We analyze, by means of the nonparametric estimation of the hazard function, the distribution of the earthquake occurrences in two regions of Spain. First, we present the method of estimation and the framework, and next we compare the seismic risk in the region of Galicia (northwest of Spain)...

This paper provides a nonparametric model of multi-step ahead forecasting in diffusion processes. The model is constructed from the local linear model with the Gaussian kernel. The paper provides simulation studies to evaluate its performance of multi-step ahead forecasting by comparing with the...

We present a stochastic model for the energy loss of low-energy electrons (100 eV) in water in the liquid phase. More precisely, we treat the electrons as independent particles and are thus able to model the time evolution of the kinetic energy of a single electron as a so-called pure jump...

Unlike earthquake frequency that was proved following the Poisson distribution, seismic hazard (the annual rate of earthquake ground motions) is assumed to be the same type of random variables without tangible support. Instead of using total-probability algorithms currently employed, this study...

The effect of the bi-quadratic exchange coupling anisotropy on the phase diagram of the spin-1 Blume–Emery–Griffiths model on simple-cubic lattice is investigated using mean field theory (MFT) and Monte Carlo simulation (MC). It is found that the anisotropy of the biquadratic coupling favors...

The simulation of the Libor Market Model (LMM) is extensively studied in the framework of quantum finance. The imperfectly correlated Libor rates are simulated based on a Gaussian quantum field and a recursion equation of nontrivial stochastic drift. The Libor options are studied using both the...

The standard Dickey–Fuller (DF) test is routinely employed to analyse the integrated nature of economic and financial time series. However, recent research has shown the test to suffer severe size distortion in the presence of breaks in innovation variance under the unit root null hypothesis....

The Penna bit-string model of biological aging is implemented on a square lattice. Hence, there is no need to manipulate the population size by the Verhulst factor. Instead, the spatial lattice relations between neighboring individuals are considered. Mortality obtained in the lattice asexual...

The configurational entropy of straight rigid rods of length k (k-mers) adsorbed on square, honeycomb, and triangular lattices is studied by combining theory and Monte Carlo (MC) simulations in grand canonical and canonical ensembles. Three theoretical models to treat k-mer adsorption on...

Phase behaviors of argon in several types of cylindrical and slit pores are examined by grand-canonical Monte Carlo simulations. Condensation processes in single- and multi-walled carbon nanotubes along with those in hard-wall tubes are compared. Effects of the pore size on pressure–tensor...