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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 2000

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.
2000-1 (January 2000)
On the relation between Euclidean and Lorentzian 2D quantum gravity by Jan Ambjørn, J. Correia, C. Kristjansen, R. Loll.
2000-2 (January 2000)
Lorentzian and Euclidean Quantum Gravity - Analytical and Numerical Results by Jan Ambjørn, J. Jurkiewicz, R. Loll.
2000-3 (January 2000)
The kernel of Dirac operators on $\S^3$ and $\R^3$ by Laszlo Erdos, Jan Philip Solovej.
2000-4 (February 2000)
Small dispersion asymptotics for diffusion martingale estimating functions by Michael Sørensen.
2000-5 (February 2000)
A note on portfolio management under non-Gaussian logreturns by Fred Espen Benth, Kenneth Hvistendahl Karlsen and Kristin Reikvam.
2000-6 (February 2000)
Perturbation of eigenvalues embedded at a threshold by Arne Jensen, Michael Melgaard.
2000-7 (February 2000)
Some regularity results for the stochastic pressure equation of Wick-type by Fred Espen Benth, Thomas Gorm Theting.
2000-8 (February 2000)
Nonparametric estimation of the chord length distribution by Martin Bøgsted Hansen, Erik W. van Zwet.
2000-9 (March 2000)
A non-perturbative Lorentzian path integral for gravity by Jan Ambjørn, J. Jurkiewicz, R. Loll.
2000-10 (March 2000)
Nonperturbative Dynamics of Noncommutative Gauge Theory by Jan Ambjørn, Y.M. Makeenko, J. Nishimura, R.J. Szabo.
2000-11 (March 2000)
Grand Canonical Simulations of Hard-Disk Systems by Simulated Tempering by Gunter Döge, Klaus Mecke, Jesper Møller, Dietrich Stoyan, Rasmus P. Waagepetersen.
2000-12 (March 2000)
Invariant Subspaces of Voiculescu's Circular Operator by Ken Dykema, Uffe Haagerup.
2000-13 (March 2000)
On the semiclassical asymptotics of the current and magnetisation of a non-interacting electron gas at zero temperature in a strong constant magnetic field by Søren Fournais.
2000-14 (March 2000)
The magnetisation of large atoms in strong magnetic fields by Søren Fournais.
2000-15 (April 2000)
Portfolio optimization in a Lévy market with intertemporal substitution and transaction costs by Fred Espen Benth, Kenneth Hvistendahl Karlsen, Kristin Reikvam.
2000-16 (May 2000)
Modelling by Lévy Processes for Financial Econometrics by Ole E. Barndorff-Nielsen, Neil Shephard.
2000-17 (May 2000)
Bayesian contour detection in a time series of ultra-sound images through dynamic deformable template models by Martin Bøgsted Hansen, Jesper Møller, Frede Aa. Tøgersen.
2000-18 (May 2000)
Probability densities and Lévy densities by Ole E. Barndorff-Nielsen.
2000-19 (May 2000)
Light, Atoms, and Singularities by Ole E. Barndorff-Nielsen, Fred Espen Benth, Jens Ledet Jensen.
2000-20 (May 2000)
Large N Dynamics of Dimensionally Reduced 4D SU(N) Super Yang-Mills Theory by Jan Ambjørn, K.N. Anagnostopoulos, W. Bietenholz, T. Hotta, J. Nishimura.
2000-21 (May 2000)
Optimality and small $\Delta -$optimality of martingale estimating functions by Martin Jacobsen.
2000-22 (May 2000)
Lattice Gauge Fields and Discrete Noncommutative Yang-Mills Theory by Jan Ambjørn, Y.M. Makeenko, J. Nishimura, R.J. Szabo.
2000-23 (May 2000)
Monte Carlo Studies of the IIB Matrix Model at Large N by Jan Ambjørn, K.N. Anagnostopoulos, W. Bietenholz, T. Hotta, J. Nishimura.
2000-24 (May 2000)
Analysis of spatial data using generalized linear mixed models and Langevin-type Markov chain Monte Carlo by Ole F. Christensen, Jesper Møller, Rasmus Waagepetersen.
2000-25 (June 2000)
On the Diffusion Coefficient: The Einstein Relation and Beyond by Goran Peskir.
2000-26 (July 2000)
