical dynamics in the imaginary time relaxation processes of finite size systems. Universal scaling behaviors exist in the imaginary time evolution and in particular, the system undergoes a critical…
Multiple correlation is a fundamental concept with broad applications. The classical multiple correlation coefficient is developed to assess how strongly a dependent variable is associated with a linear combination of independent variables.…
We present results of a Monte Carlo study of the equilibrium dynamics of the one dimensional long-range Ising spin glass model. By tuning a parameter $\sigma$, this model interpolates between the mean field Sherrington-Kirkpatrick model and…
The dynamic effects on a magnetic system exposed to a time-oscillating external temperature are studied using Monte Carlo simulations on the classic 2D Ising Model. The time dependence of temperature is defined as $T(t)=T_0 + A \cdot…
Numerical data on the probability distribution of the equilibrium relaxation time of the Sherrington-Kirkpatrick model are obtained by means of dynamical Monte Carlo simulation, for several values of the system size $N$ and temperature $T$.…
We study the critical behavior of the Ising model in three dimensions on a lattice with site disorder by using Monte Carlo simulations. The disorder is either uncorrelated or long-range correlated with correlation function that decays…
Although atomistic simulations of proteins and other biological systems are approaching microsecond timescales, the quality of trajectories has remained difficult to assess. Such assessment is critical not only for establishing the…
A new index based on empirical copulas, termed the Copula Statistic (CoS), is introduced for assessing the strength of multivariate dependence and for testing statistical independence. New properties of the copulas are proved. They allow us…
Monte Carlo simulations are methods for simulating statistical systems. The aim is to generate a representative ensemble of configurations to access thermodynamical quantities without the need to solve the system analytically or to perform…
We study the purely relaxational dynamics (model A) at criticality in three-dimensional disordered Ising systems whose static critical behaviour belongs to the randomly diluted Ising universality class. We consider the site-diluted and…
We treat the problem of testing independence between m continuous variables when m can be larger than the available sample size n. We consider three types of test statistics that are constructed as sums or sums of squares of pairwise rank…
Short time Monte Carlo methods are used to study the nonequilibrium ferromagnetic phase transition in a majority vote model in two dimensions. The existance of an initial critical slip regime is verified. The measured values of dyamic…
In this paper, we model dependence between operational risks by allowing risk profiles to evolve stochastically in time and to be dependent. This allows for a flexible correlation structure where the dependence between frequencies of…
Monte Carlo simulations of the short-time dynamic behavior are reported for three-dimensional Ising and XY models with long-range correlated disorder at criticality, in the case corresponding to linear defects. The static and dynamic…
We review the local Monte Carlo dynamics and Swendsen-Wang cluster algorithm. We introduce and analyze a new Monte Carlo dynamics known as transitional Monte Carlo. The transitional Monte Carlo algorithm samples energy probability…