Pre-prints

 

 

2023

   
Report No.
  Author(s)
2023-001                                                               EXTERNALITIES___LCFS (2)   Royi Jacobovic

 

Nikki Levering

Onno Boxma

2023-002

Analysis of a constrained initial value for an ODE arising in the study of a power-flow model

 

A.J.E.M. Janssen

2023-003

Droplet dynamics in a two-dimensional rarefied gas under Kawasaki dynamics

  F. den Hollander 

2022

Report No. Title Author(s)
2022-012 VMRG L.  Avena

 

R. Baldasso

R. Subhra Hazra

F. den Hollander 

M.Quattropani  

2022-011 VLF-paper P. Braunsteins

 

F. den Hollander

 M. Mandjes 

2022-010 seed-bank-FSS A. Greven
F. den  Hollander
2022-009 Erratum M. Birkner
A. Greven
F. den Hollander
2022-008 CLT-CL P. Dionigi

 

D. Garlaschelli

R. Subhra Hazra

F. den Hollander

M.  Mandjes 

2022-007 Decomposition M. Mandjes

 

O.Kella 

O. Boxma

2022-006 Exact results for the order picking time distribution under return routing. I. Adan

 

O. Boxma

T. Engels 

J.Resing

2022-005 Perishable Inventories with Random Input: A Unifying Survey with Extensions O. Boxma
D. Perry
W. Stadje
2022-004 Comparison of stability regions for a line distribution net with stochastic load demands M. Christianen
J. Cruise
A. Janssen
S. Shneer
M. Vlasiou
B. Zwart
2022-003 Approximation of the Distflow sequenceVn,
satisfying∆₂Vn = k/Vn, by sampling its continuous counterpart f (t), satisfying f “(t) = k/f (t)
A. Janssen
2022-002 Functional equations with multiple recursive terms I. Adan
O. Boxma
J. Resing
2022-001 Queueing and risk models with dependencies O. Boxma
M. Mandjes

2021

Report No. Title Author(s)
2021-015 An exact analysis and comparison of manual picker routing heuristics T. Engels
I. Adan
O. Boxma
J. Resing
2021-014 Bounds on Dawson’s integral occurring in the analysis of a line distribution network for electric vehicles A. Janssen
2021-013 Sparse random graphs with many triangles S. Chakraborty
R.v.d.Hofstad
F.d.Hollander
2021-012 Spatial populations with seed-bank: renormalisation on the hierarchical group A. Greven
F.d.Hollander
M. Oomen
2021-011 Workload analysis of a two-queue fluid polling model
S. Kapodistria
M. Saxena
O. Boxma
O. Kella
2021-010 A Decomposition for Levy Processes inspected at Poisson Moments O. Boxma
M. Mandjes
2021-009 Spatially inhomogeneous populations with seed-banks: II Clustering regime F. d. Hollander
S. Nandan
2021-008 The parabolic Anderson model on a Galton-Watson tree revisited F. d. Hollander
D. Wang
2021-007 Breaking of ensemble equivalence for dense random graphs under a single constraint F. d. Hollander
M. Markering
2021-006 Switching interacting particle systems: scaling limits, uphill diffusion and boundary layer A. Floreani
C. Giardina
F. d. Hollander
S. Nandan
F. Redig
2021-005 Metastability for Glauber dynamics on the complete graph with coupling disorder A. Bovier
F. d. Hollander
S. Marello
2021-004 Fork-join and redundancy systems with heavy-tailed job sizes Y. Raaijmakers
S. Borst
O. Boxma
2021-003 Shot-noise queueing models O. Boxma
M. Mandjes
2021-002 Peer-to-peer Lending: a Growth-Collapse Model and its Steady-State Analysis O. Boxma
D. Perry
W. Stadje
2021-001 De oorsprong van Ergodentheorie F. d.Hollander
Ch. Kalle

2020

Report No. Title Author(s)
2020-019 Spatial populations with seed-bank: well-posedness, duality and equilibrium A. Greven
F.d.Hollander
M. Oomen
2020-018 Linking the mixing times of random walks on static and dymanic random graphs L. Avena
H. Güldas
R.v.d.Hofstad
F.d.Hollander
O. Nagy
2020-017 Principles of seed banks: Complexity emerging from dormancy J. Lennon
F.den Hollander
M. Wilke-Berenguer
J. Blath
2020-016 A dual risk model with additive and proportional gains: ruin probability and dividends O. Boxma
E. Frostig
Z. Palmowski
2020-015 A sample-path large deviation principle for dynamic Erdös Renyi random graphs P. Braunsteins
F.den Hollander
M. Mandjes
2020-014 Homogeneous Evolution with Inhomogeneous Seed-Banks: I. Duality, Existence and Clustering F.den Hollander
S. Nandan
2020-013 A spectral signature of breaking of ensemble equivalence for constrained random graphs P. Dionigi
D. Garlaschelli
F.den Hollander
M. Mandjes
2020-012 An M/PH/1 queue with workload-dependent processing speed and vacations Y. Sukama
O. Boxma
T. Phung-Duc
2020-011 Phase transitions for spatially extended pinning F. Caravenna
F den Hollander
2020-010 Large deviation principle for the maximal eigenvalue of inhomogeneous Erdös-Rényi random graphs A. Chakrabarty
R. Hazra
F.den Hollander
M. Sfragara
2020-009 A Dynamic Pricing Model for (R,Q) Inventory with Normal and Emergency Orders O. Boxma
D. Perry
W. Stadje
2020-008 Scaling limits for closed product-form queueing networks L. v. Kreveld
O. Boxma
J.-P. Dorsman
M. Mandjes
2020-007 Workload distributions in ASIP queueing networks O. Boxma
O. Kella
U. Yechiali
2020-006 Threshold-based rerouting and replication for resolving job-server affinity relations Y.Raaijmakers
S. Borst
O. Boxma
2020-005 Censored lifetime learning: Optimal Bayesian age-replacement policies C. Drent
S. Kapodistria
O. Boxma
2020-004 A Multiplicative Version of the Lindley Recursion O. Boxma
A. Löpker
M. Mandjes
Z. Palmowski
2020-003 Characterizing Policies with Optimal Response Time Tails under Heavy-Tailed Job Sizes Z. Scully
L. van Kreveld
O. Boxma
J.-P. Dorsman
A. Wierman
2020-002 Complex Networks: Structure and Functionality F. den Hollander
2020-001 The parabolic Anderson model on a Galton-Watson tree F. den Hollander
W. König
R. dos Santos

2019

Report No. Title Author(s)
2019-018 Random-access wireless networks with bipartite interference graphs S. Borst
F. d. Hollander
F. Nardi
M. Sfragara
2019-017 Crossover times in bipartite networks with activity constraints and time-varying switching rates S. Borst
F. d. Hollander
F. Nardi
S. Taati
2019-016 Glauber Dynamics on the Erdös-Rényi Random Graph F. d. Hollander
O. Jovanovski
2019-015 Scaling analysis of an extended machine-repair model
L.v.Kreveld
J.-P. Dorsman
O. Boxma
M.Mandjes
2019-014 Stability of Redundancy Systems with Processor Sharing Y.Raaijmakers
S. Borst
O. Boxma
2019-013 Single-server queues under overdispersion in the heavy-traffic regime O. Boxma
M. Heemskerk
M. Mandjes
2019-012 Synchronized Lévy Queues O. Kella
O. Boxma
2019-011 Two queues with time-limited polling and workload-dependent service speeds O. Boxma
M. Saxena
A. Janssen
2019-010 Graphon-valued stochastic processes from population genetics S. Athreya
F. den Hollander
A. Röllin
2019-009 Affine storage and insurance risk models O. Boxma
M. Mandjes
2019-008 Probabilistic Structures in Evolution A. Greven
F. d. Hollander
2019-007 The Widow-Rowlinson model: The Mesoscopic fluctuations for the critical droplet F. d. Hollander
S. Jansen
R. Kotecký
E. Pulverenti
2019-006 Revenue Maximization in Optical Router Nodes M. Abidini
O. Boxma
C. Hurkens
T. Koonen
J. Resing
2019-005 The (S-1,S) inventory model and its counterparts in queueing theory O. Boxma
D. Perry
W. Stadje
2019-004 Fluid Queues with Synchronized Output O. Boxma
O. Kella
L. Ravner
2019-003 An infinite-server system with Lévy shot-noise modulation: moments and asymptotics M. Saxena
O. Boxma
M.Mandjes
2019-002 On Two Classes of Reflected Autoregressive Processes O. Boxma
A. Löpker
M.Mandjes
2019-001 A single server queue with workload-dependent service speed and vacations Y. Sakuma
O. Boxma
T. Phung-Duc

