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Department of Mathematics

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2019

Contribution to journal

Asmussen, S., Ivanovs, J. & Segers, J. (2019). On the longest gap between power-rate arrivals. Bernoulli, 25(1), 375-394. https://doi.org/10.3150/17-BEJ990

Asmussen, S., Laub, P. J. & Yang, H. (2019). Phase-type models in life insurance: fitting and valuation of equity-linked benefits. Risks, 7(1), Article 17. https://doi.org/10.3390/risks7010017

Asmussen, S., Christensen, B. J. & Thøgersen, J. (2019). Stackelberg equilibrium premium strategies for push-pull competition in a non-life insurance market with product differentiation. Risks, 7(2), Article 49. https://doi.org//10.3390/risks7020049

Arnspang, E. C., Sengupta, P., Mortensen, K. I., Jensen, H. H., Hahn, U., Jensen, E. B. V., Lippincott-Schwartz, J. & Nejsum, L. N. (2019). Regulation of Plasma Membrane Nanodomains of the Water Channel Aquaporin-3 Revealed by Fixed and Live Photoactivated Localization Microscopy. Nano Letters, 19(2), 699-707. https://doi.org/10.1021/acs.nanolett.8b03721

2018

Working Paper

Rønn-Nielsen, A. & Jensen, E. B. V. (2018). Central limit theorem for mean and variogram estimators in Lévy-based models. Centre for Stochastic Geometry and advanced Bioimaging, Aarhus University. CSGB Research Reports Vol. 2018/06 https://data.math.au.dk/publications/csgb/2018/math-csgb-2018-06.pdf

Podolskij, M., Veliyev, B. & Yoshida, N. (2018). Edgeworth expansion for Euler approximation of continuous diffusion processes. Institut for Økonomi, Aarhus Universitet. CREATES Research Paper No. 2018-28

2018

Contribution to conference

Rodriguez Algaba, J., Sørensen, C. K., Labouriau, R., Justesen, A. F. & Hovmøller, M. S. (2018). Effect of host vernalisation, temperature and plant growth stage on wheat and triticale susceptibility to Puccinia striiformis. Abstract from BGRI 2018, Marrakech, Morocco.

Azeez, M. O., Christensen, J. T., Ravnskov, S., Heckrath, G. J., Labouriau, R., Christensen, B. T. & Rubæk, G. H. (2018). Distribution of fertilizer phosphate in a coarse sandy soil profile after different long-term liming strategies. 69. Abstract from 6th Symposium on Phosphorus in Soils and Plants, Leuven, Belgium. https://docplayer.net/95317146-6-th-symposium-on-phosphorus-in-soils-and-plants.html

Heick, T. M., Jørgensen, L. N., Justesen, A. F. & Labouriau, R. (2018). Leaf disease control in sugar beet performed early before appearance of visual symptoms. Poster session presented at 76th IIRB congress, Deauville, France.

Hefner, M., Labouriau, R., Nørremark, M. & Kristensen, H. L. (2018). Controlled traffic farming increases root growth, crop and soil nitrogen in vegetable cropping systems. Poster session presented at The 20th Nitrogen Workshop, Rennes, France.

2018

Contribution to book anthology

Hefner, M., Labouriau, R., Nørremark, M. & Kristensen, H. L. (2018). Controlled traffic farming increases root growth, crop and soil nitrogen in vegetable cropping systems. In Proceedings of the 20th Nitrogen Workshop “Coupling C - N - P - S cycles” (pp. 461-462) https://workshop.inra.fr/nitrogenworkshop2018/content/download/4995/57403/version/1/file/20th+Nitrogen+Workshop_2018_Final+Proceedings.pdf

Olsen, M. & Andersen, L. N. (2018). Towards Asymptotically Optimal One-to-One PDP Algorithms for Capacity 2+ Vehicles. In Computational Logistics - 9th International Conference, ICCL 2018, Proceedings (pp. 268-278). Springer. https://link.springer.com/chapter/10.1007/978-3-030-00898-7_17

2018

Contribution to journal

Waltoft, B. L. & Hobolth, A. (2018). Non-parametric estimation of population size changes from the site frequency spectrum. Statistical Applications in Genetics and Molecular Biology, 17(3), Article 20170061. https://doi.org/10.1515/sagmb-2017-0061

Solati, Z., Manevski, K., Jørgensen, U., Labouriau, R., Shahbazi, S. & Lærke, P. E. (2018). Crude protein yield and theoretical extractable true protein of potential biorefinery feedstocks. Industrial Crops and Products, 115(May), 214-226. https://doi.org/10.1016/j.indcrop.2018.02.010

Skov, L., Hui, R., Shchur, V., Hobolth, A., Scally, A., Schierup, M. H. & Durbin, R. (2018). Detecting archaic introgression using an unadmixed outgroup. PLOS Genetics, 14(9), Article e1007641. https://doi.org/10.1371/journal.pgen.1007641

Podolskij, M. & Rosenbaum, M. (2018). Comment on: Limit of Random Measures Associated with the Increments of a Brownian Semimartingale: Asymptotic behavior of local times related statistics for fractional Brownian motion. Journal of Financial Econometrics, 16(4), 588-598. https://doi.org/10.1093/jjfinec/nbx036

Overgaard, M., Parner, E. T. & Pedersen, J. (2018). Estimating the variance in a pseudo-observation scheme with competing risks. Scandinavian Journal of Statistics, 45(4), 923-940. https://doi.org/10.1111/sjos.12328

Nielsen, M. M., Tataru, P., Madsen, T., Hobolth, A. & Pedersen, J. S. (2018). Regmex: A statistical tool for exploring motifs in ranked sequence lists from genomics experiments. Algorithms for Molecular Biology, 13(1), Article 17. https://doi.org/10.1186/s13015-018-0135-2

Moslehian, M. S., Størmer, E., Thorbjørnsen, S. & Winsløw, C. (2018). Uffe Haagerup - his life and mathematics. Advances in Operator Theory, 3(1), 295-325. https://doi.org/10.22034/AOT.1708-1213

Ljungdahl, M. M. & Podolskij, M. (2018). A limit theorem for a class of stationary increments Levy moving average process with multiple singularities. Modern Stochastics: Theory and Applications, 5(3), 297–316. https://doi.org/10.15559/18-VMSTA111

Kiderlen, M. & Rataj, J. (2018). Dilation volumes of sets of finite perimeter. Advances in Applied Probability, 50(4), 1095-1118. https://doi.org/10.1017/apr.2018.52

Jevgenijs Ivanovs, B. Y. (2018). Zooming in on a lévy process at its supremum. Annals of Applied Probability, 28(2), 912-940. https://doi.org/10.1214/17-AAP1320

Jensen, J. L. & Andreassen, C. M. (2018). On the three-dimensional negative binomial distribution. Communications in Statistics: Theory and Methods, 47(10), 2314-2326. https://doi.org/10.1080/03610926.2013.864766

Jacod, J. & Podolskij, M. (2018). On the minimal number of driving Lévy motions in a multivariate price model. Journal of Applied Probability, 55(3), 823-833. https://doi.org/10.1017/jpr.2018.52

Hornshøj, H., Nielsen, M. M., Sinnott-Armstrong, N. A., Świtnicki, M. P., