EURANDOM REPORT SERIES

1998 - 1999 - 2000 - 2001 - 2002 - 2003 - 2004 - 2005 - 2006 - 2007 - 2008

2008

Report No. Title Abstract Author(s)
2008-056 Transient Behavior of the Halfin-Whitt Diffusion Abstract 2008-056 J.v.Leeuwaarden
Ch. Knessl
2008-055 Asymptotic Inversion of the Erlang B Formula Abstract 2008-055 J.v.Leeuwaarden
N. Temme
2008-054 Equidistant Sampling for the Maximum of a Brownian Motion with Drift on a Finite Horizon Abstract 2008-054 A. Janssen
J. v.Leeuwaarden
2008-053 Back to the Roots of the M/D/s queue and the works of Erlang, Crommelin, and Pollaczek Abstract 2008-053 A. Janssen
J.v.Leeuwaarden
2008-052 Refining square root safety staffing by expanding Erlang C Abstract 2008-052 A. Janssen
J.v.Leeuwaarden
B. Zwart
2008-051 Ergodicity of the finite and infinite dimensional α-stable systems Abtract 2008-051 L. Xu
B. Zegarlinski
2008-050 A Markov modulated growth collapse model Abstract 2008-050 O. Kella
A. Löpker
2008-049 Collision local time of transient random walks and intermediate phases in interacting stochasic systems Abstract 2008-049 M. Birkner
A. Greven
F. den Hollander
2008-048 Intermittency on catalysts: three-dimensional simple symmetric exclusion Abstract 2008-048 J. Gärtner
F. den Hollander
G. Maillard
2008-047 Group Testing Procedures with Quantitative Features and Imcomplete  Identification Abstract 2008-047 S. Bar-Lev
O. Boxma
A. Löpker
W. Stadje
F.v.d. Duyn Schouten
2008-046 Idle periods for the finite G/M/1 queue and the deficit at ruin for a cash risk model with constant dividend barrier Abstract 2008-046 A. Löpker
D. Perry
2008-045 Mixed Gated/Exhaustive Service in a Polling Model with Priorities Absteact 2008-045 M. Boon
I. Adan
2008-044 Numerical Accuracy of Real Inversion Formulas for the Laplace Transform Abstract 2008-044 V. Masol
J. Teugels
2008-043 Price of Anarchy in the Markovian Single Server Queue Abstract 2008-043 G. Gilboa-Freedman
R. Hassin
Y. Kerner
2008-042 Another look at transient versons of Little's law, and M/G/1 preemptive Last-Come-First-Served queues Abstract 2008-042 B. Fralix
G. Riańo
2008-041 Convergence of option rewards for Markov type price processes modulated by stochastic indices Abstract 2008-041 D. Silvestrov
H. Jönsson
F. Stenberg
2008-040 A Two-Stage Group Testing Model for Infections with Window Periods Abstract 2008-040 S. Bar-Lev
O. Boxma
W. Stadje
F.v.d. Duyn Schouten
2008-039 The age of the arrival process in the G/M/1 and M/G/1 queues Abstract 2008-039 M. Haviv
Y. Kerner
2008-038 Long-range self-avoiding walk converges to α-stable processes Abstract 2008-038 M. Heydenreich
2008-037 Singularities of the Generator of a Markov Additive Process with One-sided Jumps Abstract 2008-037 J. Ivanovs
O. Boxma
M. Mandjes
2008-036 Exact Asymptotics of the Stationary Distribution of a Markov Chain: a Production Model Abstract 2008-036 I. Adan
R. Foley
D. McDonald
2008-035 On Paramtetric and Implicit Algebraic Descriptions of Maximum Entropy Models Abstract 2008-035 A. Dukkipati
2008-034 Quenched large deviation principal for words in a letter sequence Abstract 2008-034 M. Birkner
A. Greven
F.den Hollander
2008-033 Competitive nucleation in reversible Probabilistic Cellular Automata Abstract 2008-033 E. Cirrilo
F. Nardi
C. Spitoni
2008-032 Aggregate modeling of multi-processing workstations Abstract 2008-032 A. Kock
L. Etman
J. Roorda
I. Adan
M. v.Vuuren
A. Wierman
2008-031 On the localized phase of a copolymer in an emulsion: subcritical percolation regime Abstract 2008-031 F.den Hollander
N. Pétrélis
2008-030 Synchronized reneging in queueing systems with vacation Abstract 2008-030 I. Adan
A. Economou
S. Kapodistria
2008-029 A Polling Model with Multiple Priority Levels Abstract 2008-029 M. Boon
I. Adan
O. Boxma
2008-028 Fixed Cycle Single-Item Production Systems Abstract 2008-028 J. Bruin
J.v.d.Wal
2008-027 Two-stage queueing network models for quality control and testing Abstract 2008-027 S. Bar-Lev
O. Boxma
W. Stadje
F.v.d.Duyn-Schouten
Ch. Wiesmeyr
2008-026 Quantile Estimation of a General-Index Model Abstract 2008-026 E. Kong
Y. Xia
2008-025 An infinite-server queue influenced by a semi-Markovian environment Abstract 2008-025 B. Fralix
I. Adan
2008-024 Harmonic measures versus quasiconformal measures for hyperbolic groups Abstract 2008-024 S. Blachére
P. Haďssinsky
P. Mathieu
2008-023 Conditional ages and residual service times in the M/G/1 queue Abstract 2008-023 I. Adan
M. Haviv
2008-022 A local limit theorem for the critical random graph Abstract 2008-022 R.v.d.Hofstad
W. Kager
T. Müller
2008-021 Homogeneous nucleation for Glauber and Kawasaki dynamics in large volumes at low temperatures Abstract 2008-021 A. Bovier
F.den Hollander
C. Spitoni
2008-020 The spectrum of the random environment and localization of noise Abstract 2008-020 D. Cheliotis
B. Virág
2008-019 Waiting times in polling systems with various service disciplines Abstract 2008-019 O. Boxma
J. Bruin
B. Fralix
2008-018 Power series approximations for generalized processor sharing systems Abstract 2008-018 J. Walraevens
J. v.Leeuwaarden
O. Boxma
2008-017 Connecting renewal age processes and M/D/1 processor sharing queues through stick breaking Abstract 2008-017 J.v.Leeuwaarden
A. Löpker
A. Janssen
2008-016 A Two-Queue Polling Model with Two Priority Levels in the First Queue Abstract 2008-016 M. Boon
I. Adan
O. Boxma
2008-015 Circular choosability is rational Abstract 2008-015 T. Müller
R. J. Waters
2008-014 On Lévy-driven vacation models with correlated busy periods and service interruptions Abstract 2008-014 O. Kella
O. Boxma
M. Mandjes
2008-013 Acyclic and frugal colourings of graphs Abstract 2008-013 R. Kang
T. Müller
2008-012 Comparing some alternative Lévy base correlation models for pricing and hedging cdo tranches Abstract 2008-012 V. Masol
W. Schoutens
2008-011 Weak convergence of the supremum distance for supersmooth kernel deconvolution Abstract 2008-011 B. van Es
S. Gugushvili
2008-010 On a generic class of two-node queueing systems Abstract 2008-010 I. Adan
M. Mandjes
W. Scheinhardt
E. Tzenova
2008-009 On universal Bayesian adaptation Abstract 2008-009 J. Lember
A.v.d.Vaart
2008-008 Nonparametric Bayesian model selection and averaging Abstract 2008-008 S. Ghosal
J. Lember
A. v.d.Vaart
2008-007 Reduction of a polling network to a single node Abstract 2008-007 P. Beekhuizen
D. Denteneer
J. Resing
2008-006 Abelprijs 2007: S.R. Srinivasa Varadhan   Abstract 2008-006 F. den Hollander
2008-005 Fluid Limits for Networks with Bandwidth Sharing and General Document size Distribution Abstract 2008-005 Ch. Gromoll
R. Williams
2008-004 Fluid model for a data network with α-fair bandwidth sharing and general document size distributions: two examples Abstract 2008-004 Ch. Gromoll
R. Williams
2008-003 The Impact of Reneging Processor Sharing Queues Abstract 2008-003 Ch. Gromoll
Ph. Robert
B. Zwart
R. Bakker
2008-002 A polymer in a multi-interface medium Abstract 2008-002 F. Caravenna
N. Pétrélis
2008-001 Some thoughts on the asymptotics of the deconvolution kernel density estimator Abstract 2008-001 S. Gugushvili
B.van Es

