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

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.

Questions or comments to the contents of this document should be directed to maphysto@maphysto.dk.