Related papers: Physical tests for Random Numbers in Simulations
On the base of a Feynman-Kac--type formula involving Poisson stochastic processes, recently a Monte Carlo algorithm has been introduced, which describes exactly the real- or imaginary-time evolution of many-body lattice quantum systems. We…
We apply extensive Monte Carlo simulations to study the probability distribution $P(m)$ of the order parameter $m$ for the simple cubic Ising model with periodic boundary condition at the transition point. Sampling is performed with the…
The paper presents an investigation of estimating treatment effect using different matching methods. The study proposed a new method which is computationally efficient and convenient in implication-'largest caliper matching' and compared…
Consider a central problem in randomized approximation schemes that use a Monte Carlo approach. Given a sequence of independent, identically distributed random variables $X_1,X_2,\ldots$ with mean $\mu$ and standard deviation at most $c…
We overview a series of recent works devoted to variance reduction techniques for numerical stochastic homogenization. Numerical homogenization requires solving a set of problems at the micro scale, the so-called corrector problems. In a…
Safety evaluation of self-driving technologies has been extensively studied. One recent approach uses Monte Carlo based evaluation to estimate the occurrence probabilities of safety-critical events as safety measures. These Monte Carlo…
Various issues related to the complexity of apprais- ing the capabilities of physics models implemented in Monte Carlo simulation codes and the evolution of the functional quality the associated software are considered, such as the…
We review recent advances on the record statistics of strongly correlated time series, whose entries denote the positions of a random walk or a L\'evy flight on a line. After a brief survey of the theory of records for independent and…
In parallelized Monte-Carlo simulations, the order of summation is not always the same. When the mean is calculated in running fashion, this may create an artificial randomness in results which ought to be reproducible. This note takes a…
The outcome of continuously measuring a quantum system is a string of data whose intricate correlation properties reflect the underlying quantum dynamics. In this paper we study the role of these correlation in reconstructing the…
Weighted histogram in Monte-Carlo simulations is often used for the estimation of a probability density function. It is obtained as a result of random experiment with random events that have weights. In this paper the bin contents of…
Random walks are frequently used as a model for very diverse physical phenomena. The Monte Carlo method is a versatile tool for the study of the properties of systems modelled as random walks. Often, each walker is associated with a…
Intraclass correlation in bilateral data has been investigated in recent decades with various statistical methods. In practice, stratifying bilateral data by some control variables will provide more sophisticated statistical results to…
To tackle the sign problem in the simulations of systems having indefinite or complex-valued measures, we propose a new approach which yields statistical errors smaller than the crude Monte Carlo using absolute values of the original…
Two cluster algorithms, based on constructing and flipping loops, are presented for worldline quantum Monte Carlo simulations of fermions and are tested on the one-dimensional repulsive Hubbard model. We call these algorithms the loop-flip…
Simulation studies are used to evaluate and compare the properties of statistical methods in controlled experimental settings. In most cases, performing a simulation study requires knowledge of the true value of the parameter, or estimand,…
Triple-GEM detectors are a well known technology in high energy physics. In order to have a complete understanding of their behavior, in parallel with on beam testing, a Monte Carlo code has to be developed to simulate their response to the…
We present results of extensive bit level tests on some pseudorandom number generators which are commonly used in physics applications. The generators have first been tested with an extended version of the $d$-tuple test. Second, we have…
The outcomes of local measurements made on entangled systems can be certified to be random provided that the generated statistics violate a Bell inequality. This way of producing randomness relies only on a minimal set of assumptions…
High-quality random samples of quantum states are needed for a variety of tasks in quantum information and quantum computation. Searching the high-dimensional quantum state space for a global maximum of an objective function with many local…