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Publications

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Asmussen, S. & Bladt, M. (1994). Poisson's equation for queues driven by a Markovian marked point process. Queueing Systems Theory Appl., 17(1-2), 235-274.
Asmussen, S., Rubinstein, R. & Wang, C.-L. (1994). Regenerative rare events simulation via likelihood ratios. J. Appl. Probab., 31(3), 797-815.
Asmussen, S. & Melamed, B. (1994). Regenerative simulation of TES processes. Acta Applicandae Mathematicae, 34(1-2), 237-260.
Hahn, U. & Lorz, U. (1994). Stereological analysis of the spatial Poisson-Voronoi tessellation. Journal of Microscopy, 175(3), 176-185.
Jensen, E. B. V. (1994). Topics in spatial statistics - discussion. Scandinavian Journal of Statistics, 21(4), 349-350. http://www.jstor.org/stable/4616322
Labouriau, R. (1993). A note on pointwise expansions in Hermite polynomials of real functions. Research reports / Department of Theoretical Statistics, Institute of Mathematics, University of Aarhus, (267).
Labouriau, R. (1993). A note on uniform expansion in orthogonal polynomials. Department of Theoretical Statistics.
Asmussen, S. (1993). A tutorial on queueing networks. In O. E. Barndorff-Nielsen, J. L. Jensen & W. S. Kendall (Eds.), Networks and chaos: statistical and probabilistic aspects (pp. 251-275). Chapman /.
Jensen, J. L. (1993). Chaotic dynamical systems with a view towards statistics: a review. In O. E. Barndorff-Nielsen, J. L. Jensen & W. S. Kendall (Eds.), Networks and chaos - statistical and probabilistic aspects (pp. 201-250). Chapman and Hall.
Jensen, J. L. (1993). Comments on nonparametric predictions of sunspot numbers. Astronomical Journal, 105(1), 350-352.
Asmussen, S. & Koole, G. (1993). Marked point processes as limits of Markovian arrival streams. J. Appl. Probab., 30(2), 368-372.
Asmussen, S. & Foss, S. G. (1993). Renovation, regeneration, and coupling in multiple-server queues in continuous time. In H. Niemi, G. Högnäs, A. N. Shiryaev & A. V. Melnikov (Eds.), Proceedings of the Third Finnish-Soviet symposium on probability theory and mathematical statistics (pp. 1-6). VSP.
Asmussen, S. & Rubenstein, R. Y. (1993). Response surface estimation and sensitivity analysis via efficient change of measure. Comm. Statist. Stochastic Models, 9(3), 313-339.
Hahn, U. & Lorz, U. (1993). Stereological model tests for the spatial Poisson-Voronoi tessellation II. Acta Stereologica, 12(2), 131-140.
Jensen, J. L. (1992). A note on a conjecture of H. E. Daniels. Brazilian Journal of Probability and Statistics, 6(1), 85-95.
Asmussen, S. & Johnsson, E. (1992). A practical measure for some attributes in degradable computing systems. In Nordic seminar on dependable computing systems: compendium (pp. 413-426). Norges Tekniske Høgskole.
Asmussen, S. & Rolski, T. (1992). Computational methods in risk theory: a matrix-algorithmic approach. Insurance Math. Econom., 10(4), 259-274.
Jørgensen, B. & Labouriau, R. S. (1992). Famílias exponenciais e inferência teórica. Instituto de Matemática Pura e Aplicada (IMPA).
Asmussen, S. (1992). Light traffic equivalence in single-server queues. Annals of Applied Probability, 2(3), 555-574.
Asmussen, S. (1992). On coupling and weak convergence to stationarity. Annals of Applied Probability, 2(3), 739-751.
Asmussen, S. & Perry, D. (1992). On cycle maxima, first passage problems and extreme value theory for queues. Comm. Statist. Stochastic Models, 8(3), 421-458.
Asmussen, S. & Rubinstein, R. (1992). Performance evaluation for the score function method in sensitivity analysis and stochastic optimization. In G. Pflug & U. Dieter (Eds.), Simulation and optimization (pp. 1-13). Springer.
Asmussen, S. (1992). Queueing simulation in heavy traffic. Math. Oper. Res., 17(1), 84-111.
Asmussen, S., Glynn, P. W. & Thorisson, H. (1992). Stationarity detection in the initial transient problem. ACM Transactions on Modeling and Computer Simulation, 2(2), 130-157.
Jørgensen, B., Labouriau, R., Lundbye-Christensen, S. & Institut for Elektroniske Systemer, Aalborg Universitetscenter (1991). Growth curve analysis based on exponential dispersion models. R / Aalborg Universitetscenter, Institut for Elektroniske Systemer.
Asmussen, S. (1991). Ladder heights and the Markov-modulated M/G/1 queue. Stochastic Process. Appl., 37(2), 313-326.
Asmussen, S. (1991). Phase-type representation of waiting times. In J. W. Cohen & C. D. Pack (Eds.), Queueing, performance and control in ATM (pp. 157-159). North-Holland.