相关论文: John Michael Hammersley (1920-2004)

Hydrodynamics, a term apparently introduced by Daniel Bernoulli (1700-1783) to comprise hydrostatic and hydraulics, has a long history with several theoretical approaches. Here, after a descriptive introduction, we present so-called…

This book covers the history of probability up to Kolmogorov with essential additional coverage of statistics up to Fisher. Based on my work of ca. 50 years, it is the only suchlike book. Gorrochurn (2016) is similar but his study of events…

Motivated by a host of empirical evidences revealing the bursty character of human dynamics, we develop a model of human activity based on successive switching between an hesitation state and a decision-realization state, with residency…

In celebration of Professor Ron Doney's 80th birthday, we provide a summary of his academic career and contributions to probability theory, as one of the UK's leading probabilists for over 50 years. A version of this note also serves as an…

The simple (linear) birth-and-death process is a widely used stochastic model for describing the dynamics of a population. When the process is observed discretely over time, despite the large amount of literature on the subject, little is…

In the present article we consider a natural generalization of Hammersley's Last Passage Percolation (LPP) called Entropy-controlled Last Passage Percolation (E-LPP), where points can be collected by paths with a global (entropy) constraint…

Bayesian reasoning in linear mixed-effects models (LMMs) is challenging and often requires advanced sampling techniques like Markov chain Monte Carlo (MCMC). A common approach is to write the model in a probabilistic programming language…

The chemomechanical model of Huxley and Simmons (HS) [A. F. Huxley and R. M. Simmons, Nature 233, 533 (1971)] provides a paradigmatic description of mechanically induced collective conformational changes relevant in a variety of biological…

From its inception in the 1950s to the modern frontiers of applied statistics, Markov chain Monte Carlo has been one of the most ubiquitous and successful methods in statistical computing. In that time its development has been fueled by…

The life of Isaak Yakovlevich Pomeranchuk was short (20.05.1913 -- 14.12.1966). But the impact of his personality and his works on physics and physicists is remarkable. The talk describes the biography of I.Ya. Pomeranchuk, his major…

Theory of Probability is distinguished by several high-level philosophical attitudes, some stressed by Jeffreys, some implicit. By reviewing these we may recognize the importance in this work in the historical development of statistics.…

Phase transitions are a central theme of statistical mechanics, and of probability more generally. Lattice spin models represent a general paradigm for phase transitions in finite dimensions, describing ferromagnets and even some fluids…

We review and extend the formalism introduced by Peliti, that maps a Markov process to a path-integral representation. After developing the mapping, we apply it to some illustrative examples: the simple decay process, the birth-and-death…

Spin systems with hyperbolic symmetry originated as simplified models for the Anderson metal--insulator transition, and were subsequently found to exactly describe probabilistic models of linearly reinforced walks and random forests. In…

We prove distributional convergence for a family of random processes on $\mathbb{Z}$, which we call asymmetric cooperative motions. The model generalizes the "totally asymmetric hipster random walk" introduced in [Addario-Berry, Cairns,…

The subject of stochastic approximation was founded by Robbins and Monro [Ann. Math. Statist. 22 (1951) 400--407]. After five decades of continual development, it has developed into an important area in systems control and optimization, and…

We introduce a variant of the Hybrid Monte Carlo (HMC) algorithm to address large-deviation statistics in stochastic hydrodynamics. Based on the path-integral approach to stochastic (partial) differential equations, our HMC algorithm…

We apply the supersymmetric procedure to one-step random walks in one dimension at the level of the usual master equation, extending a study initiated by H.R. Jauslin [Phys. Rev. A {\bf 41}, 3407 (1990)]. A discussion of the supersymmetric…

We describe a percolation-type approach to modeling of the processes of aging and certain other properties of tissues analyzed as systems consisting of interacting cells. Tissues are considered as structures made of regular healthy,…

We made a first attempt to associate a probabilistic description of stochastic processes like birth-death processes with spacetime geometry in the Schwarzschild metrics on distance scales from the macro- to the micro-domains. We idealize an…