Related papers: John Michael Hammersley (1920-2004)
Translation of Ludwig Boltzmann's paper "\"Uber die Eigenschaften monozyklischer und anderer damit verwandter Systeme" Crelles Journal 98. S. 68-94. 1884 u. 1885 from German into English. In this foundational paper Boltzmann introduced two…
Markov chain Monte Carlo methods explicitly defined on the manifold of probability distributions have recently been established. These methods are constructed from diffusions across the manifold and the solution of the equations describing…
It has been shown that the last passage time in certain symmetrized models of directed percolation can be written in terms of averages over random matrices from the classical groups $U(l)$, $Sp(2l)$ and $O(l)$. We present a theory of such…
There have been extensive developments recently in modern nonparametric inference and modeling. Nonparametric and semi-parametric methods are especially useful with large amounts of data that are now routinely collected in many areas of…
This biographical account of the life and work of David Kendall includes details of his personal and professional activities. Kendall is probably best known for his work in applied probability, especially queueing theory, and in stochastic…
We celebrate the 50th anniversary of one the most classical models in probability theory. In this survey, we describe the main results of first passage percolation, paying special attention to the recent burst of advances of the past 5…
We introduce and study a family of random processes on trees we call hipster random walks, special instances of which we heuristically connect to the min-plus binary trees introduced by Robin Pemantle and studied by Auffinger and Cable…
Doob's essential contributions to Probability theory are discussed; this includes the main early results on martingale theory, Doob's $h$-transform, as well as a summary of Doob's three books. Finally, Doob's `stochastic triangle' is viewed…
The two of us have shared a fascination with James Victor Uspensky's 1937 textbook $Introduction \, to \, Mathematical \, Probability$ ever since our graduate student days: it contains many interesting results not found in other books on…
In this manuscript we present a brief life history of Ludwig Edward Boltzmann and his achivements. Particularly, we discuss his H-theorem, his work on entropy and statistical interpretation of second-law of thermodynamics. We point out his…
This article is a pedagogical review of Monte Carlo methods for the self-avoiding walk, with emphasis on the extraordinarily efficient algorithms developed over the past decade.
The Hammersley process relates to the statistical properties of the maximum length of all up/right paths connecting random points of a given density in the unit square from (0,0) to (1,1). This process can also be interpreted in terms of…
Hamiltonian Monte Carlo (HMC) is an efficient and effective means of sampling posterior distributions on Euclidean space, which has been extended to manifolds with boundary. However, some applications require an extension to more general…
Recent years have seen dramatic progress in the study of joint ergodicity, i.e. a scenario in which a multiple ergodic average converges in norm to the product of integrals of individual functions. This survey, accompanying the talk given…
A brief introduction to the technique of Monte Carlo simulations in statistical physics is presented. The topics covered include statistical ensembles random and pseudo random numbers, random sampling techniques, importance sampling, Markov…
In this paper I shall try to sketch some typical aspects of Erich Lehmann's contributions to statistics through his research, his teaching, his service to the profession and his personality.
Jerzy Neyman's life history and some of his contributions to applied statistics are reviewed. In a 1960 article he wrote: ``Currently in the period of dynamic indeterminism in science, there is hardly a serious piece of research which, if…
Biography and publications list for Donald Arthur Preece, who died on 6 January 2014, who made many contributions in statistics (experimental design) and in combinatorics.
This article presents a new class of generalized transmuted lifetime distributions which includes a large number of lifetime distributions as sub-family. Several important mathematical quantities such as density function, distribution…
We survey the published work of Harry Kesten in probability theory, with emphasis on his contributions to random walks, branching processes, percolation, and related topics. A complete bibliography is included of his publications.