This paper compares quasi Monte Carlo methods, in particular so– called (t,m, s)–nets, with classical Monte Carlo approaches for simulating econometric time–series models. Quasi Monte Carlo methods have found successful application in many fields, such as physics, image processing, and the evaluation of finance derivatives. However, they are rarely used in econometrics. Here, we apply both trad...

We introduce the notion of t-quasi-spanners as an alternative to classical t-spanners. Our motivation for quasi-spanners comes from the problem of computing a sparse backbone for ad hoc wireless networks with fixed transmission ranges. We study the computational complexity of the problem of computing the sparsest quasi-spanner. Then we concentrate on the case t = 2 and give a distributed algori...

In this paper we derive a formula for the expectation of random Hermite polynomials in Skorohod integrals, extending classical results in the adapted case. As an application we recover, under simple conditions and with short proofs, the anticipative Girsanov identity and quasi-invariance results obtained in [6] for quasi-nilpotent shifts on the Wiener space.

We consider the Schrödinger operator H(V ) on L(R) or L(R), with constant magnetic field and electric potential V which typically decays at infinity exponentially fast or has a compact support. We investigate the asymptotic behaviour of the discrete spectrum of H(V ) near the boundary points of its essential spectrum. If the decay of V is Gaussian or faster, this behaviour is non-classical in t...

We study the connection between the BCS pairing model and the inhomogeneous vertex model. The two spectral problems coincide in the quasi– classical limit of the off–shell Bethe Ansatz of the disordered six vertex model. The latter problem is transformed into an auxiliary spectral problem which corresponds to the diagonalization of the integrals of motion of the BCS model. A generating function...

We study the connection between the BCS pairing model and the inhomogeneous vertex model. The two spectral problems coincide in the quasi–classical limit of the off–shell Bethe Ansatz of the disordered six vertex model. The latter problem is transformed into an auxiliary spectral problem which corresponds to the diagonalization of the integrals of motion of the BCS model. A generating functiona...

We consider the role of the third dimension in the conductivity of a quasi 2D electron gas. It is demonstrated that, if the transverse correlation radius of the scattering potential is smaller than the width of the channel, i.e. the width of the transverse electron density distribution, then scattering to higher levels of the confinement potential becomes important and the current flow profile ...

We study conditions for the existence of non trivial quasi stationary distributions for the birth and death chain with 0 as absorbing state. We reduce our problem to a continued fractions one that can be solved by using extensions of classical results of this theory. We also prove that there exist normalized quasi stationary distributions if and only if 0 is geometrically absorbing.

We propose the use of quasi-random sampling techniques for path planning in high-dimensional conng-uration spaces. Following similar trends from related numerical computation elds, we show several advantages ooered by these techniques in comparison to random sampling. Our ideas are evaluated in the context of the probabilistic roadmap (PRM) framework. Two quasi-random variants of PRM-based plan...

We compare the exact tunneling time with the quasi-classical tunneling time for idealized potentials. We examine three one-dimensional cases where the potential is chosen to have a simple form. In each case, the exact tunneling time and the quasi-classical time differ significantly. In one case, the two differ in magnitude by a factor of about ten. In another case, the two differ not only quant...