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

Climate statistics is of course a very broad field, along with the many connections and impacts for yet other areas, with a history as long as mankind has been recording temperatures, describing drastic weather events, etc. The important…

Monte Carlo methods to evaluate and maximize the likelihood function enable the construction of confidence intervals and hypothesis tests, facilitating scientific investigation using models for which the likelihood function is intractable.…

Ernest Henley's contributions to understanding isospin symmetry and the experimental and theoretical progress that followed are reviewed. Many experimentalists and theorists worked to bring Ernest's early vision of the subject to fruition.…

Latent variable models are increasingly used in economics for high-dimensional categorical data like text and surveys. We demonstrate the effectiveness of Hamiltonian Monte Carlo (HMC) with parallelized automatic differentiation for…

In this paper, we proposed a stochastic model which describes two species of particles moving in counterflow. The model generalizes the theoretical framework describing the transport in random systems since particles can work as mobile…

In the introduction to this volume, we discuss some of the highlights of the research career of Chuck Newman. This introduction is divided into two main sections, the first covering Chuck's work in statistical mechanics and the second his…

Presents a history of the evolution of the author's ideas on program-size complexity and its applications to metamathematics over the course of more than four decades. Includes suggestions for further work.

In this paper we explore the life expectancy limits by based on the stochastic modeling of mortality and applying the first exit or hitting time theory of a stochastic process. The main assumption is that the health state or the "vitality",…

We present a probabilistic theory of random walks in turbid media with non-scattering regions. It is shown that important characteristics such as diffusion constants, average step lengths, crossing statistics and void spacings can be…

One of the most active areas of physics in the last decades has been that of critical phenomena, and Monte Carlo simulations have played an important role as a guide for the validation and prediction of system properties close to the…

I present some memories of my Ph.D supervisor and, later, collaborator but always encouraging supporter Prof. G. Lazarides. Some of his contributions to our common and related scientific activities on the phenomenology of MSSM and inflation…

Phillip L. Geissler made important contributions to the statistical mechanics of biological polymers, heterogeneous materials, and chemical dynamics in aqueous environments. He devised analytical and computational methods that revealed the…

I am presenting a first-ever scientific collection of short sayings on probability and statistics expressed by most various men of science, many classics included, from antiquity to Kepler to our time. Quite understandably, the reader will…

We study discretizations of Hamiltonian systems on the probability density manifold equipped with the $L^2$-Wasserstein metric. Based on discrete optimal transport theory, several Hamiltonian systems on graph (lattice) with different…

A short essay on the life and mathematical heritage of Coble. A substantially edited version will be part of the series of biographical memoirs of past members of the National Academy of Sciences. Version 2: minor changes. Version 3. Typo…

Monte Carlo is a versatile and frequently used tool in statistical physics and beyond. Correspondingly, the number of algorithms and variants reported in the literature is vast, and an overview is not easy to achieve. In this pedagogical…

The Hawkes process is a widely used model in many areas, such as finance, seismology, neuroscience, epidemiology, and social sciences. Estimation of the Hawkes process from continuous observations of a sample path is relatively…

telegrapher's equations and some random walks of Poisson type are shown to fit into the framework of the Hamiltonian formalism after an appropriate time-dependent rescaling of the basic variables has been made.

This is supplementary material for the article arxiv:0708.3250. We provide an alternative introduction of the mean Euler Characteristic, additional examples and the percolation thresholds for 2-uniform lattices.

The self-avoiding walk, and lattice spin systems such as the $\varphi^4$ model, are models of interest both in mathematics and in physics. Many of their important mathematical problems remain unsolved, particularly those involving critical…