In this paper, I explore the behavior of the Potts model in the parameter space of spin number, lattice size, dimensionality, measuring critical behavior and comparing to the mean field solution. I find that the Potts model exhibits rich behavior for all non-using cases and exhibits a striking symmetry across spin and dimension in terms of mean field applicability. In addition, I present fitted...

A statistical investigation of the effects of random mistuning on the forced response of nearly cyclic assemblies made of mono-coupled, single-mode component systems (blades) is presented. Various probabilistic methods of analysis are applied to generate the statistics of the forced response: an analytical first-order statistical perturbation method, a purely numerical Monte Carlo simulation, a...

By introducing the Jump-Diffusion Process and Markov Regime Shift, the paper explores Monte Carlo simulation to examine the pricing problem of single name Credit Default Swaps (CDS), which the price of CDS is affected by both unpredictable idiosyncratic risk and system risk caused by the macroeconomic change. The study shows that the price of CDS increases as the intensity and the amplitude of ...

We introduce two new methods to calculate bounds for zero-sum game options using Monte Carlo simulation. These extend and generalise the duality results of Haugh–Kogan/Rogers and Jamshidian to the case where both parties of a contract have Bermudan optionality. It is shown that the Andersen–Broadie method can still be used as a generic way to obtain bounds in the extended framework, and we appl...

The class of dual φ-divergence estimators (introduced in Broniatowski and Keziou (2009) [6]) is explored with respect to robustness through the influence function approach. For scale and location models, this class is investigated in terms of robustness and asymptotic relative efficiency. Some hypothesis tests based on dual divergence criterions are proposed and their robustness properties are ...

We are interested in-typical Behrens-Fisher problem in general location-scale families. We present a method of constructing generalized pivotal quantity GPQ and generalized P value GPV for the difference between two location parameters. The suggested method is based on the minimum risk equivariant estimators MREs , and thus, it is an extension of the methods based onmaximum likelihood estimator...

Consider various host systems that consist of both hardware and software. There is an IT center which governs the activities of all of those host systems including the reported failures. The center's major concern is deciding the proper level of repair capacity for various kinds of failures due to hardware, software, and operator related problems where corresponding failure and repair times may...

After a critical literature review, this paper studies the risk of enterprise investment in human capital education from two aspects, economics and management. It firstly analyzes the main computation steps and simulation procedure of Monte Carlo Method, and then, with relevant case studies, probes into the employee efficiency development risk of that investment, the result of which shows that ...

Astronomy and particle astrophysics with the IceCube Neutrino Observatory benefit from tau neutrino detection. Tau neutrinos produce distinct, nearly background free electromagnetic showers within the volume of IceCube. The search for tau neutrino extragalactic point sources requires accurate event reconstruction. Utilizing LED flashers within IceCube allows for the simulation and calibration o...

In this article, we introduce the parametrix method for constructions of fundamental solutions as a general method based on semigroups and difference of generators. This leads to a probabilistic interpretation of the parametrix method that are amenable to Monte Carlo simulation. We consider the explicit examples of continuous diffusions and jump driven stochastic differential equations with Höl...