2018

Report No. Title Author(s)
2018-016 Parameter Mixing in Infinite-Server Queues L. v. Kreveld
O. Boxma
2018-015 Redundancy scheduling with scaled Bernoulli service requirements Y. Raaijmakers
S. Borst
O. Boxma
2018-014 Delta probing policies for redundancy Y. Raaijmakers
S. Borst
O. Boxma
2018-013 Polling: Past, Present and Perspective S. Borst
O. Boxma
2018-012 Estimating the input of a Lévy queue by Poisson sampling of the workload process L. Ravner
O. Boxma
M. Mandjes
2018-011 Breaking of ensemble equivalence for perturbed Erdos-Renyi random graphs F. den Hollander
M. Mandjes
A. Roccaverde
N. Starreveld
2018-010 Spectra of Adjacent and Laplacian Matrices of Inhomogeneous Erdos-Renyi Random Graphs A. Chakrabarty
R. Subhra Hazra
F. den Hollander
M. Sfragara
2018-009 Infinite-server systems with coxian arrivals O. Boxma
O. Kella
M. Mandjes
2018-008 Fluid flow models in performance analysis O. Boxma
B. Zwart
2018-007 Transition time asymptotics of queue-based activation protocols in random-access networks S. Borst
F. den Hollander
F. Nardi
M. Sfragara
2018-006 Random walks on dynamic configuration models: a trichotomy L. Avena
H. Guldas
R. van der Hofstad
F. den Hollander
2018-005 Random walk in cooling random environment: ergodic limits and concentration inequalities L. Avena
Y. Chino
C. da Costa
F. den Hollander
2018-004 Generalized Gap Acceptance Models for Unsignalized Intersections Abhishek
M. Boon
M.Mandjes
2018-003 Performance of Large-Scale Polling Systems with Branching-Type and Limited Service T. Meyfroyt
M. Boon
S. Borst
O. Boxma
2018-002 Properties of additive functionals of Brownian motion with resetting F. den Hollander
S. Majumdar
J. Meylahn
H. Touchette
2018-001 State-Dependent Estimation of Delay Distirbutions in Fork-Join Networks N. Carmeli
G. Yom-Tov
O. Boxma

2017

Report No. Title Author(s)
2017-011 Dividends in the dual risk model O. Boxma
E. Frostig
2017-010 Infinite-server queues with Hawkes input D. Koops
M. Saxena
O. Boxma
M. Mandjes
2017-009 To be announced M. Vlasiou
2017-008 Analysis of Mx/G/1 queues with impatient customers Y. Inoue
O. Boxma
D. Perry
S. Zacks
2017-007 Linear networks: rare-event simulation and Markov modulation O. Boxma
E. Cahen
D. Koops
M. Mandjes
2017-006 Torsional rigidity for cylinders with a Brownian fracture M van den Berg
F. den Hollander
2017-005 Ensemble equivalence for dense graphs F. den Hollander
M. Mandjes
A. Roccaverde
N. Starreveld
2017-004 The hierarchical Cannings process in random environment A. Greven
F. den Hollander
A. Klimovsky
2017-003 Synchronization of phase oscillators on the hierarchical lattice D. Garlaschelli
F. den Hollander
J. Meylahn
B. Zeegers
2017-002 The single server queue with mixing dependencies Y. Raaijmakers
H.-J. Albrecher
O. Boxma
2017-001 Two queues with random time-limited polling M. Saxena
O. Boxma
S. Kapodistria
R.. Nunez-Queija

2016

Report No. Title Author(s)
2016-014 Metastability on the Hierarchical Lattice F. den Hollander
O. Jovanovski
2016-013 A single server queue with batch arrivals and semi-Markov services . Abhishek
M. Boon
O. Boxma
R. Nunez Queija
2016-012 Performance analysis of polling systems with retrials and glue periods . Abidini
O. Boxma
B. Kim
J. Kim
J. Resing
2016-011 Queue-length balance equations in multiclass multiserver queues and their generalizations M. Boon
O. Boxma
O. Kella
M. Miyazawa
2016-010 Networks of ·/G/∞ Queues with Shot-Noise-Driven Arrival Intensities D. Koops
O. Boxma
M. Mandjes
2016-009 Multi-colony Wright-Fisher with seed-bank F. den Hollander
G. Pederzani
2016-008 Netwerken bekeken vanuit de statistische fysica F. den Hollander
2016-007 Mixing times of random walks on dynamic configuration models L. Avena
H. Güldaş
R. van der Hofstad
F. den Hollander
2016-006 Torsional rigidity for regions with a Brownian boundary M. van den Berg
E. Bolthausen
F. den Hollander
2016-005 Ensemble nonequivalence in random graphs with modular structure D. Garlaschelli
F. den Hollander
A. Roccaverde
2016-004 An ASIP model with general gate opening intervals O. Boxma
O. Kella
U. Yechiail
2016-003 Metastability for Glauber dynamics on random graphs S. Dommers
F. den Hollander
O. Jovanovski
F. Nardi
2016-002 Phase diagram for a copolymer in a micro-emulsion F. den Hollander
N. Pétrélis
2016-001 Partical coverage by a rich uncle until ruin: a reinsurance model O. Boxma
E. Frostig
D. Perry
R. Yosef

2015

Report No. Title Author(s)
2015-025 A Tandem Fluid Network with Levy Input in Heavy Traffic D. Koops
O. Boxma
M. Mandjes
2015-024 A dual theory for decision under risk and ambiguity R. Laeven
M. Stadje
2015-023 A queueing system with vacations after N services O. Boxma
D. Claeys
L. Gulikers
O. Kella
2015-022 A queueing/inventory and an insurance risk model O. Boxma
R. Essifi
A. Janssen
2015-021 A queueing model with randomized depletion of inventory H.-J. Albrecher
O. Boxma
R. Essifi
R. Kuijstermans
2015-020 The multiplicative coalescent, inhomogeneous continuum random trees, and new universality classes for critical random graphs S. Bhamidi
R. van der Hofstad
S. Sen
2015-019 Annealed scaling for a charged polymer F. Caravenna
F. den Hollander
N. Petrelis
J. Poisat
2015-018 A reinsurance risk model with a threshold coverage policy – The Gerber-Shiu penalty function O. Boxma
E. Frostig
D. Perry
2015-017 Efficient content delivery in the presence of impatient jobs M. Larranaga
O. Boxma
R. Nunez-Queija
M. Squillante
2015-016 Analysis and optimization of blood testing procedures S. Bar-Lev
O. Boxma
D. Perry
P. Vastazos
2015-015 A blood bank model with perishable blood and demand impatience S. Bar-Lev
O. Boxma
B. Mathijsen
D. Perry
2015-014 Travelling wave solutions to the KPP equation with branching noise arising from initial conditions with compact support S. Kliem
2015-013 Parabolic Anderson model in a dynamic random environment: random conductances D. Erhard
F. den Hollander
G. Maillard
2015-012 On a class of reflected AR (1) processes O. Boxma
M. Mandjes
J. Reed
2015-011 Complexe netwerken vanuit fysisch perspectief D. Garlaschelli
F. den Hollander
A. Roccaverde
2015-010 Transient analysis of a stationary Lévy-driven queue J. Ivanovs
M. Mandjes
2015-009 Transient analysis of one-sided Lévy-driven queues N. Starreveld
R. Bekker
M. Mandjes
2015-008 Stochastic bounds for order flow times in warehouses with remotely located order-picking workstations D. Claeys
I. Adan
O. Boxma
2015-007 Convergence to equilibrium for a directed (1 + d)−dimensional polymer P. Caputo
J. Sohier
2015-006 Linear birth/immigration-death process with binomial catastrophes S. Kapodistria
T. Phung-Duc
J. Resing
2015-005 A coupled processor model with simultaneous arrivals and ordered service requirements S. Badila
J. Resing
2015-004 Analysis and optimization of vacation and polling models with retrials M. Abidini
O. Boxma
J. Resing
2015-003 A bivariate risk model with mutual deficit coverage J. Ivanovs
O. Boxma
2015-002 Metastability for general dynamics with rare transitions: escape time and critical configurations E. Cirillo
F. Nardi
J. Sohier
2015-001 Breaking of ensemble equivalence in networks T. Squartini
Joey de Mol
F. den Hollander
D. Garlaschelli

