We review some analytic results on the deconfinement transition in pure lattice gauge theories. In particular we discuss the relationship between the deconfinement transition in the (d + 1)-dimensional SU(2) model and the magnetization transition in the d-dimensional Ising model. This analysis leads to a precise estimate of the deconfinement temperature which agrees well with that obtained with...

Montecarlo methods can be used to price derivatives for which closed evaluation formulas are not available or di cult to derive. A drawback of the method can be its high computational cost, especially if applied to basket options, whose payo s depend on more than one asset. This article presents two kinds of control variates to reduce variance of estimates, based on unconditional and conditiona...

This paper introduces a new BRDF sampling method with reduced variance, which is based on a hierarchical adaptive PDF. This PDF also is based on rejection sampling with a bounded average number of trials, even in regions where the BRDF exhibits high variations. Our algorithm works in an appropiate way with both physical, analytical and measured reflectance models. Reflected directions are sampl...

GLAST Large Area Telescope (LAT) is a gamma ray telescope instrumented with silicon-strip detector planes and sheets of converter, followed by a calorimeter (CAL) and surrounded by an anticoincidence system (ACD). This instrument is sensitive to gamma rays in the energy range between 20 MeV and 300 GeV. At present, the first towers have been integrated and pre-launch data taking with cosmic ray...

In this paper, we use neural networks in order to model the seasonal component of the residual variance of a mean-reverting Ornstein-Uhlenbeck temperature process, with seasonality in the level and volatility. We also use wavelet analysis to identify the seasonality component in the temperature process as well as in the volatility of the temperature anomalies. Our model is validated on more tha...

In this work, effects of the anchor nodes geometry on the positioning error are evaluated for a least squares estimation (LSE) of the linearized multilateration problem. It is shown that for different node topologies, the choice of the cost function has a significant impact on the variance and bias of the averaged position error. The importance of knowledge of the range error model is discussed...

Linear complexity and linear complexity profile are important characteristics of a sequence for applications in cryptography and MonteCarlo methods. The nonlinear congruential method is an attractive alternative to the classical linear congruential method for pseudorandom number generation. Recently, a weak lower bound on the linear complexity profile of a general nonlinear congruential pseudor...