Publications

2002

Contribution to journal

Debosz, K., Vognsen, L. & Labouriau, R. (2002). Carbohydrates in hot water extracts of soil aggregates as influenced by long-term management. Communication in Soil Science and Plant analysis, 33, 623-634.

Baudoin, F. (2002). Conditioned stochastic differential equations: Theory, examples and application to finance. Stochastic Processes and Their Applications, 100(1-2), 109-145. https://doi.org/10.1016/S0304-4149(02)00109-6

Baudoin, F. (2002). Further exponential generalization of Pitman’s 2M−X theorem. Electronic Communications in Probability, 7, 37-46. https://doi.org/10.1214/ECP.v7-1045

Baudoin, F. (2002). Skew-product decompositions of Brownian motions on manifolds: A probabilistic aspect of the Lichnerowics-Szabo theorem. Bulletin des Sciences Mathematiques, 126(6), 481-491. https://doi.org/10.1016/S0007-4497(02)01123-5

Barndorff-Nielsen, O. E. & Thorbjørnsen, S. (2002). Lévy laws in free probability. Proc. Nat. Acad. Sci., 99(26), 16568-16575.

Barndorff-Nielsen, O. E. & Thorbjørnsen, S. (2002). Lévy processes in free probability. Proc. Nat. Acad. Sci., 99(26), 16576-16580.

Barndorff-Nielsen, O. E. & Thorbjørnsen, S. (2002). Self-decomposability and Lévy processes in free probability. Bernoulli, 8(3), 323-366.

Asmussen, S., Kalashnikov, V., Konstantinides, D., Klüppelberg, C. & Tsitsiashvili, G. (2002). A local limit theorem for random walk maxima with heavy tails. Statist. Probab. Lett., 56(2), 399-404.

Asmussen, S., Avram, F. & Usabel, M. (2002). Erlangian approximations for finite-horizon ruin probabilities. ASTIN Bulletin: The Journal of the IAA, 32(2), 267-281.

Asmussen, S. & Jobmann, M. (2002). Exact buffer overflow calculations for queues via martingales. Queueing Syst., 42(1), 63-90.

Asmussen, S., Frantz, P., Jobmann, M. & Schwefel, H. P. (2002). Large deviations and fast simulation in the presence of boundaries. Stochastic Processes and Their Applications, 102, 1-23.

Asmussen, S. & O'Cinneide, C. (2002). On the tail of the waiting time in a Markov-modulated M/G/1 queue. Oper. Res., 50(3), 559-565.

2001

Working Paper

Karkkainen, S. & Jensen, E. B. V. (2001). On the orientational analysis of Boolean fibres from digital images. Aarhus University.

Jensen, J. L. (2001). Poisson approximation to the distribution of rare events in DNA evolution. Department of Mathematical Sciences , University of Aarhus. Research Report Vol. 422 http://math.au.dk/publs?publid=251

2001

Contribution to book anthology

Madsen, M. H., Kirk, H. G., Sørensen, K. K. & Labouriau, R. (2001). Improving potato starch applicability. In Øforsk workshop (pp. 13-13)

Labouriau, R. & Høyer, L. (2001). Temperature dependence of ethylene induced leaflet abscission in Radermachera sinica. In Acta Horticulturae 543 (Vol. 543, pp. 79-84) http://www.pubhort.org/actahort/books/543/543_9.htm

Jensen, E. B. V. & Nielsen, L. S. N. (2001). A review on inhomogeneous point processes. In I. V. Basawa, C. C. Heyde & R. L. Taylor (Eds.), Selected proceedings of the symposium on inference for stochastic processes (pp. 297-318). Institute of Mathematical Statistics.

Dorph-Petersen, K.-A., Gundersen, H. J. G., Jensen, E. B. V. & Kiêu, K. (2001). Non-uniform systematic sampling for area estimation of planar objects. In C. Babu Rao, P. Kalyanasundaram, KK. Ray & B. Raj (Eds.), Image Analysis in Materials and Life Sciences (pp. 4-8)

2001

Book anthology

Hansen, M. B., Jensen, J. L. & Lauritzen, S. L. (Eds.) (2001). Mini-proceedings: Second MaPhySto Workshop on Inverse Problems: Inverse Problems from a Statistical Perspective. MaPhySto, Aarhus University. Miscellanea Vol. 21

2001

Contribution to journal

Pedersen, A.-M. K. & Jensen, J. L. (2001). A dependent-rates model and an MCMC-based methodology for the maximum-likelihood analysis of sequences with overlapping reading frames. Molecular Biology and Evolution, 18, 763-776. http://mbe.oxfordjournals.org/cgi/content/full/18/5/763

Kärkkäinen, S. & Jensen, E. B. V. (2001). Estimation of fibre orientation from digital images. Image Analysis and Stereology, 20(3), 199-202. https://doi.org/10.5566/ias.v20.p199-202

Hartvig, N. V., Jensen, J. L. & Pedersen, J. (2001). A class of risk neutral densities with heavy tails. Finance and Stochastics, 5(1), 115-128. https://doi.org/10.1007/s007800000025

Barndorff-Nielsen, O. E., Pedersen, J. & Sato, K.-I. (2001). Multivariate subordination, self-decomposability and stability. Advances in Applied Probability, 33(1), 160-187.

Asmussen, S. & Rosinski, J. (2001). Approximations of small jumps of Lévy processes with a view towards simulation. Journal of Applied Probability, 38(2), 482-493. https://doi.org/10.1239/jap/996986757

Asmussen, S. & Møller, J. R. (2001). Calculation of the steady state waiting time distribution in GI/PH/c and MAP/PH/c queues. Queueing Syst., 37(1-3), 9-29.