2014

Report No. Title Author(s)
2014-021 Gibbs-non-Gibbs dynamical transitions for mean-field interacting Brownian motions F. den Hollander
F. Redig
W. van Zuijlen
2014-020 Recycled Incomplete Identification Procedures for Blood Screening S. Bar-Lev
O. Boxma
I. Kleiner
D. Perry
W. Stadje
2014-019 Conditioned, quasi-stationary, restricted measures and escape from metastable states R. Fernandez
F. Manzo
F. Nardi
E. Scoppola
J. Sohier
2014-018 Convergence rates of Laplace-Transform based estimators A. den Boer
M. Mandjes
2014-017 Vacation and polling models with retrials O. Boxma
J. Resing
2014-016 Hierarchical pinning model: low disorder relevance in the b = s case J. Sohier
2014-015 Strongly reinforced Polya urns with graph-based competition R. van der Hofstad
M. Holmes
A. Kuznetsov
W. Ruszel
2014-014 Universality for first passage percolation sparse uniform and rank-1 random graphs S. Bhamidi
R. van der Hofstad
G. Hooghiemstra
2014-013 Universality for first passage percolation on sparse random graphs S. Bhamidi
R. van der Hofstad
G. Hooghiemstra
2014-012 Personalized PageRank with node-dependent restart K. Avrachenkov
R. van der Hofstad
M. Sokol
2014-011 Asymptotically exponential hitting times and metastability:a pathwise approach without reversibility R. Fernandez
F. Manzo
F. Nardi
E. Scoppola
2014-010 Two parallel insurance lines with simultaneous arrivals and risks correlated with inter-arrival times E. Badila
O. Boxma
J. Resing
2014-009 The scaling limits of the non critical strip wetting model J. Sohier
2014-008 Large deviations for power-law thinned Levy processes E. Aidekon
R. van der Hofstad
S. Kliem
J. van Leeuwaarden
2014-007 Cluster tails for critical power-law inhomogeneous random graphs R. van der Hofstad
S. Kliem
J. van Leeuwaarden
2014-006 Criteria for convergence to super-Brownian motion on path space
Criteria for convergence to super-Brownian motion on path space
R. van der Hofstad
M. Holmes
E. Perkins
2014-005 On two-queue Markovian polling systems with exhaustive service J.-P. Dorsman
O. Boxma
R. van der Mei
2014-004 Corrected phase-type approximations of heavy-tailed queueing models in a Markovian environment E. Vatamidou
I. Adan
M. Vlasiou
A. Zwart
2014-003 Random Walk on Random Walks M. Hilario
F. den Hollander
V. Sidoravicius
R. Soares dos Santos
A. Teizeira
2014-002 A comparison between different cycle decompositions for Metropolis dynamics E. Cirillo
F. Nardi
J. Sohier
2014-001 Markovian polling systems with an application to wireless random-access networks J.-P. Dorsman
S. Borst
O. Boxma
M. Vlasiou
2014-000 A quenched large deviation principle in a continuous scenario M. Birkner
F. den Hollander

2013

Report No. Title Author(s)
2013-031 Synchronization via interacting reinforcement P. Dai Pra
P.Y. Louis
I.G. Minelli
2013-030 Effect of self-interaction on the phase diagram of a Gibbs-like measure derived by a reversible probabilistic cellular automata E.N.M. Cirillo
P.Y. Louis
W.M. Ruszel
C. Spitoni
2013-029 Degrees and distances in random and evolving apollonian networks I. Kolossváry
J. Komjáthy
L. Vágó
2013-028 Degree distribution of shortest path trees and bias of network sampling algorithms S. Bhamidi
J. Goodman
R. van der Hofstad
J. Komjáthy
2013-027 Hypercube Percolation R. van der Hofstad
A. Nachmias
2013-026 Unlacing hypercube percolation: a survey R. van der Hofstad
A. Nachmias
2013-025 Ising critical exponents on random trees and graphs S. Dommers
C. Giardinà
R. van der Hofstad
2013-024 The winner takes it all M. Deijfen
R. van der Hofstad
2013-023 The front of the epidemic spread and first passage percolation S. Bhamidi
R. van der Hofstad
J. Komjáthy
2013-022 On a Make-to-Stock Production/Mountain Model with Hysteretic Control O. Boxma
A. Löpker
D. Perry
2013-021 Variational description of Gibbs-non-Gibbs dynamical transitions for spin flip systems with a Kac-type interaction R. Fernandéz
F. den Hollander
J. Martínez
2013-020 Phase diagram for a copolymer in a micro-emulsion F. den Hollander
N. Pétrélis
2013-019 Berman-Konsowa principle for reversible Markov jump processes F. den Hollander
S. Jansen
2013-018 Server waiting times in infinite supply polling systems with preparation times J.L. Dorsman
N. Perel
M. Vlasiou
2013-017 Two coupled Levy queues with independent input O. Boxma
J. Ivanovs
2013-016 Examples in Monte Carlo Simulation S. Asmussen
2013-015 A general smoothing inequality for disordered polymers F. Caravenna
F. den Hollander
2013-014 Queues and risk processes with dependencies E.S. Badila
O.J. Boxma
J.A.C. Resing
2013-013 Diameter of the stochastic mean-field model of distance S. Bhamidi
R. van der Hofstad
2013-012 The shorter queue polling model I. Adan
O. Boxma
S. Kapodistria
V. Kulkarni
2013-011 Design and evaluation of overloaded service systems with skill based routing, under FCFS policies I. Adan
M. Boon
G. Weiss
2013-010 Random walk in a high density dynamic random environment F. den Hollander
H. Kesten
V. Sidoravicius
2013-009 The cyclic queue and the tandem queue O. Boxma
H. Daduna
2013-008 The parabolic Anderson model in a dynamic random environment: space-time ergodicity for the quenched Lyapunov exponentfor the quenched Lyapunov exponent D. Erhard
F. den Hollander
G. Maillard
2013-007 Large deviation principles for words drawn from correlated letter sequences F. den Hollander
J. Poisat
2013-006 Heat content and inradius for regions with a Brownian boundary M. van den Berg
E. Bolthausen
F. den Hollander
2013-005 Heavy-traffic asymptotics for networks of parallel queues with Markov-modulated service speeds J.L. Dorsman
M. Vlasiou
B. Zwart
2013-004 The survival probability and r-point functions in high dimensions R. v.d. Hofstad
M. Holmes
2013-003 Cyclic-type Polling Models with Preparation Times N. Perel
J.L. Dorsman
M. Vlasiou
2013-002 Heavy-traffic analysis of k-limited polling systems M. Boon
E. Winands
2013-001 Corrected phase-type approximations of heavy-tailed risk models using perturbation analysis E. Vatamidou
I. Adan
M. Vlasiou
B. Zwart

2012

Report No. Title Author(s)
2012-026 Modeling and performance analysis of sequential zone picking systems J. v.d. Gaast
M. de Koster
I. Adan
J. Resing
2012-025 Large deviations for stochastic processes S. Adams
2012-024 On simple ruin expressions in dependent Sparre Andersen risk models H.-J. Albrecher
O. Boxma
J. Ivanovs
2012-023 Limit theorems for renewal shot noise processes A. Iksanov
A. Marynych
M. Meiners
2012-022 On asymptotics of the beta-coalescents A. Gnedin
A. Iksanov
A. Marynych
M. Mohle
2012-021 ExponentialUniform Identities Related to Records
ExponentialUniform Identities Related to Records
A. Gnedin
A. Marynych
2012-020 Dynamic server assignment in an extended machine-repair model J.L. Dorsman
S. Bhulai
M. Vlasiou
2012-019 Extremal geometry of a Brownian porous medium J. Goodman
F. den Hollander
2012-018 Queues and risk models with simultaneous arrivals E.S. Badila
O.J Boxma
J.A.C. Resing
E.M.M. Winands
2012-017 A Compound Poisson EOQ Model for Perishable Items with Intermittent High and Low Demand Periods O. Boxma
D. Perry
W. Stadje
S. Zacks
2012-016 Renormalisation of hierarchically interacting Cannings processes A. Greven
F. den Hollander
S. Kliem
A. Klimovsky
2012-015 Scaling of a random walk on a supercritical contact processsupercritical contact process F. den Hollander
R. dos Santos
2012-014 The parabolic Anderson model in a dynamic random environment: basic properties of the quenched Lyapunov exponent D. Erhard
F. den Hollander
G. Maillard
2012-013 Kawasaki dynamics with two types of particles: critical droplets F. den Hollander
F.R. Nardi
A. Troiani
2012-012 Relaxation Height in Energy Landscapes: an Application to Multiple Metastable States E.N.M. Cirillo
F.R. Nardi
2012-011 A queue with skill based service under FCFS-ALIS: steady state, overloaded system, and behavior under abandonments I. Adan
G. Weiss
2012-010 On the accuracy of phase-type approximations of heavy-tailed risk models E. Vatamidou
I.J.B.F. Adan
M. Vlasiou
B. Zwart
2012-009 Copolymer with pinning: variational characterization of the phase diagram F. den Hollander
A.A. Opoku
2012-008 Free energy of a copolymer in a micro-emulsion F. den Hollander
N. Pétrélis
2012-007 Asymptotic analysis of Cohen’s equation for retrial queues in the Halfin-Whitt regime A.J.E.M. Janssen
2012-006 Robust Portfolio Choice and Indifference Valuation R.J.A. Laeven
M.A. Stadje
2012-005 Analysis of a two-layered network with correlated queues by means of the power-series algorithm J.L. Dorsman
R. van der Mei
M. Vlasiou
2012-004 A class of asymptotically self-similar stabel processes with stationary increments S.U. Can
2012-003 Variational description of Gibbs-non Gibbs dynamical transitions for the Curie-Weiss model R. Fernandéz
F. den Hollander
J. Martínez
2012-002 Complex Random Energy Model: Zeros and Fluctuations Z. Kabluchko
A. Klimovsky
2012-001 Sharp Asymptotics for Stochastic Dynamics With Parallel Updating Rule F.R. Nardi
C. Spitoni

