MaPhySto
Centre for Mathematical Physics and Stochastics
Department of Mathematical Sciences, University of Aarhus

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Funded by The Danish National Research Foundation

Publications from the Centre in 1999

Most of the publications mentioned below may be down-loaded in various formats (TeX-DVI, Postscript, PDF). All titles can be ordered from maphysto@imf.au.dk.

Research Reports (ISSN 1398-2699 (printed version), ISSN 1398-599X (on-line version))

For fast communication of new results obtained by researchers affiliated to the Centre.

1999-1 (January 1999)

Phillips-Sarnak's conjecture for $\Gamma_{0}(8)$ with primitive character by Erik Balslev, Alexei Venkov.

1999-2 (January 1999)

Superposition of Ornstein-Uhlenbeck Type Processes by Ole E. Barndorff-Nielsen.

1999-3 (January 1999)

Spectral theory of Pauli-Fierz Hamiltonians I. by Jan Derezinski, Vojkan Jaksic.

1999-4 (January 1999)

Stability of Character Resonances by Erik Balslev, Alexei Venkov.

1999-5 (January 1999)

On the ruin problem for some adapted premium rules by Sren Asmussen.

1999-6 (January 1999)

Parameter identification for stochastic Burgers flows via parabolic rescaling by Nikolai N. Leonenko, Wojbor A. Woyczynski.

1999-7 (February 1999)

Asymptotic normality of the maximum likelihood estimator in state space models by Jens Ledet Jensen, Niels Væver Petersen.

1999-8 (February 1999)

When are local stereological volume estimators exact? by Eva B. Vedel Jensen, Liselotte Petersen.

1999-9 (February 1999)

Modelling stochastic changes in curve shape (with an application to cancer diagnostics) by Asger Hobolth, Eva B. Vedel Jensen.

1999-10 (February 1999)

A note on the multi-dimensional monotone follower problem and its connection to optimal stopping by Fred Espen Benth, Kristin Reikvam.

1999-11 (March 1999)

Perfect Metropolis-Hastings simulation of locally stable point processes by Wilfrid S. Kendall, Jesper Møller.

1999-12 (March 1999)

Packing Densities and Simulated Tempering for Hard Core Gibbs Point Processes by G. Döge, S. Mase, Jesper Møller, D. Stoyan, R. P. Waagepetersen.

1999-13 (April 1999)

Smoothed Langevin Proposals in Metropolis-Hastings Algorithms by Fred Espen Benth, Arnoldo Frigessi, Øivind Skare.

1999-14 (April 1999)

Prediction-Based Estimating Functions by Michael Sørensen.

1999-15 (April 1999)

Higher Skein Modules, II by Jørgen Ellegaard Andersen, Vladimir Turaev.

1999-16 (April 1999)

A note on gamma random variables and Dirichlet series by Zbigniew J. Jurek.

1999-17 (May 1999)

Multiplicative censoring: density estimation by a series expansion approach by Kim E. Andersen, Martin Bøgsted Hansen.

1999-18 (May 1999)

Phillips-Sarnak's Conjecture for Hecke Groups with Primitive Character by Erik Balslev, Alexei Venkov.

1999-19 (June 1999)

Risk neutral densities of the `Christmas tree' type by Niels Væver Hartvig, Jens Ledet Jensen, Jan Pedersen.

1999-20 (June 1999)

Market Forces and Dynamic Asset Pricing by Goran Peskir, J. Shorish.

1999-21 (June 1999)

Optimal portfolio selection with consumption and nonlinear integro-differential equations (A viscosity solution approach) by Fred Espen Benth, Kenneth Hvistendahl Karlsen, Kristin Reikvam.

1999-22 (June 1999)

Martingale Representation, Chaos Expansion and Clark-Ocone Formulas by Arne Løkka.

1999-23 (July 1999)

Stopping Brownian Motion without Anticipation as Close as Possible to its Ultimate Maximum by Svend Erik Graversen, Goran Peskir, Albert N. Shiryaev.

1999-24 (August 1999)

Quantum scattering for homogeneous of degree zero potentials (Absence of channels at local maxima and saddle points) by Ira Herbst, Erik Skibsted.

1999-25 (August 1999)

Perfect simulation for sample-based inference by Jesper Møller, Geoff K. Nicholls.

1999-26 (August 1999)

Mixed Moments of Voiculescu's Gaussian Random Matrices by Steen Thorbjørnsen.

1999-27 (August 1999)

Brown's Spectral Distribution Measure for R-diagonal Elements in Finite von Neumann Algebras by Uffe Haagerup, Flemming Larsen.

1999-28 (September 1999)

Heavy Traffic Limits for Some Queueing Networks by Maury Bramson, J. G. Dai.

1999-29 (September 1999)

A new perspective on matter coupling in 2d quantum gravity by Jan Ambjørn, K. N. Anagnostopoulos, R. Loll.

1999-30 (September 1999)

Screening and D-brane Dynamics in Finite Temperature Superstring Theory by Jan Ambjørn, Yu. Makeenko, G.W. Semenoff, R.J. Szabo.