2007

Report No. Title Abstract Author(s)
2007-062 Large deviations for eigenvalues of sample covariance matrices Abstract 2007-062 A. Fey-den Boer
R. v.d. Hofstad
M. Klok
2007-061 Quasi-birth-and-death processes, lattice path counting, and hypergeometric functions Abstract 2007-061 J.v.Leeuwaarden
M. Squillante
E. Winands
2007-060 Gaussian expansions and bounds for the Poisson distribution applied to the Erlang B Formula Abstract 2007-060 A. Janssen
J. v. Leeuwaarden
B. Zwart
2007-059 Corrected asymptotics for a multi-server queue in the Halfin-Whitt regime Abstract 2007-059 A. Janssen
J.v.Leeuwaarden
B. Zwart
2007-058 Polling with batch service Abstract 2007-058 O. Boxma
J.v.d.Wal
U.Yechiali
2007-057 On a generic class of Lévy-driven vacation models Abstract 2007-057 O. Boxma
O. Kella
M. Mandjes
2007-056 Mean-field behavior for long- and finite range Ising model, percolation and self-avoiding walk Abstract 2007-056 M. Heydenreich
R.v.d.Hofstad
A. Sakai
2007-055 Pricing Constant Maturity Credit Default Swaps Abstract 2007-055 H. Jönsson
W. Schoutens
2007-054 Three lectures on metastability under stochastic dynamics Abstract 2007-054 F. den Hollander
2007-053 Stabilizality and percolation in the infinite volume sandpile model Abstract 2007-053 A. Fey - den Boer
R. Meester
F. Redig
2007-052 Parameter estimation of ODE's via nonparametric estimators Abstract 2007-052 N. Brunel
2007-051 Uniform Bahadur Representation for Local Polynomial Estimates of M-Regression and Its Application to the Additive Model Abstract 2007-051 E. Kong
O. Linton
Y. Xia
2007-050 Single name credit default swaptions meet single sided jump models Abstract 2007-050 H. Jönsson
W. Schoutens
2007-049 Hitting times for multiplicative growth-collapse processes Abstract 2007-049 A. Löpker
J. v. Leeuwaarden
2007-048 On the localized phase of a copolymer in an emulsion: supercritical percolation regime Abstract 2007-048 F. den Hollander
N. Pétrélis
2007-047 A two-station queue with dependent preparation and service times Abstract 2007-047 M.Vlasiou
I. Adan
O.Boxma
2007-046 Mathematical modeling of gas-phase hydrogen storage: equilibrium approach Abstract 2007-046 A. Ledovskikh
D. Danilov
P. Notten
2007-045 Disagreement loop and path creation/annihilation algorithms for binary planar Markov fields with applications to image segmentation Abstract 2007-045 T. Schreiber
M.N.M. van Lieshout
2007-044 Depth map calculation for a variable number of moving objects using Markov sequential object processes Abstract 2007-044 M.N.M. van Lieshout
2007-043 Ideal gas approximation for a two-dimensional rarefied gas under Kawasaki dynamics Abstract 2007-043 A. Gaudilličre
F. den Hollander
F.R. Nardi
E. Olivieri
E. Scoppola
2007-042 Edge corrected non-parametric intensity function estimators for heterogeneous Poisson point processes Abstract 2007-042 M.N.M. van Lieshout
2007-041 Time-Dependant Palm Probabilities and Queueing Applications Abstract 2007-041 B.H. Fralix
G. Riańo
R.F. Serfozo
2007-040 Performance Analysis of non-uniform packet switches in networks on chips Abstract 2007-040 P. Beekhuizen
J. Resing
2007-039 Metastability for reversible probabilistic cellular automata with self-interaction Abstract 2007-039 E.N.M. Cirillo
F.R. Nardi
C. Spitoni
2007-038 Lévy Base Correlation Abstract 2007-038 J. Garcia
S. Goossens
V. Masol
W. Schoutens
2007-037 Asymptotic decay of correlations for a random walk on the lattice Zd in interaction with a Markov field Abstract 2007-037 C. Boldrighini
R.A. Minlos
F.R. Nardi
A. Pellegrinotti
2007-036 Acyclic dominating partitions Abstract 2007-036 L. Addario-Berry
R.J. Kang
T. Müller
2007-035 Bounding the boundary by the minimum and maximum degree Abstract 2007-035 T. Müller
A. Pór
J.-B. Sereni
2007-034 Convergence of lattice trees of super-Brownian motion above the critical dimension Abstract 2007-034 M. Holmes
2007-033 Intermittency on catalysts Abstract 2007-033 J. Gärtner
F. den Hollander
G. Maillard
2007-032 A mathematical model for a copolymer in an emulsion Abstract 2007-033 F. den Hollander
N. Pétrélis
2007-031 Pattern theorems, ratio limit theorems and Gumbel maximal clusters for random fields Abstract 2007-031 R. v.d. Hofstad
W. Kager
2007-030 A preferential attachment model with random initial degrees Abstract 2007-030 M. Deijfen
H. van den Esker
R. van der Hofstad
G. Hooghiemstra
2007-029 Diameters in preferential attachment models Abstract 2007-029 R. van der Hofstad
G. Hooghiemstra
2007-028 Diffusion constants and martingales for senile random walks Abstract 2007-028 W. Kager
2007-027 Duality and exact correlations for a model of heat conduction Abstract 2007-027 C. Giardinŕ
J. Kurchan
F. Redig
2007-026 Insurance risk with variable number of policies Abstract 2007-026 I. Adan
V. Kulkarni
2007-025 Approximate evaluation of order fill rates for an inventory system of service tools Abstract 2007-025 I. Vliegen
G.J.v. Houtum
2007-024 Admission control for differentiated services Abstract 2007-024 O. Boxma
R. Núńez-Queija
A. Gabor
H.P. Tan
2007-023 Perfect simulation for length-interacting polygonal Markov fields in the plane Abstract 2007-023 M. v. Lieshout
T. Schreiber
2007-022 Cumulants of the maximum of the Gaussian random walk Abstract 2007-022 A. Janssen
J. v. Leeuwaarden
2007-021 On Lerch's transcendent and the Gaussian random walks Abstract 2007-021 A. Janssen
J. van Leeuwaarden
2007-020 The acquisition queue Abstract 2007-020 D. Denteneer
J. van Leeuwaarden
I. Adan
2007-019 Transient moments of the window size in TCP Abstract 2007-019 A. Löpker
J. van Leeuwaarden
2007-018 Limiting shapes for deterministic internal growth models Abstract 2007-018 A. Fey
F. Redig
2007-017 On Excess-of-Loss Reinsurance Abstract 2007-017 H.-J. Albrecher
J.L. Teugels
2007-016 The M/G/1 queue with quasi-restricted accessibility Abstract 2007-016 O. Boxma
D. Perry
W. Stadje
S. Zacks
2007-015 Tails in Scheduling Abstract 2007-015 O. Boxma
B. Zwart
2007-014 Lévy processes with adaptable exponent Abstract 2007-014 R. Bekker
J. Resing
O. Boxma
2007-013 Large deviations for random walks under subexponentiality: the big-jump domain Abstract 2007-013 D. Denisov
A. Dieker
V. Shneer
2007-012 Minimization of the root of a quadratic functional under a system of affine equality constraints with application in portfolio management Abstract 2007-012 Z. Landsman
2007-011 Scheduling in polling systems Abstract 2007-011 A. Wierman
E. Winands
O. Boxma
2007-010 The Scaling Limit of Senile Reinforced Random Walks Abstract 2007-010 M. Holmes
2007-009 Asymptotic entropy and Green speed for random walks on countable groups Abstract 2007-009 S. Blachčre
P. Haďssinsky
P. Mathieu
2007-008 Queues with delays in two-state strategies and Lévy input Abstract 2007-008 O. Boxma
R. Bekker
O. Kella
2007-007 M/G/∞ polling systems with random visit times Abstract 2007-007 M. Vlasiou
U. Yechiali
2007-006 An expansion for self-interacting random walks Abstract 2007-006 M. Holmes
R. van der Hofstad
2007-005 M/M/∞ Queues in Quasi-Markovian Random Environment Abstract 2007-005 B. D'Auria
2007-004 On lower limits and equivalences for distribution tails of randomly stopped sums Abstract 2007-004 D. Denisov
S. Foss
D. Korshunov
2007-003 A probabilistic approach to Zhang's sandpile model Abstract 2007-003 A. Fey
R. Meester
C. Quant
F. Redig
2007-002 A Random Multiple Access Protocol with Spatial Interactions Abstract 2007-002 V. Shneer
Ch. Bordenave
S. Foss
2007-001 Global and local asymptotics for the busy period of M/G/1 queue Abstract 2007-001 D. Denisov
V. Shneer

