相关论文: John Michael Hammersley (1920-2004)
We justify and discuss expressions for joint lower and upper expectations in imprecise probability trees, in terms of the sub- and supermartingales that can be associated with such trees. These imprecise probability trees can be seen as…
We present recent results on Piecewise Deterministic Markov Processes (PDMPs), involved in biological modeling. PDMPs, first introduced in the probabilistic literature by Davis (1984), are a very general class of Markov processes and are…
Hamiltonian Flow Monte Carlo(HFMC) methods have been implemented in engineering, biology and chemistry. HFMC makes large gradient based steps to rapidly explore the state space. The application of the Hamiltonian dynamics allows to estimate…
Linear birth-and-death processes (LBDPs) are foundational stochastic models in population dynamics, evolutionary biology, and hematopoiesis. Estimating parameters from discretely observed data is computationally demanding due to irregular…
We have studied a model of self-attracting walk proposed by Sapozhnikov using Monte Carlo method. The mean square displacement $ < R^2(t) > \sim t^{2\nu}$ and the mean number of visited sites $ < S(t) > \sim t^{k}$ are calculated for one-,…
In 1963-71, a group of people, myself included, formulated and perfected a new approach to physics problems, which eventually came to be known under the names of scaling, universality, and renormalization. This work formed the basis of a…
The Hamiltonian dynamics of the classical $\phi^4$ model on a two-dimensional square lattice is investigated by means of numerical simulations. The macroscopic observables are computed as time averages. The results clearly reveal the…
There are some real life issues that are exists in nature which has early failure. This type of problems can be modelled either by a complex distribution having more than one parameter or by finite mixture of some distribution. In this…
We study the onset of the bootstrap percolation transition as a model of generalized dynamical arrest. We develop a new importance-sampling procedure in simulation, based on rare events around "holes", that enables us to access bootstrap…
In 1971, S.Smale presented a generalization of Pareto optimum he called the critical Pareto set. The underlying motivation was to extend Morse theory to several functions, i.e. to find a Morse theory for $m$ differentiable functions defined…
Selected stories about the life of A. L. Onishchik, and a review of his contribution to the classification of non-split supermanifolds, in particular, supercurves a.k.a. superstrings; his editorial and educational work. A brief overview of…
This statistical physics thesis focuses on the study of three kinds of systems which display repulsive interactions: eigenvalues of random matrices, non-crossing random walks and trapped fermions. These systems share many links, which can…
Random walks and related spatial stochastic models have been used in a range of application areas including animal and plant ecology, infectious disease epidemiology, developmental biology, wound healing, and oncology. Classical random walk…
Hamilton's equations with noise and friction possess a hidden supersymmetry, valid for time-independent as well as periodically time-dependent systems. It is used to derive topological properties of critical points and periodic trajectories…
This note analyzes the physical basis of J.R. England's paper "Statistical physics of self-replication." [J. Chem. Phys. {\bf 139}, 121923(2013)]. We follow England's use of time-reversal symmetry but replace stochastic by deterministic…
Both Hawkes processes and autoregressive processes rely on linear functionals of their past, while modeling different types of data. Since datasets arising from observations of the same phenomenon may be heterogeneous and sampled at…
Monte Carlo methods are now an essential part of the statistician's toolbox, to the point of being more familiar to graduate students than the measure theoretic notions upon which they are based! We recall in this note some of the advances…
The paper written in 1925 by G. Udny Yule that we celebrate in this special issue introduces several novelties and results that we recall in detail. First, we discuss Yule (1925)'s main legacies over the past century, focusing on empirical…
Different types of nonstandard homology groups based on the various subcomplexes of differential forms are considered as a continuation of the recent authors works. Some of them reflect interesting properties of dynamical systems on the…
The Hubbard model arises naturally when electron-electron interactions are added to the tight-binding descriptions of many condensed matter systems. For instance, the two-dimensional Hubbard model on the honeycomb lattice is central to the…