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The Danish National Research Foundation:
Network in Mathematical Physics and Stochastics

Funded by The Danish National Research Foundation

Publications from the Network in 2003

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.

MaPhySto is publishing the following series

Recent 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 Network.

2003-8 (May 2003)
General Probabilistic Framework of Randomness by Elena R. Loubenets.
2003-9 (May 2003)
Diffusion-type Models with given Marginal Distribution and Autocorrelation Function by Bo Martin Bibby, Ib Michael Skovgaard, Michael Sørensen .
2003-10 (May 2003)
The Lévy-Itô Decomposition in Free Probability by Ole E. Barndorff-Nielsen , Steen Thorbjørnsen .
2003-11 (May 2003)
The Russian Option: Finite Horizon by Goran Peskir .
2003-12 (June 2003)
The Class of Distributions of Periodic Ornstein-Uhlenbeck Processes Driven by Lévy Processes by Jan Pedersen , Ken-iti Sato.
2003-13 (June 2003)
Geometric Construction of Modular Functors from Conformal Field Theory by Jørgen Ellegaard Andersen , Kenji Ueno.
2003-14 (June 2003)
Zero Energy Asymptotics of the Resolvent for a Class of Slowly Decaying Potentials by Søren Fournais, Erik Skibsted .
2003-15 (June 2003)
Zero Energy Asymptotics of the Resolvent in the Long Range Case by Søren Fournais, Erik Skibsted .
2003-16 (June 2003)
The Wiener Sequential Testing Problem with Finite Horizon by Pavel V. Gapeev, Goran Peskir .
2003-17 (August 2003)
Distribution of Modular Symbols for Compact Surfaces by Morten Skarsholm Risager.
2003-18 (August 2003)
Heavy Tails, Importance Sampling and Cross-Entropy by Søren Asmussen , Dirk P. Kroese, Reuven Y. Rubinstein.
2003-19 (September 2003)
Some Remarks on Scaling and Universality in Turbulence by Jürgen Schmiegel.
2003-20 (September 2003)
Lévy-based Tempo-Spatial Modelling: with Applications to Turbulence by Ole E. Barndorff-Nielsen , Jürgen Schmiegel.
2003-21 (September 2003)
Statistical Inference for Discretely Observed Markov Jump Processes by Mogens Bladt, Michael Sørensen .
2003-22 (September 2003)
The Time to Ruin for a Class of Markov Additive Risk Processes by Martin Jacobsen .
2003-23 (September 2003)
Absence of Quantum States corresponding to Unstable Classical Channels: Homogeneous Potentials of degree Zero by Ira Herbst, Erik Skibsted .
2003-24 (October 2003)
Do Bosons Condense in a Homogeneous Magnetic Field? by Philippe Briet, Horia Cornean , Valentin A. Zagrebnov.
2003-25 (October 2003)
Diffusion Models for Exchange Rates in a Target Zone by Kristian Stegenborg Larsen, Michael Sørensen .
2003-26 (October 2003)
Estimation for Discretely Observed Diffusions using Transform Functions by Leah Kelly, Eckhard Platen, Michael Sørensen .
2003-27 (October 2003)
Deformation Quantization and Geometric Quantization of Abelian Moduli Spaces by Jørgen Ellegaard Andersen .
2003-28 (October 2003)
Asymptotics of the Quantum Invariants for Surgeries on the Figure 8 Knot by Jørgen Ellegaard Andersen , Søren Kold Hansen.
2003-29 (November 2003)
Power and Bipower Variation with Stochastic Volatility and Jumps by Ole E. Barndorff-Nielsen , Neil Shephard.
2003-30 (November 2003)
On the Relative Distribution of Eigenvalues of Exceptional Hecke Operators and Automorphic Laplacians by Erik Balslev , Alexei Venkov .
2003-31 (November 2003)
Uniform Lieb-Thirring Inequality for the Three Dimensional Pauli Operator with a Strong Non-homogeneous Magnetic Field by László Erdös, Jan Philip Solovej .
2003-32 (November 2003)
Magnetic Lieb-Thirring Inequalities with Optimal Dependence on the Field Strength by László Erdös, Jan Philip Solovej .
2003-33 (December 2003)
A Class of Spatio-Temporal and Causal Stochastic Processes, with Application to Multiscaling and Multifractility by Ole E. Barndorff-Nielsen , Hans C. Eggers, Martin Greiner, Jürgen Schmiegel.
2003-34 (December 2003)
Ground State Energy of the Two-Component Charged Bose Gas by Elliot H. Lieb, Jan Philip Solovej .
2003-35 (December 2003)
Applications of Hidden Markov Models for Comparative Gene Structure Prediction by Asger Hobolth, Jens Ledet Jensen .
2003-36 (December 2003)
Statistical Hausdorff Dimension of Labelled Trees and Quadrangulations by Philippe Chassaing, Bergfinnur Durhuus .
2003-37 (December 2003)
Probabilistic Aspects of Infinite Trees and Surfaces by Bergfinnur Durhuus .
2003-38 (December 2003)
"Local Realism", Bell's Theorem and Quantum "Locally Realistic" Inequalities by Elena R. Loubenets.
2003-39 (December 2003)
Separability of Quantum States and the Violation of Bell-Type Inequalities by Elena R. Loubenets.

Lecture Notes Series (ISSN 1398-2702 (printed version), ISSN 1399-2538 (on-line version))
This series contains conference proceedings, lecture notes from summer schools/workshops etc.

No Lecture Notes were published in 2003

Miscellanea (ISSN 1398-5957 (printed version), ISSN 1398-5981 (on-line version))
Various publications (raw course material, mini-proceedings, etc.)

2003-24 (July 2003)
Semigroups and Processes with Parameter in a Cone by Jan Pedersen , Ken-iti Sato.