2011

Report No. Title Author(s)
2011-046 Useful martingales for stochastic storage processes with Lévy-type input and decomposition results O. Kella
O. Boxma
2011-045 Visualizing multiple quantile plots M.A.A. Boon
J.H.J. Einmahl
I.W. McKeague
2011-044 Waiting times in queueing networks with single shared server M.A.A. Boon
R.D. van der Mei
E.M.M. Winands
2011-043 Marginal queue length approximations for a two-layered network with correlated queues J.L. Dorsman
M. Vlasiou
O.J. Boxma
2011-042 A loss system with skill based servers under assign to longest idle server policy I. Adan
G. Weiss
2011-041 A generalized memoryless property O. Kella
A. Löpker
2011-040 Stability and performance for multi-class queueing networks with infinite virtual queues Y. Guo
E. Lefeber
Y. Nazarathy
G. Weiss
H. Zhang
2011-039 Erlang arrivals joining the shorter queue I.J.B.F. Adan
S. Kapodistria
J.S.H. van Leeuwaarden
2011-038 Polling systems with batch service J.L. Dorsman
R. van der Mei
E.M.M. Winands
2011-037 A copolymer near a selective interface: variational characterization of the free energy E. Bolthausen
F. den Hollander
A.A. Opoku
2011-036 Regular g-measures are not always Gibbsian R. Fernandez
S. Gallo
G. Maillaird
2011-035 High dimensional Gaussian fields with isotropic increments seen through spin glasses A. Klimovsky
2011-034 Repair systems with exchangeable items and the longest queue mechanism R. Ravid
O.J. Boxma
D. Perry
2011-033 A Lévy input fluid queue with input and workload regulation Z. Palmowski
M. Vlasiou
B. Zwart
2011-032 Separation of timescales in a two-layered network M. Vlasiou
J. Zhang
B. Zwart
R. van der Mei
2011-031 Analytic properties of two-carousel systems R. Bossier
M. Vlasiou
I. Adan
2011-030 Threshold Strategies for risk processes and their relation to queueing theory O. Boxma
A. Löpker
D. Perry
2011-029 A Make-to-Stock Mountain-Type Inventory Model O. Boxma
M. Parlar
D. Perry
2011-028 Lectures on random polymers F. Caravenna
F. den Hollander
N. Pétrélis
2011-027 Queue lengths and workloads in polling systems O. Boxma
O. Kella
K. Kosinski
2011-026 Kawasaki dynamics with two types of particles:stable/metastable configurations and communication heights F. den Hollander
F.R. Nardi
A. Troiani
2011-025 Approximate performance analysis of production lines with continuous material flows and finite buffers R. Bierbooms
I.J.B.F. Adan
M. van Vuuren
2011-024 A new Wiener-Hopf identity for a general class of reflected processes B.H. Fralix
J.S.H. Leeuwaarden
O.J. Boxma
2011-023 Sojourn times in a processor sharing queue with multiple vacations U. Ayesta
O.J. Boxma
I. Verloop
2011-022 Spatial Ineffciency of MaxWeight Scheduling P. van de Ven
S. Borst
L. Ying
2011-021 Instability of MaxWeight Scheduling Algorithms P. van de Ven
S. Borst
S. Shneer
2011-020 Spatial fairness in linear random-access networks P. van de Ven
J.S.H. Leeuwaarden
D. Denteneer
A.J.E.M. Janssen
2011-019 Insensitivity and Stability of Random-Access Networks P. van de Ven
J.S.H. Leeuwaarden
S.C. Borst
A. Proutiére
2011-018 The precise tail behavior of the total progeny of a killed branching random walk E. Aïdékon
Y. Hu
O. Zindy
2011-017 Convergence in law of the minimum of a branching random walk E. Aïdékon
2011-016 Martingale ratio convergence in the branching random walk E. Aïdékon
Z. Shi
2011-015 The uniform measure on a Galton-Watson tree without the XlogX condition E. Aïdékon
2011-014 Gaussian queues in light and heavy-traffic K. Debicki
K.M. Kosinski
M. Mandjes
2011-013 Optimal Policy for a Multi-location Inventory System with a Quick Response Warehouse A.C.C. van Wijk
I.J.B.F. Adan
G.J. van Houtum
2011-012 Law of large numbers for non-elliptic random walks in dynamic random environments F. den Hollander
R. dos Santos
V. Sidoravicius
2011-011 A new method for deriving waiting-time approximations in polling systems with renewal arrivals J.L. Dorsman
R.D. van der Mei
E.M.M. Winands
2011-010 Approximate Evaluation of Multi-Location Inventory Models with Lateral Transshipments and Hold Back Levels A.C.C. van Wijk
I.J.B.F. Adan
G.J. van Houtum
2011-009 The Effect of Workload Constraints in Linear Programming Models for Production Planning M.M. Jansen
A.G. de Kok
I.J.B.F. Adan
2011-008 Sharp Asymptotics for Stochastic Dynamics with Parallel Updating Rule with self-interaction A. Bovier
F.R. Nardi
C. Spitoni
2011-007 Metastability for Kawasaki dynamics at low temperature with two types of particles F. den Hollander
F.R. Nardi
A. Troiani
2011-006 Tenor Specific Pricing D.B. Madan
W. Schoutens
2011-005 On the infimum attained by a reflected Lévy process K. Debicki
K.M. Kosinski
M. Mandjes
2011-004 Multiple testing, uncertainty and realistic pictures M. Langovoy
O. Wittich
2011-003 Stability of Random Admissible-Set Scheduling in Spatial Wireless Systems N. Bouman
S.C. Borst
J.S.H. van Leeuwaarden
2011-002 A product form solution to a system with multi-type jobs and multi-type servers J. Visschers
I. Adan
G. Weiss
2011-001 Existence and Exponential mixing of infinite white α-stable Systems with unbounded interactions L. Xu
B. Zegarlinski