Asmussen, S. & Kella, O. (2001). On optional stopping of some exponential martingales for Lévy processes with or without reflection. Stochastic Process. Appl., 91(1), 47-55.

Andersen, J.-O., Kaack, K. V., Nielsen, M., Thorup-Kristensen, K. & Labouriau, R. (2001). Comparative study between biocrystallization and chemical analyses of carrots (Daucus carota L.) grown organically using different levels of green manures. Biological Agriculture and Horticulture, 19(1), 29-48.

2000

Contribution to conference

Lundbye-Christensen, S. & Labouriau, R. (2000). An application of state-space models to a study of respiratory diseases in Danish Calves. Poster session presented at 6th word meeting of the International Society for Bayesian Analysis, section Bayesian Statistics in Public policy and Government.

2000

Contribution to book anthology

Madsen, M. H., Kirk, H. G., Sørensen, K. K. & Labouriau, R. (2000). Improving potato starch applicability. In Nordic Starch Network Seminar

Madsen, M. H., Kirk, H. G., Labouriau, R., Sørensen, K. K. & Tolstrup, K. (2000). Linkage studies of morphological and physiological traits in three populations of Solanum spp. In Breeding research for resistance to pathogens and for quality traits, Proceeding (pp. 40-40)

Labouriau, R. (2000). Applying graphical models in plant genetics. In Proceedings of the 11th meeting of the Eucarpia section Biometrics in Plant Breeding (pp. 99-105)

Labouriau, R. & Lundbye-Christensen, S. (2000). Luftvejsinfektioner hos kalve. In Proceedings of the Symposium i Anvendt Statistik (pp. 66-77)

Labouriau, R. (2000). Applying graphical models in plant genetics. In A. Gallais, C. Dillmann & I. Goldringer (Eds.), Quantitative Genetics and Breeding Methods: the Way Ahead (pp. 99-105). Institut National de la Recherche Agronomique (INRA).

2000

Book anthology

Larsen, B., Nørgaard, L., Labouriau, R. & Lundbye-Christenen, S. (2000). A binomial state-space models for studying the occurrence of respiratory diseases in Danish calves. Internal Report No. 2004-04

Labouriau, R. & Elmholt, S. (2000). Comparing Fungal abundance in a multi-soil study: an application of generalized linear mixed models. Biometry Research Unit, Internal Report No. 2000-03

Labouriau, R., Schulin-Zeuthen, M. & Danfær, A. C. (2000). Statistical analysis of pigs development: An application of Richards regression models. Internal Report No. 14

Jørgensen, B. & Labouriau, R. (2000). Expoenetial Families and theoretical Inference. Technical Raport No. 2000-02

Jensen, J. L., Jensen, E. B. V. & Sørensen, M. (Eds.) (2000). Symposium in Honour of Ole E. Barndorff-Nielsen. Department of Mathematical Sciences , University of Aarhus. Memoirs Vol. 16

Asmussen, S. (2000). Ruin probabilities. World Scientific. Advanced Series on Statistical Science and Applied Probability Vol. 2

2000

Contribution to journal

Jensen, U. B., Elmholt, S. & Labouriau, R. (2000). Distribution of Ergosterol in Organically and Conventionally Cultivated Agricultural Soils. Biological Agriculture and Horticulture, 18, 113-125.

Jensen, E. B. V. & Nielsen, L. S. (2000). Inhomogeneous Markov point processes by transformation. Bernoulli, 6(5), 761-782. https://doi.org/10.2307/3318755

Jensen, J. L. & Pedersen, A.-M. K. (2000). Probabilistic models of DNA sequence evolution with context dependent rates of substitution. Advances in Applied Probability, 32(2), 499-517. https://doi.org/10.1239/aap/1013540176

Hobolth, A. & Jensen, E. B. V. (2000). Modelling stochastic chances in curve shape, with an application to cancer diagnostics. Advances in Applied Probability, 32(2), 344-362. https://doi.org/10.1239/aap/1013540167

Hartvig, N. V. & Jensen, J. L. (2000). Spatial mixture modeling of fMRI data. Human Brain Mapping, 11(4), 233-248. https://doi.org/10.1002/1097-0193(200012)11:4<233::AID-HBM10>3.0.CO;2-F

Dorph-Petersen, K. A., Gundersen, H. J. & Jensen, E. B. V. (2000). Non-uniform systematic sampling in stereology. Journal of Microscopy, 200(Pt 2), 148-57. https://doi.org/10.1046/j.1365-2818.2000.00750.x

Davtian, A., Hahn, U., Ohser, J. & Stoyan, D. (2000). Estimating number density $N_V$ - a comparison of an improved Saltykov estimator and the disector method. Image Analysis and Stereology, 19, 209-214.

Barndorff-Nielsen, O. E., Benth, F. E. & Jensen, J. L. (2000). Markov jump processes with a singularity. Advances in Applied Probability, 32(3), 779-799. https://doi.org/10.1239/aap/1013540244

Asmussen, S. & Kella, O. (2000). A multi-dimensional martingale for Markov additive processes and its applications. Advances in Applied Probability, 32(2), 376-393.

Asmussen, S. (2000). Matrix-analytic models and their analysis. Scandinavian Journal of Statistics, 27(2), 193-226.

Asmussen, S., Højgaard, B. & Taksar, M. (2000). Optimal risk control and dividend distribution policies. Example of excess-of loss reinsurance for an insurance corporation. Finance and Stochastics, 4(3), 299-324.

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Lars Madsen