2006

Report No. Title Abstract Author(s)
2006-040 Brush Wear Detection by Continuous Wavelet Transform Abstract 2006-040 T. Figarella
M. Jansen
2006-039 Ultrametricity in the Edwards-Anderson model Abstract 2006-039 P. Contucci
C. Giardina
C. Giberti
G. Parisi
C. Vernia
2006-038 Variational Bounds for the Generalized Random Energy Model Abstract 2006-038 C. Giardina
S. Starr
2006-037 Identifying codes in (random) geometric networks Abstract 2006-037 T. Müller
J.-B. Sereni
2006-036 On some martingales for Markov processes Abstract 2006-036 A. Löpker
2006-035 On nonnegative garrote estimator in a linear regression model Abstract
2006-035		 L. Mohammadi
2006-034 Bullet-proof math Abstract 2006-034 L. Mohammadi
and others
2006-033 Weak Coupling Limit of a Polymer pinned at Interfaces Abstract 2006-033 N. Petrelis
2006-032 The Brownian net Abstract 2006-032 R. Sun
J. Swart
2006-031 The renormalization transformation for two-type branching models Abstract 2006-031 R. Sun
D. Dawson
A. Greven
F. den Hollander
J. Swart
2006-030 Minimax estimation of the Wigner function in quantum homodyne tomography with ideal detectors Abstract 2006-030 L. Artiles
M. Guta
2006-029 Phase transitions for the longterm behaviour of interacting diffusions (revised) Abstract 2006-029 F. den Hollander
A. Greven
2006-028 Queues with service speed adaptations Abstract 2006-028 R. Bekker
O. Boxma
J. Resing
2006-027 Stationary remaining service time conditional on queue length Abstract 2006-027 U. Yechiali
K. Sigman
2006-026 The Foreground-Background queue: a survey Abstract 2006-026 A. Wierman
M. Nuyens
2006-025 Analysis of a tandem network model Abstract 2006-025 P. Beekhuizen
D. Denteneer
I. Adan
2006-024 On a queueing model with service interruptions Abstract 2006-024 O. Boxma
M. Mandjes
O. Kella
2006-023 Factorial Designs and Harmonic Analysis on Finite Abelian Groups Abstract 2006-023 P. v.d.Ven
A. Di Bucchianico
2006-022 The influence of Dependence on Data Network Models of Burstiness Abstract 2006-022 B. D'Auria
S. Resnick
2006-021 Senile reinforced random walks Abstract 2006-021 Mark Holmes
A. Sakai
2006-020 Invasion percolation on regular trees Abstract 2006-020 F. den Hollander
O. Angel
J. Goodman
G. Slade
2006-019 Performance Analysis of a Fluid Queue with Random Service Rate in Discrete-Time Abstract 2006-019 O. Boxma
V. Sharma
D. Prasad
2006-018 Pseudo maximum likelihood estimation for differential equations Abstract 2006-018 N. Lalam
Ch. Klaassen
2006-017 Asymptotics for first passage times of Lévy processes and random walks Abstract 2006-017 D. Denisov
V. Shneer
2006-016 Functionals of Brownian bridges arising in the current mismatch Abstract 2006-016 M. Heydenreich
R.v.d.Hofstad
G. Radulov
2006-015 Intermittency on catalysts: symmetric exclusion Abstract 2006-015 F.d.Hollander
J. Gärtner
G. Maillard
2006-014 Delay analysis for the fixed-cycle traffic-light queue Abstract 2006-014 J. v. Leeuwaarden
2006-013 Estimation of the reaction efficiency in Polymerase Chain Reaction Abstract 2006-013 N. Lalam
2006-012 Fluid limits for Processor Sharing queues with impatience Abstract 2006-012 Ch. Gromoll
P. Robert
B. Zwart
2006-011 Sojourn Time Asymptotics in Processor-Sharing Queues Abstract 2006-011 S. Borst
R. Núńez-Queija
B. Zwart
2006-010 How T-Cells use large Deviations to recognize foreign Antigens Abstract 2006-010 F. den Hollander
E. Baake
N. Zint
2006-009 On the distribution of the number of customers in the symmetric M/G/1 queue Abstract 2006-009 D. Denisov
A. Sapozhnikov
2006-008 On queues with service and interarrival times depending on waiting times Abstract 2006-008 M. Vlasiou
O. Boxma
2006-007 Random graph asymptotics on high-dimensional tori Abstract 2006-007 M. Heydenreich
R.v.d.Hofstad
2006-006 Weak convergence of measure-valued processes and r-point functions Abstract 2006-006 M. Holmes
E. Perkins
2006-005 On the 2d Ising Wulff crystal near the critical point Abstract 2006-005 R.J. Messikh
R. Cerf
2006-004 Bounding a Random Environment for Two-dimensional Edge-reinforced Random Walk Abstract 2006-004 F. Merkl
S. Rolles
2006-003 Polymer Pinning at an Interface Abstract 2006-003 N. Petrelis
2006-002 Penalized empirical risk minimalization Abstract 2006-002 L. Mohammadi
2006-001 Minimax and adaptive estimation of the Wigner function in quantum homodyne tomography with noisy data Abstract 2006-001 L. Artiles
C. Butucea
M. Guta

 