2010

Report No. Title Author(s)
2010-053 Computationally efficient algorithms for statistical image processing. Implementation in R M. Langovoy
O. Wittich
2010-052 The β Meixner model A. Ferreiro-Castilla
W. Schoutens
2010-051 A Fluid EOQ Model of Perishable Items with Intermittent High and Low Demand Rates O.J. Boxma
D. Perry
S. Zacks
2010-050 Fairness and Efficiency for Polling Models with the k Gated Service Discipline. A.C.C. van Wijk
I. Adan
O.J. Boxma
A. Wierman
2010-049 Robust nonparametric detection of objects in noisy images. M. Langovoy
O. Wittich
2010-048 Parabolic Anderson model with voter catalysts: maximality of the annealed asymptotics G. Maillard
T. Mountford
S. Schöpfer
2010-047 Parabolic Anderson model with a finite number of moving catalysts F. Castell
O. Gün
G. Maillard
2010-046 Quenched Lyapunov exponent for the parabolic Anderson model in a dynamic random environment J. Gärtner
F. den Hollander
G. Maillard
2010-045 Quantitative assessment of securitisation deals H. Jönsson
W. Schoutens
2010-044 Performance Analysis of Production Lines with Continuous Material Flows and Finite Buffers R. Bierbooms
I. Adan
M. van Vuuren
2010-043 Delays at signalised intersections with exhaustive traffic control M. Boon
I. Adan
E. Winands
D. Down
2010-042 Relations between invasion percolation and critical percolation in two dimensions} M. Damron
A. Sapozhnikov
B. Vágvölgyi
2010-041 Outlets of 2D invasion percolation and multiple-armed incipient infinite clusters M. Damron
A. Sapozhnikov
2010-040 Limit theorems for 2D invasion percolation M. Damron
A. Sapozhnikov
2010-039 Ruin Excursions, the G/G/∞ queue and tax payments in renewal risk models H. Albrecher
S.C. Borst
O.J. Boxma
J. Resing
2010-038 Log-Harnack Inequality for Stochastic Burgers Equations and Applications F. Wang
J. Wu
X. Lihu
2010-037 Derivative Formula and Applications for Hyperdissipative Stochastic Navier-Stokes/Burgers Equations F. Wang
X. Lihu
2010-036 Two Perishable Inventory Systems with One-way Substitution L. Liu
I. Adan
D. Perry
2010-035 Upper bound on the expected size of intrinsic ball A. Sapozhnikov
2010-034 Deconvolution for an atomic distribution: rates of convergence G. Gugushvili
B. van Es
P. Spreij
2010-033 √n-Consistent parameter estimation for systems of ordinary differential equations: bypassing numerical integration via smoothing S. Gugushvili
C.A.J. Klaassen
2010-032 Convergence of the all-time supremum of a Levy process in the heavy-traffic regime K.M. Kosinski
O.J. Boxma
B. Zwart
2010-031 Implied Liquidity; Towards stochastic liquidity modeling and liquidity trading J.M. Corcuera
F. Guillaume
D.B. Madan
W. Schoutens
2010-030 Modeling of Electrochemical Hydrogen Storage in Metal Hydride Electrodes A. Ledovskikh
D. Danilov
P. Vermeulen
P.H.L. Notten
2010-029 Applications of Polling Systems M.A.A. Boon
R.D. v.d. Mei
E.M.M. Winands
2010-028 Conic Coconuts; The Pricing of Contingent Capital Notes using Conic Finance D.B. Madan
W. Schoutens
2010-027 A reversible loss system with multi-type customers and multi-type servers I. Adan
C. Hurkens
G. Weiss
2010-026 Model and calibration risks for the Heston model F. Guillaume
W. Schoutens
2010-025 Exact FCFS matching rates for two infinite multi-type sequences I. Adan
G. Weiss
2010-024 Variational characterization of the critical curve for pinning of random polymers D. Cheliotis
F. den Hollander
2010-023 A large-deviation view on dynamical Gibbs-non-Gibbs transitions A. van Enter
R. Fernandez
F. den Hollander
F. Redig
2010-022 A Model Predictive Control for the Acquisition Queue and Related Queueing Networks J. van Leeuwaarden
E. Lefeber
Y. Nazarathy
J. Rooda
2010-021 Extremes of multidimensional Gaussian processes K. Debicki
K. Kosinski
M. Mandjes
T. Rolski
2010-020 Entropy Coherent and Entropy Convex Measures of Risk R.J. Laeven
M. Stadje
2010-019 A dynamic control strategy for multi-item production systems with backlog; part 2 J. Bruin
J. van der Wal
2010-018 A cyclic production scheme for multi-item production systems with backlog; part 1 J. Bruin
J. van der Wal
2010-017 Server farms with setup costs A. Gandhi
M. Harchol-Balter
I. Adan
2010-016 Collision local time of transient random walks and intermediate phases in interacting stochastic systems M. Birkner
A. Greven
den F. Hollander
2010-015 Optimal Tradeoff Between Exposed and Hidden Nodes in Large Wireless Networks P. v.d. Ven
A. Janssen
v. J. Leeuwaarden
2010-014 Approximate Analysis of Single-Server Tandem Queues with Finite Buffers R. Bierbooms
I. Adan
M. v. Vuuren
2010-013 A New Look at Organ Transplantation Models and Double Matching Queues O. Boxma
I. David
D. Perry
W. Stadje
2010-012 On some tractable growth collapse processes with renewal collapse epochs O. Boxma
O. Kella
D. Perry
2010-011 A key large deviation principle for interacting stochastic systems F. den Hollander
2010-010 Extending Dynamic Convex Risk Measures from Discrete Time to Continuous Time: a Convergence Approach M. Stadje
2010-009 Conic Financial Markets and Corporate Finance D. Madan
W. Schoutens
2010-008 Existence and exponential mixing of infinite white α-stable systems with unbounded interactions L. Xu
B. Zegarlinski
2010-007 Exponential mixing of the 3D stochastic Navier-Stokes equations driven by mildly degenerate noises S. Albeverio
A. Debussche
L. Xu
2010-006 Ergodicity of the 3D stochastic Navier-Stokes equations driven by mildly degenarate noise M. Romito
L. Xu
2010-005 Ergodicity of infinite white α-stable systems with linear and bounded interactions L. Xu
2010-004 A reversible loss system with multi-type customers and multi-type servers I. Adan
C. Hurkens
G. Weiss
2010-003 Use a reduced Heston or reduce the use of Heston? F. Guillaume
W. Schoutens
2010-002 The M/G/1+G queue revisited O. Boxma
D. Perry
W. Stadje
2010-001 The Asymptotic Variance of Departures in Critically Loaded Queues A. Al Hanbali
M. Mandjes
Y. Nazarathy
W. Whitt

