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

This article contains lecture notes on the constrained path Monte Carlo method and its applications to study the Hubbard model. The lectures were given at the NATO Advanced Summer Institute held in Ithaca NY (1998). The article is published…

In the eighties, A. Connes and E. J. Woods made a connection between hyperfinite von Neumann algebras and Poisson boundaries of time dependent random walks. The present paper explains this connection and gives a detailed proof of two…

Last three years have seen new developments in the theory of last passage percolation, which has variety applications to random permutations, random growth and random vicious walks. It turns out that a few class of models have determinant…

During the three decades from 1930 to 1960 J. L. Doob was, with the possible exception of Kolmogorov, the man most responsible for the transformation of the study of probability to a mathematical discipline. His accomplishments were…

We consider a wide class of ergodic first passage percolation processes on Z^2 and prove that there exist at least four one-sided geodesics a.s. We also show that coexistence is possible with positive probability in a four color…

The short history of L.Kantorovich's transport problem and his metric in the framework of his activity in mathmatics and economics during a long and difficult period. We did not mention the recent impetuious developement of application of…

We consider translation invariant measures on families of nearest-neighbor semi-infinite walks on the integer lattice. We assume that once walks meet, they coalesce. In $2d$, we classify the collective behavior of these walks under mild…

Although histogram methods have been extremely effective for analyzing data from Monte Carlo simulations, they do have certain limitations, including the range over which they are valid and the difficulties of combining data from…

The behaviour of the one--dimensional random--forced Burgers equation is investigated in the path integral formalism, using a discrete space--time lattice. We show that by means of Monte Carlo methods one may evaluate observables, such as…

One of the most important empirical findings in microeconometrics is the pervasiveness of heterogeneity in economic behaviour (cf. Heckman 2001). This paper shows that cumulative distribution functions and quantiles of the nonparametric…

The decay of directional correlations in self-avoiding random walks on the square lattice is investigated. Analysis of exact enumerations and Monte Carlo data suggest that the correlation between the directions of the first step and the…

Einmahl, de Haan and Zhou (2016, Journal of the Royal Statistical Society: Series B, 78(1), 31-51) recently introduced a stochastic model that allows for heteroscedasticity of extremes. The model is extended to the situation where the…

The behavior of the one-dimensional random-force-driven Burgers equation is investigated in the path integral formalism on a discrete space-time lattice. We show that by means of Monte Carlo methods one may evaluate observables, such as…

This technical report is the union of two contributions to the discussion of the Read Paper "Riemann manifold Langevin and Hamiltonian Monte Carlo methods" by B. Calderhead and M. Girolami, presented in front of the Royal Statistical…

This paper is devoted to the very important class of hydrodynamic chains first derived by B. Kupershmidt and later re-discovered by M. Blaszak. An infinite set of local Hamiltonian structures, hydrodynamic reductions parameterized by the…

High-energy phenomena presenting strong dynamical correlations, long-range interactions and microscopic memory effects are well described by nonextensive versions of the canonical Boltzmann-Gibbs statistical mechanics. After a brief…

Empirical likelihood approach is one of non-parametric statistical methods, which is applied to the hypothesis testing or construction of confidence regions for pivotal unknown quantities. This method has been applied to the case of…

This article reviews a generous sampling of both classical and more recent results on the interplay between measurable and topological dynamics. In the first part we have surveyed the strong analogies between ergodic theory and topological…

With its systematic exploration of probability distributions, Hamiltonian Monte Carlo is a potent Markov Chain Monte Carlo technique; it is an approach, however, ultimately contingent on the choice of a suitable Hamiltonian function. By…

Leo Breiman was a highly creative, influential researcher with a down-to-earth personal style and an insistence on working on important real world problems and producing useful solutions. This paper is a short review of Breiman's extensive…