Related papers: John Michael Hammersley (1920-2004)
Further to the proposal and application of a stochastic methodology and the resulting first exit time distribution function to life table data we introduce a theoretical framework for the estimation of the maximum deterioration age and to…
About Conway's surreal numbers: A letter to a friend (written in French). In memoriam John Horton Conway.
The self-organized Monte Carlo simulations of 2D Ising ferromagnet on the square lattice are performed. The essence of devised simulation method is the artificial dynamics consisting of the single-spin-flip algorithm of Metropolis…
This is a short review in honor of B. Mandelbrot's 80st birthday, to appear in W ilmott magazine. We discuss how multiplicative cascades and related multifractal ideas might be relevant to model the main statistical features of financial…
James Philip Elliott, one of the towering figures of nuclear physics of the second half of the twentieth century, died on the 21st of October 2008. Obituaries appeared in the British press but relatively little attention was paid by the…
An anisotropic random barrier model is presented, in which the transition probabilities in different directions have different probability density functions. At low temperatures, the anisotropic long--time diffusion coefficients, obtained…
Considering a "random walk in a random environment" in a topologically closed circuit, we explore the implications of the percolation and sliding transitions for its relaxation modes. A complementary question regarding the "delocalization"…
We discuss several classical results about long paths and Hamilton cycles in random graphs and present accessible versions of their proofs, relying on the Depth First Search (DFS) algorithm and the notion of boosters.
In order to solve quantum field theory in a non-perturbative way, Lagrangian lattice simulations have been very successful. Here we discuss a recently proposed alternative Hamiltonian lattice formulation - the Monte Carlo Hamiltonian. In…
This is the write-up of three lectures on algorithms for dynamical fermions that were given at the ILFTN workshop 'Perspectives in Lattice QCD' in Nara during November 2005. The first lecture is on the fundamentals of Markov Chain Monte…
I review Stanley Mandelstam's many contributions to particle physics, quantum field theory and string theory covering the years 1955 through 1980. His more recent work will be reviewed by Nathan Berkovits. This is my contribution to the…
About 45,000 years ago, symbolic and technological complexity of human artefacts increased drastically. Computer simulations of Powell, Shennan and Thomas (2009) explained it through an increase of the population density, facilitating the…
Simulating percolation and critical phenomena of labelled species inside films composed of single-component linear homogeneous macromolecules using molecular Monte Carlo method in 3 dimensions, we study dependence of these conducting…
This article attempts to place the emergence of probabilistic numerics as a mathematical-statistical research field within its historical context and to explore how its gradual development can be related both to applications and to a modern…
This article discusses the life and work of Professor Ola Bratteli (1946--2015). Family, fellow students, his advisor, colleagues and coworkers review aspects of his life and his outstanding mathematical accomplishments.
Estimating the human longevity and computing of life expectancy are central to the population dynamics. These aspects were studied seriously by scientists since fifteenth century, including renowned astronomer Edmund Halley. From basic…
The subjects in the title are interwoven in many different and very deep ways. I recently wrote several expository accounts [64-66] that reflect a certain range of developments, but even in their totality they cannot be taken as a…
The piecewise exponential model is a flexible non-parametric approach for time-to-event data, but extrapolation beyond final observation times typically relies on random walk priors and deterministic knot locations, resulting in unrealistic…
Hamiltonian Monte Carlo has emerged as a standard tool for posterior computation. In this article, we present an extension that can efficiently explore target distributions with discontinuous densities. Our extension in particular enables…
Hierarchical Bayesian models based on Gaussian processes are considered useful for describing complex nonlinear statistical dependencies among variables in real-world data. However, effective Monte Carlo algorithms for inference with these…