2009

Report No. Title Author(s)
2009-065 Critical behavoir in inhomogeneous random graphs R. v.d. Hofstad
2009-064 Random graph asymptotics on high-dimensional tori II. Volume, diameter and mixing time M. Heydenreich
R. v.d. Hofstad
2009-063 First passage percolation on random graphs with finite mean degrees S. Bhamidi
R. v.d. Hofstad
G. Hooghiemstra
2009-062 Extreme value theory, Poisson-Dirichlet distributions and FPP on random networks S. Bhamidi
R. v.d. Hofstad
2009-061 Refined square-root staffing for call centers with impatient customers b. Zhang
J. v. Leeuwaarden
B. Zwart
2009-060 Triangular M/G/1-type and tree-like QBD Markov chains B. van Houdt
J. van Leeuwaarden
2009-059 Rare events asymptotics for a random walk in the quarter plane F. Guillemin
J. van Leeuwaarden
2009-058 TCP and ISO-stationary transformations J. van Leeuwaarden
A. Löpker
T. Ott
2009-057 Sojourn time tails in the single server queue with heavy-tailed service times O. Boxma
D. Denisov
2009-056 Improving the Delta-hedging risk-adjusted rerformance: the standard VG voltility space model F. Guillaume
W. Schoutens
2009-055 A saturated tree network of polling stations with flow control P. Beekhuizen
J. Resing
2009-054 Workload-dependent capacity in production-to-order systems N. Dellaert
G. Mincsovics
2009-053 Hospital admission planning to optimize major resources utilization under uncertainty N. Dellaert
J. Jeunet
2009-052 Improving operational effectiveness of tactical master plans for emergency and
elective patients under stochastic demand and capacitated resources
I. Adan
J. Bekkers
N. Dellaert
J. Jeunet
J. Vissers
2009-051 Budget Allocation for Permanent and Contingent Capacity under Stochastic Demand N. Dellaert
J. Jeunet
G. Mincsovics
2009-050 Asset backed securities: Risks, Ratings and Quantitative Modelling H. Jönsson
W. Schoutens
2009-049 First passage process of a Markov additive process, with applications to reflection problems B. D”Auria
J. Ivanovs
O. Kella
M. Mandjes
2009-048 First passage of time-reversible spectrally-negative Markov additive processes J. Ivanovs
M. Mandjes
2009-047 Novel scaling limits for critical inhomogeneous random graphs S. Bhamidi
R. van der Hofstad
J. van Leeuwaarden
2009-046 On a processor sharing queue that models balking Q. Zhen
J. van Leeuwaarden
Ch. Knessl
2009-045 The Variance of Departure Processes: Puzzling Behavior and Open Problems Y. Nazarathy
2009-044 Scaling limits for critical inhomogeneous random graphs with finite third moments S. Bhamidi
R. van der Hofstad
J. van Leeuwaarden
2009-043 End-to-end delays in polling tree networks P. Beekhuizen
T. Denteneer
J. Resing
2009-042 Approximation of discrete-time polling systems via structured Markov chains P. Beekhuizen
J. Resing
2009-041 Nonparametric inference for discretely sampled Lévy processes S. Gugushvili
2009-040 A Survey on Performance Analysis of Warehouse Carousel Systems N. Litvak
M. Vlasiou
2009-039 A Polling Model with Reneging at Polling Instants M. Boon
2009-038 A Polling Model with Smart Customers M. Boon
A. van Wijk
I. Adan
O. Boxma
2009-037 Tandem queues with impatient customers for blood screening procedures S.K. Bar-Lev
H. Blanc
O. Boxma
D. Perry
2009-036 Busy period analysis of the level dependent PH/PH/1/K Queue A. Al Hanbali
2009-035 Detection of objects in noisy images and site percolation on square lattices M. Langovoy
O. Wittich
2009-034 Predicting cycle time distributions for integrated processing workstations: an aggregate modeling approach C. Veeger
L. Etman
E. Lefeber
I. Adan
J. van Herk
2009-033 Large deviation principle for one-dimensional random walk in dynamic random
environment: attractive spin-flips and simple symmetric exclusion
L. Avena
F. den Hollander
F. Redig
2009-032 Law of large numbers for a class of random walks in dynamic random environments L. Avena
F. den Hollander
F. Redig
2009-031 Algebraic polynomials and moments of stochastic integrals M. Langovoy
2009-030 Closed-Form Waiting Time Approximations for Polling Systems M. Boon
E. Winands
I. Adan
S. van Wijk
2009-029 Stability of multi-dimensional birth-and-death process with state-dependent 0-homogeneous jumps M. Jonckheere
S. Shneer
2009-028 Analysis of an M/G/1 queue with customer impatience and an adaptive arrival process O. Boxma
B. Prabhu
2009-027 Optimal lateral transshipment policy for a two location inventory problem S. van Wijk
I. Adan
G.J. van Houtum
2009-026 Lévy-driven polling systems and continuous-state branching processes O. Boxma
J. Ivanovs
K. Kosinski
M. Mandjes
2009-025 A Characterization Related to the Equilibrium Distribution Associated with a Polynomial Structure S.K. Bar-Lev
O. Boxma
G. Letac
2009-024 On the Cycle Maximum of Mountains, Dams and Queues O. Boxma
D. Perry
2009-023 Delay in a Tandem Queueing Model with Mobile Queues: An Analytical Approximation A. Al Hanbali
2009-022 Time-limited polling systems with batch arrivals and phase-type service times A. Al Hanbali
2009-021 Intermittency on catalysts: voter model J. Gärtner
F. den Hollander
G. Maillard
2009-020 Equilibrium joining probabilities for an M/G/1 queue Y. Kerner
2009-019 Transient Analysis of the State Dependent M/M/1/K Queue A. Al Hanbali
O. Boxma
2009-018 Some invariance properties of monotone failure rate in the M/G/1queue Y. Kerner
2009-017 Another look at the transient behavior of the M/G/1 workload process B. Fralix
2009-016 Optimal File Splitting for Wireless Networks With Concurrent Access G. Hoekstra
R. v.d. Mei
Y. Nazarathy
B. Zwart
2009-015 Asymptotic normality of the deconvolution kernel density estimator under the vanishing error variance B. van Es
S. Gugushvili
2009-014 Nonparametric estimation of the characteristic triplet of a discretely observed Lévy process S. Gugushvili
2009-013 Comparing Markov chains: Combining aggregation and precedence relations applied to sets of states A. Busic
I. Vliegen
A. Scheller-Wolf
2009-012 The Busy Period of an M/G/1 Queue with Customer Impatience O. Boxma
D. Perry
W. Stadje
S. Zacks
2009-011 Hitting Times and the Running Maximum of Markovian Growth Collapse Processes A. Löpker
W. Stadje
2009-010 An alternating risk reserve process – Part II O. Boxma
H. Jönssen
J. Resing
S. Shneer
2009-009 An alternating risk reserve process – Part I O. Boxma
H. Jönsson
J. Resing
S. Shneer
2009-008 New hydride-forming materials: challenges towards a new generation of high energy density Nickel-Metal-Hybride batteries A. Ledovskikh
D. Danilov
A. Ayeb
P. Notten
2009-007 Model selection, large deviations and consistency of data-driven tests M. Langovoy
2009-006 Fast Valuation and Calibration of Credit Default Swaps Under Lévy Dynamics F. Fang
H. Jönsson
C. Oosterlee
W. Schoutens
2009-005 Heavy-traffic analysis of the maximum of an asymptotically stable random walk S. Shneer
V. Wachtel
2009-004 New Models for Rating Asset Backed Securities H. Jönsson
W. Schoutens
G. v. Damme
2009-003 Large deviations for a random sign Lindley recursion M. Vlasiou
Z. Palmowski
2009-002 A Lévy input model with additional state-dependent services Z. Palmowski
M. Vlasiou
2009-001 An upper bound for front propagation velocities inside moving populations A. Gaudilliére
F. Nardi

2008

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

2007

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

2006

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

2005

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

2004

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

2003

Report No. Title Author(s)
2003-044 The KAC limit for finite-range spin glasses F.L. Toninelli
S. Frantz
2003-043 Brownian survival among Poissonian traps with random shapes at critical intensity M. van den Berg
E. Bolthausen
F. den Hollander
2003-042 Bell’s inequality and the coincidence-time loophole J-A. Larssons
R. Gill
2003-041 Occurrence, repetition and matching of patterns in the low temperature Ising model J. Chazottes
F. Redig
2003-040 Limit theorem for maximum of the storage process with fractional Brownian motion as input J. Hüsler
V. Piterbarg
2003-039 Mean-field behavior for the survival probability and the point-to-surface connectivity A. Sakai
2003-038 On/Off Storage Systems with State Dependent Input, Output and Switching Rates O. Boxma
H. Kaspi
O. Kella
D. Perry
2003-037 Throughput analysis of two carousels M. Vlasiou
I.J.B.F. Adan
O.J. Boxma
J. Wessels
2003-036 Continuum Nonsimple Loops and 2D Critical Percolation F. Camia
Ch. Newman
2003-035 The Infinite Volume Limit of Dissipative Abelian Sandpiles F. Redig
C. Maes
E. Saada
2003-034 Exponential distribution for the occurrence of rare patterns in Gibbsian random fields M. Abadi
J.-R. Chazottes
F. Redig
E. Verbitskiy
2003-033 Search for Haplotype-Interactions That Influence Susceptibility to Type 1 Diabetes Using Unphased Genotype Data J. Zhang
F. Liang
W. Dassen
A. Doevendans
M. de Gunst
2003-032 (Weak) Bernoullicity of Random Walk in Exponentially Mixing P. van de Wal
2003-031 Time, Finite Statistics, and Bell’s Fifth Position R. Gill
2003-030 Stochastic Schrödinger equations L. Bouten
M. Guta
H. Maassen
2003-029 The statistical strength of nonlocality proofs R. Gill
W. van Dam
P. Grünwald
2003-028 On an Argument of David Deutsch R. Gill
2003-027 The Chaotic Chameleon R. Gill
2003-026 A discrete-time queueing model with periodaclly scheduled arrival and departure slots 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 F. Toninelli
F. Guerra
2003-024 The high temperature region of the Viana-Bray diluted spin glass model F. Toninelli
F. Guerra
2003-023 A ruin model with dependence between claim sizes and claim intervals H. Albrecher
O. Boxma
2003-022 Gaussian scaling for the critical spread-out contact process above the upper critical process A. Sakai
R. v.d. Hofstad
2003-021 High-dimensional graphical networks of self-avoiding walks A. Sakai
M. Holmes
A.A. Jarai
G. Slade
2003-020 Characterizations and Examples of Hidden Regular Variation K. Maulik
S. Resnick
2003-019B Local linear estimation of a smooth distribution based on censored data L. Peng
Shan Sun
2003-019A Hazard function estimation by local smoothing techniques M.-Y. Cheng
L. Peng
S. Sun
2003-018 A Discrete Queue, Fourier Sampling on Szego Curves, and Spitzer Formulas J. van Leeuwaarden
2003-017 Moment series inequalities for the discrete-time bulk service queue J. van Leeuwaarden
A.J.E.M. Janssen
D. Denteneer
2003-016 Multi-class, multi-server queues with non-preemptive priorities A. Sleptchenko
2003-015 On the power for Linkage Detection Using Tests Based on Scan Statistics S. Hernandez
D.O. Siegmund
2003-014 A generalization of Lehmann’s Theorem on the comparison of uniform location experiments H. Weisshaupt
2003-013 A characterization of parallelepipeds related to weak derivatives H. Weisshaupt
2003-012 Copulas in QTL Mapping B. Basrak
Ch. Klaassen
M. Beekman
N. Martin
D. Boomsma
2003-011 Diffusion of a heteropolymer in a multi-interface medium F. den Hollander
M.V. Wüthrich
2003-010 Random subgraphs of finite graphs: III. The phase transition for the n-cube R. van der Hofstad
Ch. Borgs
J. T. Chayes
G. Slade
J. Spencer
2003-009 Random subgraphs of finite graphs: II. The ace expansion and the triangle condition R. van der Hofstad
Ch. Borgs
J. T. Chayes
G. Slade
J. Spencer
2003-008 Random subgraphs of finite graphs: I. The scaling window onder the triangle condition R. van der Hofstad
Ch. Borgs
J. T. Chayes
G. Slade
J. Spencer
2003-007 Diffusion in an annihilating environment J. Gärtner
F. den Hollander
S.A. Molchanov
2003-006 Reinsurance actuarial aspects (Confidential) J. Teugels
2003-005 An invitation to quantum tomography R. Gill
M. Guta
2003-004 Weak Bernouillicity of Random Walk in Random Scenery F. den Hollander
M.S. Keane
J. Serafin
J.E. Steif
2003-003 Random walks on FKG-horizontally oriented lattices N. Guillotin-Plantard
A. Le Ny
2003-002 Waiting time asymptotics in the single server queue with service in random order O. Boxma
S.G. Foss
J.-M. Lasgouttes
R. Nunez Queija
2003-001 Deratives of Markov Kernels B. Heidergott
A. Hordijk