1999-31 (September 1999)

Abelian gauge fields coupled to simplicial quantum gravity by Jan Ambjørn, K. N. Anagnostopoulos, J. Jurkiewicz.

1999-32 (September 1999)

Equivalence of Sobolev Spaces by Gorm Salomonsen.

1999-33 (September 1999)

The covariance of Donsker's Delta Functions by Fred Espen Benth, Siu-Ah Ng.

1999-34 (October 1999)

Atiyah-Patodi-Singer Type Index Theorems for Manifolds with Corners and Splitting of j-Invariants I by Gorm Salomonsen.

1999-35 (October 1999)

Atiyah-Patodi-Singer Type Index Theorems for Manifolds with Corners and Splitting of j-Invariants II by Gorm Salomonsen.

1999-36 (October 1999)

Branched Polymers Re-Revisited by Jan Ambjørn, Bergfinnur Durhuus, T. Jonsson.

1999-37 (October 1999)

Fermionisation of the Spin-S Uimin-Lai-Sutherland Model: (Generalisation of the Supersymmetric t-J Model to Spin-S) by Jan Ambjørn, D. Karakhanyan, M. Mirumyan, A. Sedrakyan.

1999-38 (October 1999)

Laser Cooling and Stochastics by Ole E. Barndorff-Nielsen, Fred Espen Benth.

1999-39 (October 1999)

Asymptotic Freeness Almost Everywhere for Random Matrices by Fumio Hiai and Denes Petz.

1999-40 (October 1999)

Random Matrices and Non-Exact C*-algebras by Uffe Haagerup, Steen Thorbjørnsen.

1999-41 (November 1999)

Spectral Theory of Laplacians for Hecke Groups with Primitive Character by Erik Balslev, Alexei Venkov.

1999-42 (November 1999)

Markov jump processes with a singularity by Ole E. Barndorff-Nielsen, Fred Espen Benth, Jens Ledet Jensen.

1999-43 (November 1999)

Perfect Slice Samplers by A. Mira, Jesper Møller, G.O. Roberts.

1999-44 (November 1999)

Finite N Matrix Models of Noncommutative Gauge Theory by Jan Ambjørn, Y.M. Makeenko, J. Nishimura, R.J. Szabo.

1999-45 (November 1999)

The quantum stochastic evolution of an open system under continuous in time nondemolition measurement by Elena R. Loubenets.

1999-46 (December 1999)

Atoms in strong magnetic fields: The high field limit at fixed nuclear charge by Bernhard Baumgartner, Jan Philip Solovej, Jakob Yngvason.

1999-47 (December 1999)

Bounding the Maximal Height of a Diffusion by the Time Elapsed by Goran Peskir.

Lecture Notes Series

This series contains conference proceedings, lecture notes from summer schools/workshops etc.

No. 2 (March 1999)

Stochastic Simulation (with a view towards stochastic processes) by Sren Asmussen.

No. 3 (July 1999)

Marked Point Processes and Piecewise Deterministic Processes by Martin Jacobsen.

No. 4 (August 1999)

Notes on Empirical Processes by R. M. Dudley.

No. 5 (August 1999)

Empirical and partial-sum processes (revisited as random measure processes) by Peter Gaenssler, Daniel Rost.

Miscellanea (ISSN 1398-5957 (printed version), ISSN 1398-5981 (on-line version))

Various publications (raw course material, mini-proceedings, etc.)

No. 9 (January 1999)

Stability of Fluid and Stochastic Processing Networks by J. G. "Jim" Dai.

No. 10 (January 1999)

Mini-proceedings from the Workshop on Product Integrals and Pathwise Integration (January 11-13, 1999) by Ole E. Barndorf-Nielsen and Thomas Mikosch (eds.).

No. 11 (April 1999)

Mini-proceedings: Conference on Lévy processes (theory and applications) by S. E. Graversen and T. Mikosch (eds.), O. E. Barndorff-Nielsen.

No. 12 (May 1999)

Kolmogorov and the Turbulence by A.N. Shiryaev.

No. 13 (July 1999)

Mini-proceedings: First MaPhySto Workshop on Inverse problems (Inverse Problems in Stratified Media) by Bo Holm-Jacobsen (eds.), Arne Jensen, Jens LedetJensen.

No. 14 (July 1999)

Miniproceedings: Workshop on Finance and Turbulence by Michael Sørensen (eds.), Ole E. Barndorff-Nielsen, Henning Bunzel, Bent Jesper Christensen.

No. 15 (October 1999)

Asymptotics in Quantum Statistics by Richard D. Gill.

No. 16 (December 1999)

Mini-proceedings: Workshop on Stochastics and Quantum Physics by O. E. Barndorff-Nielsen and Klaus Mølmer (eds.).

MaPhySto News (ISSN 1398-5965 (printed version), ISSN 1398-5973 (on-line version))

The Centre distributes bi-annually a short news-letter about the Centre and its activities.

• MaPhySto News (February 1999)
• MaPhySto News (September 1999)