Reports 2005

Report No. Title Abstract Author(s)
2005-061 Time-dependent behaviour of an alternating service queue Abstract 2005-061 M. Vlasiou
B. Zwart
2005-060 Optimal estimation of qubit mixed states with local measurements Abstract 2005-060 R. Gill
O. Romero-Isart
E. Bagan
M.Ballester
R. Muńoz-Tapia
2005-059 Optimal Bell tests do not require maximally entangled states Abstract 2005-059 R. Gill
A. Ancín
N. Gisin
2005-058 Optimal full estimation of qubit mixed states Abstract 2005-058 R. Gill
E. Bagan
M. Ballester
A. Monras
R. Muńoz-Tapia
2005-057 Asymptotic information bounds in quantum statistics Abstract 2005-057 R. Gill
2005-056 An Algorithmic and a Geometric Characterization of Coarsening at Random Abstract 2005-056 R. Gill
P. Grünwald
2005-055 Convergence results and sharp estimates for the voter model interfaces Abstract 2005-055 R. Sun
S. Belhsouari
T. Mountford
G. Valle
2005-054 Convergence of Coalescing Nonsimple Random Walks to the Brownian Web Abstract 2005-054 R. Sun
C. Newman
K. Ravishankar
2005-053 Overlap equivalence in the Edwards-Anderson model Abstract 2005-053 C. Giardina
P. Contucci
C. Giberti
C. Vernia
2005-052 Relative entropy and waiting time for continous-time Markov processes Abstract 2005-052 C. Giardina
J.-R. Chazottes
F. Redig
2005-051 A random environment for linearly edge-reinforced walks on infinite graphs Abstract 2005-051 F. Merkl
S. Rolles
2005-050 Localization transition for a copolymer in an emulsion Abstract 2005-050 F. d. Hollander
S. Whittington
2005-049 Asymptotics in empirical risk minimization Abstract 2005-049 L. Mohammadi
S. v.d. Geer
2005-048 Design and Analysis of a Class-aware Recursive Loop Scheduler for Class-based Scheduling Abstract 2005-048 H.P.Tan
R. Rom
M. Sidi
2005-047 Performance Analysis of Wireless Scheduling with ARQ in Fast Fading Channels Abstract 2005-047 H.P.Tan
2005-046 Battery open-circuit voltage estimation by a method of statistical analysis Abstract 2005-046 I. Snihir
W. Rey
E. Verbitskiy
A. Belfadhel-Ayeb
P. Notten
2005-045 Stochastic decomposition of the    M/G/∞ queue in a random environment Abstract 2005-045 B. D'Auria
2005-044
Abstract 2005-044 B. D'Auria
2005-043 Direct Evaluation of Large Deviation Functions Abstract 2005-043 C. Giardina
J. Kurchan
L. Peliti
2005-042 The Ghirlanda-Guerra identities Abstract 2005-042 C. Giardina
P. Contucci
2005-041 Bayesian estimation for quantification by real-time Polymerase Chain Reaction Abstract 2005-041 N. Lalam
Ch. Jacob
2005-040 Bayesian modelling and analysis of spatio-temporal neuronal networks Abstract 2005-040 F. Rigat
M. de Gunst
J. van Pelt
2005-039 On a theorem of Breiman and a class of random difference equations Abstract 2005-039 D. Denisov
B. Zwart
2005-038 Lace expansion for the Ising model Abstract 2005-038 A. Sakai
2005-037 A Lévy Process Reflected at a Poisson Age Process Abstract 2005-037 O.Boxma
O.Kella
M.Mandjes
2005-036 The survival probalility for critical spread-out oriented percolation above 4 + 1 dimensions. II. Expansion Abstract 2005-036 F.den Hollander
R.v.d.Hofstad
G. Slade
2005-035 The survival probability for critical spread-out oriented percolation above 4 + 1 dimensions. I. Induction Abstract 2005-035 F.den Hollander
R.v.d.Hofstad
G. Slade
2005-034 Local asymptotics for the cycle maximum of a heavy-tailed random walk Abstract 2005-034 D. Denisov
S. Shneer
2005-033 A Markovian Growth-Collapse Model Abstract 2005-033 O. Boxma
D. Perry
W. Stadje
S. Zacks
2005-032 Exact solution to a Lindley-type equation on a bounded support Abstract 2005-032 M. Vlasiou
I. Adan
2005-031 Organized versus self-organized criticality in the abelian sandpile model Abstract 2005-031 A. Fey
F. Redig
2005-030 Ordinal Coding of Image Microstructure Abstract 2005-030 A. Koloydenko
D. Geman
2005-029 Adjusted Viterbi training for hidden Markov models Abstract 2005-029 A. Koloydenko
J. Lember
2005-028 Data Network Models of Burstiness Abstract 2005-028 B. D'Auria
S. Resnick
2005-027 Symmetry Studies (Lecture Notes) Abstract 2005-027 M. Viana
2005-026 Heavy traffic limit for a processor sharing queue with soft deadlines Abstract 2005-026 Ch. Gromoll
L. Kruk
2005-025 Renormalization of interacting diffusions: a program and four examples Abstract 2005-025 F. den Hollander
2005-024 Heavy tailed analysis Abstract 2005-024 S. Resnick
2005-023 Annealed asymptotics for the parabolic Anderson model with a moving catalyst Abstract 2005-023 M. Heydenreich
J. Gärtner
2005-022 Output Analysis of Multiclass Fluid Models with Static Priorities Abstract 2005-022 E. Tzenova
I. Adan
V. Kulkarni
2005-021 The G/M/1 Queue revisited Abstract 2005-021 I. Adan
O. Boxma
D. Perry
2005-020 Testing the irreversibility of a Gibbsian process via hitting and return times Abstract 2005-020 F. Redig
J.-R. Chazottes
2005-019 Deviation inequalities via coupling for stochastic processes and random belts Abstract 2005-019 F. Redig
J.-R. Chazottes
P. Collet
C. Külske
2005-018 Infinite volume limits of high-dimensional sandpile models Abstract 2005-018 F. Redig
A. Jarai
2005-017 On the equivalence of three estimators for dispersion effects in unreplicated two-level factorial designs Abstract 2005-017 P.v.d.Ven
2005-016 A Two-Fluid Flow Model Abstract 2005-016 E. Tzenova
I. Adan
V. Kulkarni
2005-015 A non-increasing Lindley-type equation Abstract 2005-015 M. Vlasiou
2005-014 Empirical Bayesian Test of the Smoothness Abstract 2005-014 F. Enikeeva
E. Belitser
2005-013 On Approximate Pattern Matching for a Class of Gibbs Random Fields Abstract 2005-013 E. Verbitskiy
J.-R. Chazottes
F. Redig
2005-012 On the Variational Principle for Generalized Gibbs Measures Abstract 2005-012 E. Verbitskiy
A. van Enter
2005-011 Random graphs with arbitrary i.i.d. degrees Abstract 2005-011 D. Znamenski
R.v.d.Hofstad
G. Hooghiemstra
2005-010 Distances in random graphs with finite mean and infinite variance degrees Abstract 2005-010 D. Znamenski
R.v.d.Hofstad
G. Hooghiemstra
2005-009 Comparing downside risk measures for heavy tailed distributions Abstract 2005-009 M.Sarma
J.Danielsson
B. Jorgensen
C. de Vries
2005-008 Comparing risk measures Abstract 2005-008 M.Sarma
J.Danielsson
B. Jorgensen
C. de Vries
2005-007 Random walk in random scenery:
A survey of some recent results		 Abstract 2005-007 F. den Hollander
J. Steif
2005-006 Sub-additivity re-examined: the case for Value-at-Risk Abstract 2005-006 M.Sarma
J.Danielsson
B. Jorgensen
C. de Vries
2005-005 On the discounted penalty function in a Markov-dependent risk model Abstract 2005-005 H.-J. Albrecher
O. Boxma
2005-004 Fourier law in a momentum-conserving chain Abstract 2005-004 C. Giardinŕ
J. Kurchan
2005-003 Characterisation of the tail behaviour of financial returns: studies from India Abstract 2005-003 M. Sarma
2005-002 Phase transitions for the long-time behaviour of interacting diffusions Abstract 2005-002 F. den Hollander
A. Greven
2005-001 An exact penalty method for smooth equality constrained optimization with application to maximum likelihood estimation Abstract 2005-001 W. Bergsma
T. Rapcsák
2005-000 Adjusted Viterbi Training. A proof of concept. Abstract 2005-000 A. Koloidenko
J. Lember

 

