Related papers: Statistical Dependence and Related Topics
We propose a novel approach to concentration for non-independent random variables. The main idea is to ``pretend'' that the random variables are independent and pay a multiplicative price measuring how far they are from actually being…
A typical problem with Monte Carlo simulations in statistical physics is that they do not allow for a direct calculation of the free energy. For systems at criticality, this means that one cannot calculate the central charge in a Monte…
The aim of this paper is to describe a new an integrated methodology for project control under uncertainty. This proposal is based on Earned Value Methodology and risk analysis and presents several refinements to previous methodologies.…
Studies accumulate over time and meta-analyses are mainly retrospective. These two characteristics introduce dependencies between the analysis time, at which a series of studies is up for meta-analysis, and results within the series.…
Many recent studies use individual longitudinal data to analyze job search behaviors. Such data allow the use of fixed-effects models, which supposedly address the issue of dynamic selection and make it possible to identify the structural…
We consider the out-of-equilibrium, purely relaxational dynamics of a weakly diluted Ising model in the aging regime at criticality. We derive at first order in a $\sqrt{\epsilon}$ expansion the two-time response and correlation functions…
The Ising model doesn't have a strictly defined dynamics, only a spectrum. There are different ways to equip it with a time dependence e.g. the Glauber or the Kawasaki dynamics, which are both stochastic, but it means there is a master…
Metropolis Monte Carlo simulation is a powerful tool for studying the equilibrium properties of matter. In complex condensed-phase systems, however, it is difficult to design Monte Carlo moves with high acceptance probabilities that also…
The paper gives a systematic analysis of singularities of transition processes in dynamical systems. General dynamical systems with dependence on parameter are studied. A system of relaxation times is constructed. Each relaxation time…
In critical lattice models, distance ($r$) dependent correlation functions contain power laws $r^{-2\Delta}$ governed by scaling dimensions $\Delta$ of an underlying continuum field theory. In Monte Carlo simulations, the leading dimensions…
We present a new way of probing the universality class of the site-diluted two-dimensional Ising model. We analyse Monte Carlo data for the magnetic susceptibility, introducing a new fitting procedure in the critical region applicable even…
A measure of primal importance for capturing the serial dependence of a stationary time series at extreme levels is provided by the limiting cluster size distribution. New estimators based on a blocks declustering scheme are proposed and…
This paper introduces a decision-theoretic framework for constructing and evaluating test statistics based on their relationship with ancillary statistics-quantities whose distributions remain fixed under the null and alternative…
The collective behaviour of statistical systems close to critical points is characterized by an extremely slow dynamics which, in the thermodynamic limit, eventually prevents them from relaxing to an equilibrium state after a change in the…
We have studied the nucleation in the nearest neighbour ferromagnetic Ising model, in different (d) dimensions, by extensive Monte Carlo simulation using the heat-bath dynamics. The nucleation time (tau) has been studied as a function of…
The growth of cooperatively rearranging regions was invoked long ago by Adam and Gibbs to explain the slowing down of glass-forming liquids. The lack of knowledge about the nature of the growing order, though, complicates the definition of…
We investigate the role of a statistical complexity measure to assign equilibration in isolated quantum systems. While unitary dynamics preserve global purity, expectation values of observables often exhibit equilibration-like behavior,…
We investigate the short-time dynamic relaxation of the two-dimensional XY model in the high temperature phase. Starting from the ordered state, we measure the autocorrelation function and determine the autocorrelation time. It is shown…
A novel method for extracting physical parameters from experimental and simulation data is presented. The method is based on statistical concepts and it relies on Monte Carlo simulation techniques. It identifies and determines with maximal…
The critical relaxation from the low-temperature ordered state of the three-dimensional fully frustrated Ising model on a simple cubic lattice has been studied using the short time dynamics method. Particles with the periodic boundary…