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Publications

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Barndorff-Nielsen, O. E., Rosinski, J. & Thorbjørnsen, S. (2008). General Υ-transformations. Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet.
Asmussen, S. (2008). Importance Sampling for Failure Probabilities in Computing and Data Transmission. Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet.
Hobolth, A., Uyenoyama, M. K. & Wiuf, C. (2008). Importance sampling for the infinite sites model. Statistical Applications in Genetics and Molecular Biology, 7(1). https://doi.org/10.2202/1544-6115.1400
Andersen, K. & Weismantel, R. (2008). Mixed integer linear sets. SIAG/OPT Views-and-News, 19(2), 8-14.
Bakry, D., Baudoin, F., Bonnefont, M. & Chafaï, D. (2008). On gradient bounds for the heat kernel on the Heisenberg group. Journal of Functional Analysis, 255(8), 1905-1938. https://doi.org/10.1016/j.jfa.2008.09.002
Baudoin, F., Hairer, M. & Teichmann, J. (2008). Ornstein-Uhlenbeck processes on Lie groups. Journal of Functional Analysis, 255(4), 877-890. https://doi.org/10.1016/j.jfa.2008.05.004
Andersen, L. N. & Asmussen, S. (2008). Parallel computing, failure recovery and extreme values. Journal of Statistical Theory and Practice, 2(2), 279-292.
Asmussen, S., Madan, D. & Pistorius, M. (2008). Pricing equity default swaps under an approximation to the CGMY Lévy model. Journal of Computational Finance, 11(2), 79-93.
Labouriau, R., Abreu, G., Hedegaard, J., Kjaer, J. B. & Buitenhuis, A. J. (2008). Searching for genes involving in feather pecking behaviour in laying hens. Poster session presented at SABRE Conference: Welfare and Quality Genomics, Foulum, Denmark.
Baudoin, F. & Coutin, L. (2008). Self-similarity and fractional Brownian motions on lie groups. Electronic Journal of Probability, 13, 1120-1139. https://doi.org/10.1214/EJP.v13-530
Andersen, L. N. & Mandjes, M. (2008). Structural properties of reflected Lévy processes. (pp. 1-22). Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet.
Schou, T. W., Labouriau, R., Permin, A., Christensen, J. P., Sørensen, P., Cu, H. P., Nguyen, V. K. & Juul-Madsen, H. R. (2008). The association of the MHC with disease resistance in experimental infections with salmonella enteritidis, pasteurella multocida or ascaridia galli. In Conference proceedings of the 10th Avian Immunology Research Group Conference
Klose, A. & Görtz, S. (2007). A branch-and-price algorithm for the capacitated facility location problem. European Journal of Operational Research, 179(3), 1109-1125. https://doi.org/10.1016/j.ejor.2005.03.078
Klose, A. (2007). An LP-based heuristic for the fixed charge transportation problem. In Operations Research in the Service Industry: International Annual Conference of the German Operations Research Society (pp. 103). Universitaet des Saarlandes.
Asmussen, S., Fiorini, P., Lipsky, L., Rolski, T. & Sheahan, R. (2007). Asymptotic behavior of total times For jobs that must start over if a failure occurs. Department of Mathematical Sciences , University of Aarhus.
Baudoin, F. & Hairer, M. (2007). A version of Hörmander's theorem for the fractional Brownian motion. Probability Theory and Related Fields, 139(3-4), 373-395. https://doi.org/10.1007/s00440-006-0035-0
Labouriau, R., Østergaard, M., Ernst, A., Thorsgaard, N., Overvad, H., Autrup, H. & Andersen, V. (2007). COX-2 and MDR1 gene variants are associated with both Crohns disease and lucerative colitis in Danish patients. In Proceedings of DDW
Andersen, L. D., Zieger, K., Real, F. X., Malats, N., Carrato, A., Hurst, C., Kotwal, S., Knowles, M., Malmstrom, P.-U., de la Torre, M., Wester, K., Allory, Y., Vordos, D., Caillault, A., Radvanyi, F., Hein, A.-M. K., Jensen, J. L., Jensen, K. M.-E., Marcussen, N. & Ørntoft, T. F. (2007). Gene expression signatures predict outcome in non-muscle invasive bladder carcinoma - a multi-center validation study. Clinical Cancer Research, 13(12), 3545-51. https://doi.org/10.1158/1078-0432.CCR-06-2940
Andersen, K., Louveaux, Q., Weismantel, R. & Wolsey, L. (2007). Inequalities from two rows of a simplex tableau. In M. Fischetti & D. P. Williamson (Eds.), 12th International IPCO Conference, Proceedings (pp. 1-15). Springer. https://doi.org/10.1007/978-3-540-72792-7_1
Asmussen, S. & Pihlsgård, M. (2007). Loss rates for Lévy processes with two reflecting barriers. Mathematics of Operations Research, 32, 308-321.
Andersen, L. N. & Asmussen, S. (2007). Parallel computing, failure recovery, and extreme values. Department of Mathematical Sciences , University of Aarhus.
Jensen, E. B. V., Jónsdóttir, K. Ý., Schmiegel, J. & Barndorff-Nielsen, O. E. (2007). Spatio-temporal modelling: with a view to biological growth. In B. Finkenstadt, L. Held & V. Isham (Eds.), Statistical methods for spatio-temporal systems (pp. 47-76). Chapman /.
Asmussen, S. & Glynn, P. W. (2007). Stochastic simulation: algorithms and analysis. Springer. Stochastic modelling and applied probability Vol. 57