REPORTS 2004

Report No. Titel Abstract Author(s)
2004-049 Decoding aggregated profiles using dynamic calibration of machine vibration data Abstract 2004-049 W. Bergsma
V. Kulikov
2004-048 Testing Conditional Independence for Continuous Random Variables Abstract 2004-048 W. Bergsma
2004-047 Risk measures for a combination of quota-share and drop down excess-of-loss reinsurance treaties Abstract 2004-047 S. Ladoucette
J. Teugels
2004-046 Random Dynamics in Spatially Extended Systems Abstract 2004-046 F. den Hollander
2004-045 Joint queue length distribution of multi-class, single-server queues with preemptive priorities Abstract 2004-045 A. Sleptchenko
I. Adan
G. van Houtum
2004-044 Construction of a specification from its singleton part Abstract 2004-044 G. Maillard
R. Fernandez
2004-043 A Note on Edwards' Hypothesis for Zero-Temperature Ising Dynamics Abstract 2004-043 F. Camia
2004-042 Asymptotic Analysis of Measures of Variation Abstract 2004-042 H.Albrecher
J. Teugels
2004-041 Loss without recovery of Gibbsianness during diffusion of continuous spins Abstract 2004-041 Ch. Külske
F. Redig
2004-040 On the Ising model with random boundary condition Abstract 2004-040 K. Netocny
A. van Enter
H. Schaap
2004-039 Relaxation Time for the Discrete D/G/1 Queue Abstract 2004-039 J.v.Leeuwaarden
A. Janssen
2004-038 Distances in random graphs with infinite mean degrees Abstract 2004-038 D. Znamenski
R. v.d.Hofstad
G. Hooghiemstra
2004-037 Bad Configurations for Random Walk in Random Scenery and Related Subshifts Abstract 2004-037 F. den Hollander
J.E. Steif
P.v.d.Wal
2004-036 Tail asymptotics for exponential functionals of Levy processes Abstract 2004-036 K. Maulik
B. Zwart
2004-035 The behavior of the NPMLE of a decreasing density near the boundaries of the support Abstract 2004-035 V. Kulikov
H. Lopuhaä
2004-034 Weighted Approximations of Tail Copula Processes with Applications to Testing the Multivariate Extreme Value Condition Abstract 2004-034 J. Einmahl
L. de Haan
D. Li
2004-033 An alternating service problem Abstract 2004-033 M. Vlasiou
I. Adan
2004-032 Some Time-Dependent Properties of Symmetric M/G/1 Queues Abstract 2004-032 B. Zwart
O. Kella
O. Boxma
2004-031 Chains and specifications Abstract 2004-031 G. Maillard
R. Fernandez
2004-030 A new kind of switching process: the periodic switching process Abstract 2004-030 S. Ladoucette
J. Collet
2004-029 Asymptotic normality of the Lk-error of the Grenander estimator Abstract 2004-029 V. Kulikov
H. Lopuhaä
2004-028 Testing for a monotone density using Lk-distances between the empirical distribution function and its concave majorant Abstract 2004-028 V. Kulikov
H. Lopuhaä
2004-027 The limit process of the difference between the empirical distribution function and its concave majorant Abstract 2004-027 V. Kulikov
H. Lopuhaä
2004-026 A Lindley-type equation arising from a carousel problem Abstract 2004-026 M. Vlasiou
I. Adan
J. Wessels
2004-025 Reinsurance of large claims Abstract 2004-025 S. Ladoucette
J. Teugels
2004-024 An invitation to quantum tomography II Abstract 2004-024 L.M.Artiles
R. Gill
M.Guta
2004-023 Multi-layered Round Robin Routing for Parallel Servers Abstract 2004-023 D.Down
R.Wu
2004-022 How non-Gibbsianness helps a metastable Morita minimizer to provide a stable free energy Abstract 2004-022 Ch. Külske
2004-021 Sharp asymptotics for Kawasaki dynamics on a finite box with open boundary Abstract 2004-021 F. den Hollander
A. Bovier
F. Nardi
2004-020 Large deviations for quantum spin systems Abstract 2004-020 K. Netocny
F. Redig
2004-019 Intermittency in a catalytic random medium Abstract 2004-019 F. den Hollander
J. Gärtner
2004-018 Measuring Financial Contagion: A Copula Approach Abstract 2004-018 J.-C. Rodriguez
2004-017 Adaptive minimax estimation of a fractional derivative Abstract 2004-017 F. Enikeeva
2004-016 Fundamentals and Joint Currency Crises Abstract 2004-016 P.Hartmann
S. Straetmans
C. de Vries
2004-015 The Simple Economics of Bank Fragility Abstract 2004-015 C. de Vries
2004-014 Downside Risk Portfolio Diversification Effects Abstract 2004-014 N. Hyung
C. de Vries
2004-013 Portfolio Selection with Heavy Tails Abstract 2004-013 N. Hyung
C. de Vries
2004-012 Symmetric Measures via Moments Abstract 2004-012 A. Koloydenko
2004-011 Exponential Behavior in the Presence of Dependence in Risk Theory Abstract 2004-011 H-J Albrecher
J. Teugels
2004-010 Scaling Limit and Critical Exponents for Two-Dimensional Bootstrap Percolation Abstract 2004-010 F. Camia
2004-009 A Particular Bit of Universality: Scaling Limits of Some Dependent Percolation Models Abstract 2004-009 F. Camia
Ch. Newman
V. Sidoravicius
2004-008 Spin glasses: a mystery about to be solved Abstract 2004-008 F.den Hollander
F. Toninelli
2004-007 Metastability under stochastic dynamics Abstract 2004-007 F. den Hollander
 
2004-006 A tandem queue with coupled processors: computational issues Abstract 2004-006 J.v.Leeuwaarden
J. Resing
2004-005 Analytic computation schemes for the discrete-time bulk service queue Abstract 2004-005 J.v.Leeuwaarden
A. Janssen
2004-004 Fractal Percolation and Set-valued Substitutions Abstract 2004-004 P. van der Wal
2004-003 Replica bounds for diluted non-Poissonian spin systems Abstract 2004-003 F. Toninelli
S. Franz
M. Leone
2004-002 Gibbs under stochastic dynamics? Abstract 2004-002 F. den Hollander
2004-001 Critical points for spread-out self-avoiding walk, percolation and the contact process above the upper critical dimensions Abstract 2004-001 R. v.d.Hofstad
A. Sakai

 

Reports 2003

2003-044 The KAC limit for finite-range spin glasses Abstract 2003-044 S. Franz
F. Toninelli
2003-043 Brownian survival among Poissonian traps with random shapes at critical intensity Abstract 2003-043 M.v.d. Berg
E. Bolthausen
F. den Hollander
2003-042 Bell's inequality and the coincidence-time loophole Abstract 2003-042 J-A Larssons
R. Gill
2003-041 Occurrence, repetition and matching of patterns in the low temperature Ising model Abstract 2003-041 J.Chazottes
F. Redig
2003-040 Limit theorem for maximum of the storage process with fractional Brownian motion as input Abstract 2003-040 J. Hüsler
V. Piterbarg
2003-039 Mean-field behavior for the survival probability and the percolation point-to-surface connectivity Abstract 2003-039 A. Sakai
2003-038 On/Off Storage Systems with State Dependent Input, Output and Switching Rates Abstract 2003-038 O. Boxma
H. Kaspi
O. Kella
D. Perry
2003-037 Throughput analysis of two carousels Abstract 2003-037 M.Vlasiou
I. Adan
O. Boxma
J. Wessels
2003-036 Continuum Nonsimple Loops and 2D Critical Percolation Abstract 2003-036 F. Camia
Ch. Newman
2003-035 The Infinite Volume Limit of Dissipative Abelian Sandpiles Abstract 2003-035 C. Maes
F. Redig
E. Saada
2003-034 Exponential distribution for the occurrence of rare patterns in Gibbsian random fields Abstract 2003-034 M. Abadia
J.-R. Chazottes
F. Redig
E. Verbitskiy
2003-033 Search for Haplotype-Interactions That Influence Susceptibility to Type 1 Diabetes Using Unphased Genotype Data Abstract 2003-033 J. Zhang
F. Liang
W. Dassen
P. Doevendans
M. de Gunst
2003-032 (Weak) Bernoullicity of Random Walk in Exponentially Mixing Random Environment Abstract 2003-032 P. v.d.Wal
2003-031 Time, Finite Statistics, and Bell's Fifth Position Abstract 2003-031 R. Gill
2003-030 Stochastic Schrödinger equations Abstract 2003-030 L. Bouten
M. Guta
H. Maassen
2003-029 The statistical strength of nonlocality proofs Abstract 2003-029 W. v. Dam
R. Gill
P.Grünwald
2003-028 On an Argument of David Deutsch Abstract 2003-028 R. Gill
2003-027 The Chaotic Chameleon Abstract 2003-027 R. Gill
2003-026 A discrete-time queueing model with periodically scheduled arrival and departure slots Abstract 2003-026 J. van Leeuwaarden
D. Denteneer
J. Resing
2003-025 Some comments on the connection between disordered long range spin glass models and their mean field version Abstract 2003-025 F .Toninelli
F. Guerra
2003-024 The high temperature region of the Viana-Bray diluted spin glass model Abstract 2003-024 F. Toninelli
F. Guerra
2003-023 A ruin model with dependence between claim sizes and claim intervals Abstract 2003-023 H. Albrecher
O. Boxma
2003-022 Gaussian scaling for the critical spread-out contact process above the upper critical dimension Abstract 2003-022 R. v.d. Hofstad
A. Sakai
2003-021 High-dimensional graphical networks of self-avoiding walks Abstract 2003-021 M. Holmes
A. Jarai
A. Sakai
G. Slade
2003-020 Characterizations and Examples of Hidden Regular Variation Abstract 2003-020 K. Maulik
S. Resnick
2003-019b Local Linear estimation of a smooth distribution based on censored data Abstract 2003-19b Liang Peng
Shan Sun
2003-019a Hazard function estimation by local smoothing techniques Abstract 2003-19a Ming-Yen Cheng
Liang Peng
Shan Sun
2003-018 A Discrete Queue, Fourier Sampling on Szegö Curves, and Spitzer Formulas Abstract 2003-018 J.v.Leeuwaarden
A. Janssen
2003-017 Moment series inequalities for the discrete-time bulk service queue Abstract 2003-017 J.v. Leeuwaarden
D. Denteneer
A. Janssen
2003-016 Multi-class, multi-server queues with non-preemptive priorities Abstract 2003-016 A. Sleptchenko
2003-015 On the power for Linkage Detection Using Tests Based on Scan Statistics Abstract 2003-015 S. Hernandez
D.O. Siegmund
2003-014 A generalization of Lehmann's Theorem on the comparison of uniform location experiments Abstract 2003-014 H. Weisshaupt
2003-013 A characterization of parallellepipeds related to weak derivatives Abstract 2003-013 H. Weisshaupt
2003-012 Copulas in QTL Mapping Abstract 2003-012 B. Basrak
C. Klaassen
M.Beekman
N. Martin
D. Boomsma
2003-011 Diffusion of a heteropolymer in a multi-interface medium Abstract 2003-011 F. den Hollander
M.V. Wüthrich
2003-010 Random subgraphs of finite graphs: III. The phase transition for the n-cube Abstract 2003-010 C. Borgs
J.T. Chayes
R. v.d. Hofstad
G. Slade
J. Spencer
2003-009 Random subgraphs of finite graphs: II. The ace expansion and the triangle condition Abstract 2003-009 C Borgs
J.T. Chayes
R. v.d. Hofstad
G. Slade
J. Spencer
2003-008 Random subgraphs of finite graphs: I. The scaling window under the triangle condition Abstract
2003-008		 C. Borgs
J.T. Chayes
R. v.d. Hofstad
G. Slade
J. Spencer
2003-007 Diffusion in an annihilating environment Abstract 2003-007 J. Gärtner
F. den Hollander
S.A. Molchanov
2003-006 Reinsurance Actuarial Aspects Abstract 2003-006 J. Teugels
2003-005 An invitation to quantum tomography Abstract 2003-005 R. Gill
M. Guta
2003-004 Weak Bernoullicity of Random Walk in Random Scenery Abstract 2003-004 F. den Hollander
M.S. Keane
J. Serafin
J.E. Steif
2003-003 Random walks on FKG-horizontally oriented lattices Abstract 2003-003 N. Guillotin-Plantard
A. Le Ny
2003-002 Waiting time asymptotics in the single server queue with service in random order Abstract
2003-002		 O.J. Boxma
S.G. Foss
J.-M. Lasgouttes
R. Núńez Queija
2003-001 Derivatives of Markov kernels and their Jordan decomposition Abstract
2003-001		 B. Heidergott
A. Hordijk
H. Weisshaupt

