Nowadays, Monte Carlo techniques are very common for the development of Nuclear Medicine systems. Simulations can be very helpful for the optimization of SPECT and PET cameras, and for investigating the importance of several physical effects involved in image formation. In this paper, a...

Although the impact of structural breaks on testing for unit root has been studied extensively for univariate time-series, such impact on panel data unit root tests is still relatively unknown. A major issue is the choice of model in accommodating different types of break prior to testing for...

Monte Carlo (MC) linear solvers can be considered stochastic realizations of deterministic stationary iterative processes. That is, they estimate the result of a stationary iterative technique for solving linear systems. There are typically two sources of errors: (i) those from the underlying...

Water management, in a variety of contexts and objectives, is a very important issue gaining increasing attention worldwide. In some places and during some periods, this is due to the scarcity of the water resource, and increasing competition for its use. In some others, it can be risk reduction...

In this paper, we propose an estimator for pricing high-dimensional American-style options and show that asymptotically its upper bias converges to zero. An advantage of the proposed estimator is that when combined with low discrepancy sequences, it exhibits a superior rate of convergence....

Advancements and improvements in the Wigner function (WF) approach to quantum electron transport are reviewed. The concept of Wigner paths allows the formulation of the Monte Carlo simulation in strict analogy with the one used in semiclassical transport theory.

Linearized three-dimensional Navier-Stokes equations in the vorticity form are considered. Monte Carlo estimators based on the potential representation of the solution are constructed.

A method for Monte Carlo simulation of 2D spin-polarized electron transport in III–V semiconductor heterojunction (FETs) is presented. In the simulation, the dynamics of the electrons in coordinate and momentum space is treated semiclassically. The density matrix description of the spin is...

A Bayesian vector autoregression (BVAR) can be thought of either as a method of alleviating the burden of the over-parameterisation usually associated with unrestricted VARs, or as a method of correcting coefficient bias when the time series are nonstationary. Monte Carlo evidence is provided to...

We define new selection criteria for lattice rules for quasi-Monte Carlo integration. The criteria examine the projections of the lattice over subspaces of small or successive dimensions. Their computation exploits the dimension-stationarity of certain lattice rules, and of other low-discrepancy...