The stable distribution, in its many parametrizations, is central to many stochastic processes. Many random variables that occur in the study of Lévy processes are related to it. Good progress has been made recently for simulating various quantities related to the stable law. In this note, we...

Random walk on percolation under an external field has been investigated by using statistical analysis and Monte Carlo simulation. The mean square displacement 〈R2〉 as a function of time t was obtained. There exist some steps in the log〈R2〉–logt plot. The defect in the percolation...

We have investigated the dynamic critical behavior of the two-dimensional 4-state Potts model using an alternative order parameter first used by Vanderzande [J. Phys. A 20 (1987) L549] in the study of the Z(5) model. We have estimated the global persistence exponent θg by following the time...

Gibbs sampling has had great success in the analysis of mixture models. In particular, the “latent variable” formulation of the mixture model greatly reduces computational complexity. However, one failing of this approach is the possible existence of almost-absorbing states, called trapping...

In Monte Carlo particle transport studies, one is often interested in the estimation of the average particle flux in a given volume. The average particle flux in a volume and the volume-integrated particle flux are examples for what is called cell tallies in this paper. Estimation of cell...

A software tool using standard and special interval arithmetic operations together with an idea which is developed in the discrete stochastic arithmetic (DSA) approach for round-off error evaluation is proposed in this paper for a statistical computation of functional ranges. The CESTAC method...

The region of interest is characterized by incomplete data sets and little information about the tectonic features. Therefore, two methodologies for estimating seismic hazard were used in order to elucidate the robustness of the results: the method of spatially smoothed seismicity introduced by...

This study presents a methodology for estimating extreme current speeds from numerical model results using extremal analysis techniques. This method is used to estimate the extreme near-surface and near-bottom current speeds of the northwest Atlantic Ocean with 50-year return periods from...

The modified Weibull spectrum is utilized to calculate the zeroth spectral moment (m<Subscript>o</Subscript>) using Monte Carlo integration methods. Then significant wave height (H<Subscript>s</Subscript>) is calculated using the formula <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$ {\text{H}}_{\text{s}}=4\sqrt {{\text{m}}_{\text{o}} } . $$</EquationSource> </InlineEquation> This is validated with observed buoy...</equationsource></inlineequation></subscript></subscript>

This paper discusses the estimation of models of the term structure of interest rates. After reviewing the term structure models, specifically the Nelson-Siegel Model and Affine Term- Structure Model, this paper estimates the terms structure of Treasury bond yields for the United States with...