Reports 2002

No. Titel Abstract Author(s)
2002-044 Dynamic admission control in a call center with one shared and two dedicated service facilities Abstract
2002-044		 E.L. Ormeci
2002-043 The Self-similar and Multifractal Nature of a Network Traffic Model Abstract
2002-043		 K.Maulik
S. Resnick
2002-042 Reconstructing a piece of 2-color scenery Abstract
2002-042		 J. Lember
H. Matzinger
2002-041 Modeling diapause termination of Rhipicephalus appendiculatus using statistical tools to detect sudden behavioral changes and time dependencies Abstract
2002-041		 N. Speybroeck
P.J. Lindsey
M. Billiouw
M. Madder
J.K. Lindsey
D.L. Berkvens
2002-040 Multivariate distributions with correlation matrices for nonlinear repeated measurements Abstract
2002-040		 J.K. Lindsey
P.J. Lindsey
2002-039 Analysis of a longitudinal ordinal response clinical trial using dynamic models Abstract
2002-039		 P.J. Lindsey
J. Kaufmann
2002-038 On one-complemented subspaces of Minkowski spaces with smooth Riesz norms Abstract
2002-038		 B. Lemmens
O. van Gaans
2002-037

On the Minimal Travel Time Needed to Collect n Items on a Circle

 Abstract
2002-037		 N. Litvak
W.R. van Zwet
2002-036 Extreme Events: Dealing With Dependence Abstract
2002-036		 J. Segers
 
2002-035 Variational principle for generalized Gibbs measures Abstract
2002-035		 C. Külske
A. Le Ny
F. Redig
2002-034 Generalized Pickands Estimators for the Extreme Value Index Abstract
2002-034		 J. Segers
2002-033 Periods of order-preserving nonexpansive maps on strictly convex normed spaces Abstract
2002-033		 B. Lemmens
O. van Gaans
2002-032 Variational principle and almost quasilocality for renormalized measures Abstract
2002-032		 R. Fernandez
A. Le Ny
F. Redig
2002-031 Large deviation principle at fixed time in Glauber evolutions Abstract
2002-031		 A. Le Ny
F. Redig
2002-030 Modelling Excesses Over High Tresholds by Perturbed Generalized Pareto Distributions  Abstract
2002-030 		 J. Beirlant
E. Joossens
J. Segers
2002-029 On minimizing sequences for K centers Abstract
2002-029		 J. Lember
2002-028 Importance sampling simulation for a germ-grain model Abstract
2002-028		 Z. Palmowski
2002-027 Measure-Valued Differentiation for Stationary Markov Chains Abstract
2002-027		 B. Heidergott
A. Hordijk
H. Weisshaupt
2002-026 Adaptive minimal regression on the interval Abstract
2002-026		 L. Artiles Martinez
B. Levit
2002-025 Automatic declustering of extreme values via an estimator for the extremal index Abstract
2002-025		 C. Ferro
J. Segers
2002-024 Cyclic queueing Networks with Subexponential Service Times Abstract
2002-024		 H. Ayhan
Z. Palmowski
S. Schlegel
2002-023 On the integral of the workload process of the single server queue Abstract
2002-023		 A. Borovkov
O. Boxma
Z. Palmowski
2002-022 Adaptive regression on the real line in classes of smooth functions Abstract
2002-022		 L. Artiles Martinez
B. Levit
2002-021 A characterization of the periods of periodic points of 1-norm nonexpansive maps Abstract
2002-021		 B. Lemmens
M. Scheutzow
2002-020 Asymptotic normality of extreme value estimators on C[0,1] Abstract
2002-020		 J. Einmahl
T. Lin
2002-019 VaR stress tests for highly non-linear portfolios Abstract
2002-019		 J. Einmahl
W. Foppen
O. Laseroms
C. de Vries
2002-018 Consumption, the persistence of shocks and Asset Pricing Puzzles Abstract
2002-018		 J. Rodriguez
2002-017 LeCam's randomization criterion in the setting of locally convex spaces without lattice structure Abstract
2002-017		 H. Weisshaupt
2002-016 Insuring against the shortfall risk associated with real options Abstract
2002-016		 H. Weisshaupt
2002-015 Extracting information from trading volume Abstract
2002-015		 D. Dupont
2002-014 A localization test for observations Abstract
2002-014		 J. Lember
H. Matzinger
2002-013 Large deviations for the one-dimensional Edwards Model Abstract
2002-013		 R. van der Hofstad
F. den Hollander
W. König
2002-012 Weak interaction limits for one-dimensional random polymers Abstract
2002-012		 R. van der Hofstad
F. den Hollander
W. König
2002-011 Large Deviations and a Fluctuation Symmetry for Chaotic Homeomorphisms Abstract
2002-011		 C. Maes
E. Verbitskiy
2002-010 Reconstructing a random scenery in polynomial time Abstract
2002-010		 H. Matzinger
S. Rolles
2002-009 Reconstructing a random scenery observed with random errors along a random walk path Abstract
2002-009		 H. Matzinger
S. Rolles
2002-008 How edge-reinforced random walk arises naturally Abstract
2002-008		 S. Rolles
2002-007 Uniqueness/nonuniqueness for nonnegative solutions of certain second order semilinear parabolic equations  Abstract
2002-007		 J. Engländer
R. G. Pinsky
2002-006 Droplet growth for three-dimensional Kawasaki dynamics Abstract
2002-006		 F. den Hollander
F.R. Nardi
E. Olivieri
E. Scoppola
2002-005 Significance Analysis of Microarrays using Rank Scores Abstract
2002-005		 M. van der Wiel
2002-004 The Meixner Process: Theory and Applications in Finance Abstract
2002-004		 W. Schoutens
2002-003 Periodic points of nonexpansive maps: a survey Abstract
2002-003		 B. Lemmens
2002-002 A tandem queue with a gate mechanism Abstract
2002-002		 Z. Palmowski
S. Schlegel
O.J. Boxma
2002-001 Short time conservation of Gibbsianness under local stochastic evolutions Abstract
2002-001		 A. Le Ny
F. Redig

 