2002

Report No. Title Author(s)
2002-044 Dynamic admission control in a call center with one shared and two dedicated service facilities L. Ormeci
2002-043 The Self-similar and Multifractal Nature of a Network Traffic Model K. Maulik
S. Resnick
2002-042 Reconstructing a Piece of 2-color Scenery J. Lember
H. Matzinger
2002-041 Modeling
diapause temination of Rhipicephalus appendiculatus using statistical
tools to detect sudden behavioral changes and time dependencies
P. Lindsey
2002-040 Multivariate distributions with correlation matrices for nonlinear repeated measurements P. Lindsey
2002-039 Analysis of a longitudinal ordinal response clinical trial using dynamic models P. Lindsey
J. Kaufmann
2002-038 On one complemented subspaces of Minkowski B. Lemmens
2002-037 On the Minimal Travel Time Needed to Collect 2 Items on a Circle N. Litvak
W. Zwet
2002-036 Extreme Events: Dealing With Dependence J. Segers
2002-035 Variational principle for generalized Gibbs measures A. Le Ny
C. Kuelske
F. Redig
2002-034 Generalized Pickands Estimators for the Extreme Value Index J. Segers
2002-033 Periods of order-preserving nonexpansive map on strictly convex normed spaces B. Lemmens
O. van Gaans
2002-032 Variational principle and almost quasilocality for renormalized measures A. Le Ny
R. Fernandez
F. Redig
2002-031 Large deviation principle at fixed time in Glauber evolutions A. Le Ny
F. Redig
2002-030 Modelling excesses over high thresholds by perturbed generalized Pareto distributions J. Segers
J. Beirlant
E. Joossens
2002-029 On minimizing sequences for K centres J. Lember
2002-028 Importance sampling simulation for a germ-grain model Z. Palmowski
2002-027 Measure-valued differentiation for stationary Markov chains H. Weisshaupt
2002-026 Adaptive minimax regression on the interval L. Artiles
B. Levit
2002-025 Automatic declustering of extreme values via an estimator for the extremal index J. Segers
C. Ferro
2002-024 Cyclic queuing networks with subexponential service times Z. Palmowski
S. Schlegel
H. Ayhan
2002-023 On the integral of the workload process of the single server queue A. Borokov
Z. Palmowski
O. Boxma
2002-022 Adaptive regression on the real line in classes of smooth functions L. Artiles
B. Levit
2002-021 A characterization of the periods of periodic points of 1-norm non-expansive maps B. Lemmens
M. Scheutzow
2002-020 Asymptotic normality of extreme value estimators on C[0,1] J. Einmahl
T. Lin
2002-019 VaR stress tests for highly non-linear portfolios J. Einmahl
O.W. Laseroms
de C.G. Vries
2002-018 Consumption, the persistence of shocks and asset Pricing Puzzles J.C. Rodriguez
2002-017 LeCam’s randomization criterion in the setting of locally convex spaces without lattice structure H. Weisshaupt
2002-016 Insuring against the shortfall risk associated with real option H. Weisshaupt
2002-015 Extracting information from trading volume D. Dupont
2002-014 A localization test for observations J. Lember
H. Matzinger
2002-013 Large deviations for the one-dimentional Edwards model F. den Hollander
R. v.d. Hofstad
W. König
2002-012 Weak interaction limits for one-dimentional random polymers F. den Hollander
R. v.d. Hofstad
W. König
2002-011 Large deviations and a Fluctuation Symmetry for Chaotic homeomorphisms E. Verbiskiy
C. Maes
2002-010 Reconstructing a random scenery in polynomial time H. Matzinger
S.W.W. Rolles
2002-009 Reconstructing a random scenery observed with random errors alonf a random walk path. H. Matzinger
S.W.W. Rolles
2002-008 How edge-reinforced random walk arises naturally S. Rolles
2002-007 Uniqueness/nonuniqueness for solutions of second order parabolic equations of the form J. Englaender
R. Pinsky
2002-006 Droplet growth for three-dimensional Kawasaki dynamics F. Nardi
F. den Hollander
E. Olivieri
E. Scoppola
2002-005 Significance Analysis of Microarrays using Rank Scores M. v.d. Wiel
2002-004 The Meixner Process: Theory and Applications in Finance W. Schoutens
2002-003 Periodic points of nonexpansive maps : a survey B. Lemmens
2002-002 A tandem queue with a gate mechanism Z. Palmowski
S. Schlegel
O. Boxma
2002-001 Short time conservation of Gibbsianness under local stochastic evolutions A. Le Ny
A. LeNy, F. Redig
F. Redig

2001

Report No. Title Author(s)
2001-037 Some models for contention resolution in cable networks O. Boxma
D. Denteneer
J. Resing
2001-036 Cross sectional efficient estimation of stochastic volatility short rate models D. Danilov
P.K. Mandal
2001-035 Construction of the incipient infinite cluster for spread-out oriented percolation above 4+1 dimensions R. van der Hofstad
F. den Hollander
G. Slade
2001-034 On the volume of the intersection of two Wiener sausages M. van den Berg
E. Bolthausen
F. den Hollander
2001-033 The Endowment Effect, Status Quo Bias and Loss Aversion: Rational Alternative Explanation D.Y. Dupont
G.S. Lee
2001-032 Accardi contra Bell (cum mundi): The Impossible Coupling R.D. Gill
2001-031 Markov Branching diffusions: martingales, Girsanov type theorems and applications to the long term behaviour J. Englaender
A.E. Kyprianou
2001-030 Reconstructing a Multicolor Random Scenery seen along a Random Walk Path with Bounded Jumps H. Matzinger
F. Merkl
2001-029 Two-Queue Polling Models with a Patient Server O.J. Boxma
S. Schlegel
U. Yechiali
2001-028 Periods of periodic points of 1-norm non-expensive maps B. Lemmens
2001-027 On large deviations probabilities for random walks with heavy tails A.A. Borovkov
O.J. Boxma
2001-026 On Haplotype Reconstruction for Diploid Populations J. Zhang
M. Vingron
M.R. Hoehe
2001-025 Routing in Queues with Delayed Information N. Litvak
U. Yecchiali
2001-024 On Quantum Statistical Inference O.E. Barndorff-Nielsen
R.D. Gill
P.E. Jupp
2001-023 Causal Inference for Complex Longitudinal Data: the continuous case R.D. Gill
2001-022 Teleportation into Quantum Statistics R.D. Gill
2001-021 Asset Market linkages in crisis periods P. Hartmann
S. Straetmans
C.G. de Vries
2001-020 Portfolio Diversification Effects and Regular Variation in Financial Data N. Hyung
C.G. de Vries
2001-019 Optimal Portfolio Allocation Under a Probabilistic Risk Constraint and the Incentives for Financial Innovation 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 J. Brettschneider
2001-017 Mixing properties for a class of skew products and uniform convergence in ergodic theorems J. Brettschneider
2001-016 On a Class of Order Pick Strategies in Paternosters N. Litvak
I. Adan
2001-015 Convergence of the stochastic mesh estimator for pricing American options H. Matzinger
A.N. Avramides
2001-014 Tail dependance in independance 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 D. Dupont
2001-012 On Trimmed Polya Algorithm J. Lember
2001-011 Analysis of Information Content for Biological Sequences J. Zhang
M. Vingron
2001-010 Strong Entropy Concentration, Coding, Game Theory and Randomness P. Grünwald
2001-009 Possible loss and recovery of Gibbsianess during the stochastic evolution of Gibbs measures A.C.D. van Enter
R. Fernandez
den F. Hollander
F. Redig
2001-008 Moderate Deviations for Longest Increasing Subsequences: The Lower Tail M. Loewe
F. Merkl
S. Rolles
2001-007 On the variational principle for the topological entropy of certain non-compact sets F. Takens
E. Verbitskiy
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 Rényi entropies of aperiodic dynamical systems F. Takens
2001-003 Continuous time vertex-reinforced jump processes B. Davis
S. Volkov
2001-002 Meixner Processes in Finance W. Schoutens
2001-001a Understanding aliasing using Groebner bases G. Pistone
E. Riccomagno
H.P. Wynn
2001-001b Replications with Groebner bases A.M. Cohen
A. Di Bucchianico
E. Riccomagno