Approximations of small jumps of Lévy processes with a view towards simulation by Sren Asmussen, Jan Rosinski.
2000-27 (July 2000)
Multivariate Type $\mathcal{G}$ Distributions by Ole E. Barndorff-Nielsen, Victor Pérez-Abreu.
2000-28 (July 2000)
Multivariate Subordination, Selfdecomposability and Stability by Ole E. Barndorff-Nielsen, Jan Pedersen, Ken-iti Sato.
2000-29 (July 2000)
A discrete Clark-Ocone formula by Martin Leitz-Martini.
2000-30 (July 2000)
Unitary Irreducible Representations of a Lie Algebra for Open Matrix Chains by H. P. Jakobsen, C.-W. H. Lee.
2000-31 (August 2000)
Ground state energy of the one-component charged Bose gas by Elliott H. Lieb, Jan Philip Solovej.
2000-32 (August 2000)
A unified approach to resolvent expansions at thresholds by Arne Jensen, Gheorghe Nenciu.
2000-33 (August 2000)
Integrated density of states for random Schrödinger operators on manifolds by Norbert Peyerimhoff, Ivan Veselic.
2000-34 (September 2000)
The Maximum Likelihood Estimation of Uniform Distribution Support by Tomasz Schreiber.
2000-35 (September 2000)
A Bayesian Approach to Crack Detection in Electrically Conducting Media by Kim E. Andersen, Stephen P. Brooks, Martin Bøgsted Hansen.
2000-36 (September 2000)
A review on perfect simulation in stochastic geometry by Jesper Møller.
2000-37 (September 2000)
Inhomogeneous spatial point processes by Eva B. Vedel Jensen, Linda Stougaard Nielsen.
2000-38 (September 2000)
On Criteria for the Uniform Integrability of Brownian Stochastic Exponentials by A.S. Cherny, A.N. Shiryaev.
2000-39 (September 2000)
Quantum Stochastic Approach to the Description of Quantum Measurements by Elena R. Loubenets.
2000-40 (October 2000)
Subordination and Selfdecomposability by Ken-Iti Sato.
2000-41 (October 2000)
The Class Type $G$ Distributions on $mathbb{R}^{d}$ and Related Subclasses of Infinitely Divisible Distributions by Makoto Maejima, Jan Rosinski.
2000-43 (November 2000)
Unitary Irreducible Representations of a Lie Algebra for Matrix Chain Models by H.P. Jacobsen, C.-W. H. Lee.
2000-44 (November 2000)
On the existence of optimal controls for a singular stochastic control problem in finance by Fred E. Benth, Kenneth H. Karlsen, Kristin Reikvam.
2000-45 (December 2000)
Feller Processes of Normal Inverse Gaussian Type by Ole E. Barndorff-Nielsen, S.Z. Levendorskii.
2000-46 (December 2000)
Barrier Options and Touch-and-out Options under Regular Lévy Processes of Exponential Type by Svetlana Boyarchenko, Sergei Levendorskii.
2000-47 (December 2000)
Classification of Markov Chains on $mathbb{R}^{k}$ by Niels Richard Hansen.
2000-48 (December 2000)
Solving the Poisson Disorder Problem by Goran Peskir, Albert N. Shiryaev.

Lecture Notes Series
This series contains conference proceedings, lecture notes from summer schools/workshops etc.
No. 6 (February 2000)
Vassiliev Theory by P. Vogel.
No. 7 (May 2000)
Density Transformation in Lévy Processes by Ken-iti Sato.
No. 8 (September 2000)
Subordinators, Lévy processes with no negative jumps and branching processes by Jean Bertoin.
No. 9 (November 2000)
Random Trees and Spatial Branching Processes by Jean-François Le Gall.

Miscellanea (ISSN 1398-5957 (printed version), ISSN 1398-5981 (on-line version))
Various publications (raw course material, mini-proceedings, etc.)
No. 17 (March 2000)
Mini-proceedings: Conference on Number Theory and Spectral Theory by E. Balslev and A. Venkov (eds.).
No. 18 (May 2000)
Mini-proceedings: Workshop on Computational Stochastics by Søren Asmussen and Eva B. Vedel Jensen (eds.).
No. 19 (June 2000)
Supplementary Notes: Summer School on Stereology and Geometric Tomography by Eva B. Vedel Jensen (ed.).

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.