Reports 2001

No. Titel Abstract Author(s)
2001-037 Some models for contention resolution in cable networks
 		 Abstract O.J. Boxma
D. Denteneer
J. Resing
2001-036 Cross sectional efficient estimation of stochastic volatility short rate models
 		 Abstract D. Danilov
P.K. Mandal`
2001-035 Construction of the incipient infinite cluster for spread-out oriented percolation above 4+1 dimensions
 		 Abstract R. van der Hofstad
F. den Hollander
G. Slade
2001-034 On the volume of the intersection of two Wiener sausages
 		 Abstract M. van den Berg
E. Bolthausen
F. den Hollander
2001-033 The Endowment Effect, Status Quo Bias and Loss Aversion: Rational Alternative Explanation
 		 Abstract D.Y. Dupont
G.S. Lee
2001-032 Accardi contra Bell (cum mundi): The Impossible Coupling
 		 Abstract R.D. Gill
2001-031 Markov branching diffusions: martingales, Girsanov type theorems and applications to the long term behaviour
 		 Abstract J. Engländer
A.E. Kyprianou
2001-030 Reconstructing a Multicolor Random Scenery seen along a Random Walk Path with Bounded Jumps
 		 Abstract  M. Löwe 
H. Matzinger
F. Merkl
2001-029 Two-Queue Polling Models with a Patient Server
 		 Abstract O.J. Boxma
S. Schlegel
U. Yechiali
2001-028 Periods of periodic points of 1-norm non-expansive maps
 		 Abstract B. Lemmens
2001-027 On large deviation probabilities for random walks with heavy tails
 		 Abstract A.A. Borovkov
O.J. Boxma
2001-026 On Haplotype Reconstruction for Diploid Populations
 		 Abstract J. Zhang
M. Vingron
M.R. Hoehe
2001-025 Routing in Queues with delayed information
 		 Abstract N. Litvak
2001-024 On Quantum Statistical Inference
 		 Abstract O.E. Barndorff-Nielsen
R.D. Gill
P.E. Jupp
2001-023 Causal Inference for Complex Longitudinal Data: the continuous case
 		 Abstract R.D. Gill
J.M. Robins
2001-022 Teleportation into Quantum Statistics
 		 Abstract R.D. Gill
2001-021 Asset market linkages in crisis periods
 		 Abstract P. Hartmann
S. Straetmans
C.G. de Vries
2001-019 Optimal Portfolio Allocation Under a Probabilistic Risk Constraint and the Incentives for Financial Innovation
 		 Abstract J. Danielsson
B.N. Jorgensen
C.G. de Vries
X. Yang
2001-018 Shannon-MacMillan theorems for random fields along curves and lower bounds for surface-order large deviations
 		 Abstract J. Brettschneider
2001-017 Mixing properties for a class of skew products and uniform convergence in ergodic theorems
 		 Abstract J. Brettschneider
2001-016 On a class of order pick strategies in paternosters
 		 Abstract N. Litvak
I. Adan
2001-015 Convergence of the stochastic mesh estimator for pricing American options
 		 Abstract A.N. Avramidis
H. Matzinger
2001-014 Tail dependence in independence
 		 Abstract G. Draisma
H. Drees
A. Ferreira
L. de Haan
2001-013 Extracting risk-neutral probability distributions from option prices using trading volume as a filter
 		 Abstract D. Dupont
2001-012 On Trimmed Polya Algorithm
 		 Abstract J. Lember
2001-011 Analysis of Information Content for Biological Sequences
 		 Abstract J. Zhang
2001-010 Strong Entropy Concentration, Coding, Game Theory and Randomness
 		 Abstract P. Grünwald
2001-009 Possible loss and recovery of Gibbsianness during the stochastic evolution of Gibbs measures
 		   A.C.D. van Enter
R. Fernández
F. den Hollander
F. Redig
2001-008

 

 Moderate Deviations for Longest Increasing Subsequences: The Lower Tail
 		 Abstract M. Loewe
F. Merkl
S. Rolles
2001-007 On the variational principle for the topological entropy of certain non-compact sets   F. Takens
E. Verbitski
2001-006 Hedging Barrier Options: Current Methods and Alternatives   D. Dupont
2001-005 Stochastic Taylor Expansions for Poisson Processes and Applications towards Risk Management   W. Schoutens
M. Studer
2001-004 Renyi entropies of aperiodic dynamical systems   F. Takens
E. Verbitskiy
2001-003 Continuous time vertex-reinforced jump processes
 		  B. Davis
S. Volkov
2001-002 Meixner Processes in Finance
 		 Abstract W. Schoutens
2001-001 Understanding aliasing using Groebner bases   G. Pistone
E. Riccomagno
H.P. Wynn
2001-001 Replications with Groebner bases   A.M. Cohen
A. Di Bucchianico
E. Riccomagno

 

Reports 2000
No. Titel Abstract Authors
2000-046 Sieve Empirical Likelihood Ratio Tests for Nonparametric Functions    J. Fan
J. Zhang
2000-045 Moderate Deviations for Longest Increasing Subsequences: The Upper Tail   F. Merkl
M. Loewe
2000-044 Multilevel Clustering of Extremes   S. Novak
2000-043 Asymptotics for Random Walks with Dependent Heavy-Tailed Increments   S. Schlegel
D. Korshunov
V. Schmidt
2000-042 On accuracy of multivariate compound Poisson approximation   S. Novak
2000-041 Computational Commutative Algebra in Discrete Statistics   E. Riccomagno
H. Wynn
G. Pistone
2000-040 Estimation of the volatility component in two-factor stochastic volatility short rate models   D. Danilov
P. Mandal
2000-039 Some Peculiarities of Exponential Random Variables   N. Litvak
2000-038 A Note on an M/G/1 Queue with a Waiting Server, Timer and Vacations   O.J. Boxma
S. Schlegel
U. Yechiali
2000-037 A Probabilistic (max, +) Approach for Determining Railway Infrastructure Capacity   A.F. de Kort
B. Heidergott
H. Ayhan
2000-036 A Characterization of Multivariate Regular Variation   B. Basrak
R.A. Davis
T. Mikosch
2000-035 Recurrence and Transience Criteria for Directed-edge-reinforced Random Walk and Random Walk in Random Environment on Some Tube-like Graphs   M.S. Keane
S.W.W. Rolles
2000-034 Tail probabilities for a risk process with subexponential jumps in a regenerative and diffusion environment   Z. Palmowski
2000-033 Measure Valued Differentiation for Stochastic Processes: The Finite Horizon Case   B. Heidergott
F.J. Vazquez-Abad
2000-032 BSDE's Clark-Ocone Formula, and Feynman-Kac Formula for Levy Processes   D. Nualart
W. Schoutens
2000-031 Testing the Shape of a Regression Curve   C.A.T. Diack
2000-030 Model Checks for Regression under a-mixing   C.A.T. Diack
2000-029 Importance Sampling Techniques for the Multidimensional Ruin Problem and General First Passage Problem   J.F. Collamore
2000-028 Rekonstruktion zufaelliger Landschaften   M. Loewe
2000-027 On double extremes of Gaussian stationary processes   A. Ladneva
V. Piterbarg
2000-026 Some Extensions of Tukey's Depth Function   J. Zhang
2000-025  Local Polynomial Fitting Based on Empirical Likelihood   J. Zhang
A. Liu
2000-024 Estimates for the Distribution of Sums and Maxima of Sums of Random Variables without the Cramer condition   A.A. Borovkov
2000-023 An Intermittent Fluid System with Exponential On Times and Semi-Markov Input Rates   O. Boxma
O. Kella
D. Perry
2000-022 Survival asymptotics for branching Brownian motion in a Poissonian trap field   J. Englaender
F. den Hollander
2000-021 Fluctuations of the Free Energy in the Rem and the P-spin SK models   A. Bovier
I. Kurkova
M. Loewe
2000-020 Annealed Survival Asymptotics for Brownian Motion in a Scaled Poissonian Potential   F. Merkl
M.V. Wuethrich
2000-019 Relative entropy in a variational study of branching random walk in random environment   F. den Hollander
2000-018 Tension Percolation   R. Connelly
K. Rybnikov
S. Volkov
2000-017 The Behavior of Fund Managers with Benchmarks   M. Stutzer
2000-016 The Travel Time in Carousel Systems under the Nearest Item Heuristic   N. Litvak
I. Adan
2000-015 The M/M/1 queue in a heavy-tailed random environment   O.J. Boxma
I.A. Kurkova
2000-014 Wavelet-Based Estimation for Seasonal Long-Memory Processes   B. Whitcher
2000-013 Differential Algebra Methods for the Study of the Structural Identifiability of Biological Rational Polynomial Models   M.J. Chappell
G. Margaria
E. Riccomagno
H.P. Wynn
2000-012 Tail Probabilities of Subadditive Functionals Acting on Lévy Processes   M. Braverman
T. Mikosch
G. Samorodnitsky
2000-011 Small nonparametric tolerance regions   A. Di Bucchianico
J.H.J. Einmahl
N.A. Mushkudiani
2000-010 Order Picking in Carousel Systems under the Nearest  Item Heuristic   N. Litvak
I. Adan
J. Wessels
W.H.M. Zijm
2000-009 Optimal Asymptotic Estimation of Small Exceedance Probabibilities   A. Ferreira
2000-008 Infinite Volume Asymptotics of the Ground State Energy in a Scaled Poissonian Potential   F. Merkl,
M. Wuethrich
2000-007 Groebner basis methods for structuring and analysing complex industrial experiments   G. Pistone
E. Riccomagno
H.P. Wynn
2000-006 Krawtchouk Polynomials and Iterated Stochastic Integration   N. Privault
W. Schoutens
2000-005 A scaling limit theorem for a class of superdiffusions   J. Englaender 
D. Turaev
2000-004 Cumulative Sum Control Charts for Covariance Matrix   L.K. Chan
J. Zhang
2000-003 Reconstructing a 2-color Scenery by Observing it along a Simple Random Walk Path   H. Matzinger
2000-002 Reconstructing a 2-color Scenery in Polynomial Time by Observing it along a Simple Random Walk Path with Holding   H. Matzinger
2000-001 Convolutions of Heavy Tailed Random Variables and Applications to Portfolio Diversification and MA(1) Time Series   J. Geluk
L. Peng
C. de Vries

