2019

Report No.	Title	Author(s)
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 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