2000

Report No. Title Author(s)
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.Y. Novak
2000-043 Asymptotics for Random Walks with Dependent Heavy-Tailed Increments D. Korshunov
S. Schlegel
V. Schmidt
2000-042 On accuracy of multivariate compound Poisson approximation S.Y. Novak
2000-041 Computational Commutative Algebra in Discrete Statistics G. Pistone
E. Riccomagno
H.P. Wynn
2000-040 Estimation of the volatility component in two-factor stochastic volatility short rate models D. Danilov
P.K. 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. 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 Problems J.F. Collamore
2000-028 Rekonstruktion zufaelliger Landschaften M. Loewe
2000-027 On double extremes of Gaussian stationary processes (link not available) 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 Systems 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 F. Merkl
M. 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 Bechmarks 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 Indentifiability of Biological Rational Polynomial Models M.J. Chappell
G. Margaria
E. Riccomagno
H.P. Wynn
2000-012 Tail Probabilities of Subadditive Functionals Acting on Levy 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 Exeedance Probabilities 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 (link not available) H. Matzinger
2000-002 Reconstructing
a 2-color Scenery in Polynomial Time by Observing it along a Simple
Random Walk Path with Holding (link not available)
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

1999

Report No. Title Author(s)
1999-061 Taylor Series Expansions for the Lyapunov Exponent of Stochastic (Max,+)- linear Systems B. Heidergott
1999-060 Right Order Spectral Gap Estimates For Generating Sets of Z4 M. Loewe
C. Meise
1999-059 The Nearest Item Heuristic for Carousel Systems N. Litvak
I. Adan
J. Wessels
W.H.M. Zijm
1999-058 A load-balanced network with two servers I.A. Kurkova
1999-057 The M/G/1 queue with two service speeds O.J. Boxma
I.A. Kurkova
1999-056 Workshop on Grostat A. Di Bucchianico
1999-055 Phase Transition of the Principal Dirichlet Eigenvalue in a Scaled Poissonian Potential F. Merkl
M. Wuethrich
1999-054 Second Order Tail Effects C.G. de Vries
1999-053 Nucleation in fluids: some rigorous results F. den Hollander
E. Olivieri
E. Scoppola
1999-052 Admission Policies for a Two Class Loss System with Batch Arrivals E.L. Ormeci
1999-051 Admission Policies for a Two Class Loss System with Random Rewards E.L. Ormeci
1999-050 Admission Policies for a Two Class Loss System E.L. Ormeci
1999-049 Lectures on Probability Theory, Dynamical Systems and Fractal Geometry M. Denker
1999-048 Group Extensions of Gibbs-Markov Maps J. Aaronson
M. Denker
1999-047 On Exact Group Extensions J. Aaronson
M. Denker
1999-046 The residues modulo m Products of Random Integers Y. Baryshnikov
W. Stadje
1999-045 Counting Intervals in the Packaging Process Y. Baryshnikov
A. Gnedin
1999-044 Report on the Workshop Stochastic Models from Statistical Physics  
1999-043 Inference on heavy tails from dependent data S.Y. Novak
1999-042 Adaptive estimators for the endpoint and high quantiles of a probability distribution A. Ferreira
L. de Haan
L. Peng
1999-041 Orthogonal Polynomials in Stein’s Method W. Schoutens
1999-040 Compound Poisson approximation for the distribution of extremes A.D. Barbour
S.Y. Novak
A. Xia
1999-039 The sample autocorrelations of financial time series models R.A. Davis
T. Mikosch
1999-038 The Fan of an Experimental Design M. Caboara
G. Pistone
E. Riccomagno
H.P. Wynn
1999-037 Simulating Gaussian Stationary Processes with Unbounded Spectra B. Whitcher
1999-036 Sequential Selection of an Increasing Sequence Y. Baryshnikov
A. Gnedin
1999-035 Supporting points processes Y. Baryshnikov
1999-034 On Small Carnot-Caratheodory spheres Y. Baryshnikov
1999-033 GUEs and Queues Y. Baryshnikov
1999-032 Reconstruction of sceneries with correlated colors H. Matzinger
M. Loewe
1999-031 Measures of Deviation for Nonparametric Tests of Regression C.A.T. Diack
1999-030 Analyticity of Transient (Max, +)-linear Stochastic Systems B. Heidergott
1999-029 Bayes Formula for Optimal Filter with n-ple Markov Gaussian Errors P.K. Mandal
V. Mandrekar
1999-028 A Bayes Formula for Gaussian Noise Processes and Its Applications P.K. Mandal
V. Mandrekar
1999-027 Effects of Different Priority Policies on the Capacity Design for Multiclass Queues E.L. Ormeci
1999-026 Sieve likelihood ratio statistics and Wilks phenomenon J. Fan
C. Zhang
J. Zhang
1999-025 Metastability and nucleation for conservative dynamics F. den Hollander
E. Olivieri
E. Scoppola
1999-024 Report on workshop Ergodic Theory  
1999-023 Workshop NonLineair Models in Finance  
1999-022 Tandem fluid queues fed by homogeneous on-off sources S. Aalto
W. Scheinhardt
1999-021 Optimal control of batch service queues with finite service capacity and linear holding costs S. Aalto
1999-020 Run lengths of Control Charts for Correlated Output of Feedback Processes J. van Zante-de Fokkert
Th.M.J. Wijnen
A. Di Bucchianico
1999-019 Functional Limit Laws for the Increments of Kaplan Meier Product-Limit Processes and Applications P. Deheuvels
J. Einmahl
1999-018 Scenery Reconstruction in Two Dimensions with many Colors H. Matzinger
M. Loewe
1999-017 On the Mode of the Unknown Probability Distribution S.Y. Novak
1999-016 Sample path large deviations for a class of Markov chains related to disordered mean field models A. Bovier
V. Gayrard
1999-015 Parameter Estimation for the Supercritical Contact Process M. Fiocco
W.R. van Zwet
1999-014 Reconstructing a 3-color scenery by observing it along a simple random walk path H. Matzinger
1999-013 Regular Variation, Subexponentiality and Their Applications in Probability Theory T. Mikosch
1999-012 Wavecov: An S-Plus software package for the analysis of univariate and bivariatetime series using wavelets B. Whitcher
1999-011 Asymptotics in Quantum Statistics R.D. Gill
1999-010 State estimation for large ensembles R.D. Gill
S. Massar
1999-009 An Example of Non-Attainability of Expected Quantum Information O.E. Barndorff-Nielsen
R.D. Gill
1999-008 Causal Inference for Complex Longitudinal Data: the continuous case R.D. Gill
J.M. Robins
1999-007 Does Increasing the Sample Size Always Increase the Accuracy of a Consistent Estimator P. van der Laan
C. van Eden
1999-006 Decaying Correlations for the Supercritical Contact Process Conditioned on Survival M. Fiocco
W.R. van Zwet
1999-005 The storage Capacity of the Hopfield Model and Moderate Deviation Principles M. Loewe
1999-004 A remark on Consistent Estimation E.W. van Zwet
W.R. van Zwet
1999-003 Two consistent nonparametric tests of the monotonicity of regression C.A.T. Diack
1999-002 On spatial regression models: implementation in Matlab C.A.T. Diack
1999-001 A consistent nonparametric test of the convexity of regression based on least squares splines C.A.T. Diack

1998

Report No. Title Author(s)
1998-003 Fluctuations in the Hopfield Model at the Critical Temperature B. Gentz
M. Loewe
1998-002 Note on the Knapsack Markov Chain M. Loewe
C. Meise
1998-001 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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