 

Reports 1999

No. Titel Abstract Authors
99-061 Taylor Series Expansions for the Lyapunov Exponent of Stochastic (Max,+)-linear Systems   B. Heidergott
99-060 Right Order Spectral Gap Estimates For Generating Sets of Z4   M. Loewe
C. Meise
99-059 The Nearest Item Heuristic for Carousel Systems   N. Litvak
I. Adan 
J. Wessels
W.H.M. Zijm
99-058 A load-balanced network with two servers I.A. Kurkova
99-057 The M/G/1 queue with two service speeds   O.J. Boxma
I.A. Kurkova
99-056 Workhshop on Grostat S. Di Bucchianico
99-055 Phase Transition of the Principal Dirichlet Eigenvalue in a Scaled Poissonian Potential   F. Merkl
M. Wuethrich
99-054 Second Order Tail Effects C.G. de Vries
99-053 Nucleation in fluids: some rigorous results   F. den Hollander, 
E. Olivieri
E. Scoppola
99-052 Admission Policies for a Two Class Loss System with Batch Arrivals   L. Ormeci
99-051 Admission Policies for a Two Class Loss System with Random Rewards   L. Ormeci
99-050 Admission Policies for a Two Class Loss System L. Ormeci
99-049 Lectures on Probability Theory, Dynamical Systems and Fractal Geometry   M. Denker
99-048 Group Extensions of Gibbs-Markov Maps   J. Aaronson
M. Denker
99-047 On Exact Group Extensions   J. Aaronson
M. Denker
99-046 The residues modulo m of Products of Random Integers   Y. Baryshnikov
99-045 Counting Intervals in the Packing Process Y. Baryshnikov
99-044 Report on the Workshop Stochastic Models from Statistical Physics (April)    
99-043 Inference on heavy tails from dependent data S.Y. Novak
99-042 Adaptive estimators for the endpoint and high quantiles of a probability distribution   A. Ferreira
L. de Haan
L. Peng
99-041 Orthogonal Polynomials in Stein's Method W. Schoutens
99-040 Compound Poisson approximation for the distribution of extremes   A.D. Barbour
S.Y. Novak,
A. Xia
99-039 The sample autocorrelations of financial time series models   R.A. Davis
T. Mikosch
99-038 The Fan of an Experimental Design   M. Caboara
G. Pistone, 
E. Riccomagno
H.P. Wynn
99-037 Simulating Gaussian Stationary Processes with Unbounded Spectra   B. Whitcher
99-036 Sequential Selection of an Increasing Sequence Y. Baryshnikov
99-035 Supporting points processes Y. Baryshnikov
99-034 On Small Carnot-Caratheodory spheres Y. Baryshnikov
99-033 GUEs and Queues Y. Baryshnikov
99-032 Reconstruction of Sceneries with Correlated Colors   M. Loewe
H. Matzinger
99-031 Measures of Deviation for Nonparametric Tests of Regression   C.A.T. Diack
99-030 Analyticity of Transient (Max, +)-linear Stochastic Systems   B. Heidergott
99-029 Bayes Formula for Optimal Filter with n-ple Markov Gaussian Errors   P.K. Mandal
V. Mandrekar
99-028 A Bayes Formula for Gaussian Noise Processes and Its Applications   P.K. Mandal
V. Mandrekar
99-027 Effects of Different Priority Policies on the Capacity Design for Multiclass Queues   E.L. Ormeci
99-026 Sieve likelihood ratio statistics and Wilks phenomenon   J. Fan
C. Zhang, 
J. Zhang
99-025 Metastability and nucleation for conservative dynamics   F. den Hollander,
E. Olivieri
E. Scoppola
99-024 Report on workshop Ergodic Theory  
99-023 Workshop NonLineair Models in Finance  
99-022 Tandem fluid queues fed by homogeneous on-off sources   S. Aalto
W. Scheinhardt
99-021 Optimal control of batch service queues with finite service capacity and linear holding costs   S. Aalto
99-020 Run lengths of Control Charts for Correlated Output of Feedback Processes   J. van Zante-de Fokkert
A. Di Bucchianico
Th.M.J. Wijnen
J. Praagman
99-019 Functional Limit Laws for the Increments of Kaplan Meier Product-Limit Processes and Applications   P. Deheuvels
J. Einmahl
99-018 Scenery Reconstruction in Two Dimensions with many Colors   H. Matzinger
M. Loewe
99-017 On the Mode of the Unknown Probability Distribution   S.Y. Novak
99-016 Sample path large deviations for a class of Markov chains related to disordered mean field models   A. Bovier
V. Gayrard
99-015 Parameter Estimation for the Supercritical Contact Process   M. Fiocco
W.R. van Zwet
99-014 Reconstructing a 3-color scenery by observing it along a simple random walk path   H. Matzinger
99-013 Regular Variation, Subexponentiality and Their Applications in Probability Theory   T. Mikosch
99-012 Wavecov: An S-Plus software package for the analysis of univariate and bivariate time series using wavelets   B. Whitcher
99-011 Asymptotics in Quantum Statistics R.D. Gill
99-010 State estimation for large ensembles   R.D. Gill
S. Massar
99-009 An Example of Non-Attainability of Expected Quantum Information   O.E. Barndorff-Nielsen, 
R.D. Gill
99-008 Causal Inference for Complex Longitudinal Data: the continuous case   R.D. Gill
J.M. Robins
99-007 Does Increasing the Sample Size Always Increase the Accuracy of a Consistent Estimator   P. van der Laan
C. van Eden
99-006 Decaying Correlations for the Supercritical Contact Process Conditioned on Survival   M. Fiocco
W.R. van Zwet
99-005 The storage Capacity of the Hopfield Model and Moderate Deviation Principles   M. Loewe
99-004 A remark on Consistent Estimation   E.W. van Zwet, 
W.R. van Zwet
99-003 Two consistent nonparametric tests of the monotonicity of regression   C.A.T. Diack
99-002 On spatial regression models: implementation in Matlab   C.A.T. Diack
99-001 A consistent nonparametric test of the convexity of regression based on least squares splines   C.A.T. Diack

 

Reports 1998

 

No. Titel Abstract Authors
98-003 Fluctuations in the Hopfield Model at the Critical Temparature   B. Gentz
M. Loewe
98-002 Note on the Knapsack Markov Chain   M. Loewe
C. Meise
98-001 Nonparametric estimation of the spectral measure of an extreme value distribution   J.H.J. Einmahl
L. de Haan
V.I. Piterbarg

 

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Last updated 14/01/09