We use the Quantum Monte Carlo Stochastic Series Expansion (SSE) algorithm to investigate the properties of the one-dimensional Heisenberg ferromagnet. We consider the model for two spin values s = 1 2 and s = 1 and study the dependence of the specific heat, magnetisation, magnetic susceptibility and correlation functions on temperature and magnetic field. Obtained results are compared to those...

Rain cells are structures which represent an important component of convective precipitation and a study of their properties represents a necessary step both towards improved stochastic models of small-scale precipitation and for the verification of deterministic high resolution local-area models. The case of intense convective precipitation in the tropics has been analysed in a recent study (v...

Trajectory-based approaches to quantum mechanics include the de Broglie-Bohm interpretation and Nelson’s stochastic interpretation. It is shown that the usual route to establishing the validity of such interpretations, via a decomposition of the Schrödinger equation into a continuity equation and a modified Hamilton-Jacobi equation, fails for some quantum states. A very simple example is provid...

This paper revisits the concept of dependence. We view statistical dependence as the state of variables being influenced by others. Our viewpoint accords well with the daily understanding of the notion of dependence, while classical dependence measures such as Pearson’s correlation coefficient, Kendall’s τ and Spearman’s ρ have different meanings. With this understanding of dependence, we intro...

In this paper we extend the infomax technique [1] for blind signal separation from the instantaneous mixing case to the convolutive mixing case. Separation in the convolutive case requires an unmixing system which uses present and past values of the observation vector, when the mixing system is causal. Thus, in developing an infomax process, both temporal and spatial dependence of the observati...

We establish the existence, uniqueness and attraction properties of an ergodic invariant measure for the Boussinesq Equations in the presence of a degenerate stochastic forcing acting only in the temperature equation and only at the largest spatial scales. The central challenge is to establish time asymptotic smoothing properties of the Markovian dynamics corresponding to this system. Towards t...

The joineR package implements methods for analysing data from longitudinal studies in which the response from each subject consists of a time-sequence of repeated measurements and a possibly censored time-toevent outcome. The modelling framework for the repeated measurements is the linear model with random effects and/or correlated error structure. The model for the time-to-event outcome is a C...

Trajectory-based approaches to quantum mechanics include the de Broglie-Bohm interpretation and Nelson’s stochastic interpretation. It is shown that the usual route to establishing the validity of such interpretations, via a decomposition of the Schrödinger equation into a continuity equation and a modified Hamilton-Jacobi equation, fails for some quantum states. A very simple example is provid...

In this paper a calculation for the diffractive structure functions F D(4) L and F D(4) T using an eikonal approximation is presented. A modified version of the model of the stochastic vacuum that includes an energy dependence is used to calculate the scattering amplitude of two Wilson loops which in our approach describe the color dipole interaction. Numerical results are presented in the β re...

Due to their frequently observed lack of convexity and/or smoothness, stochastic programs with joint probabilistic constraints have been considered as a hard type of constrained optimization problems, which are rather demanding both from the computational and robustness point of view. Dependence of the set of solutions on the probability distribution rules out the straightforward construction o...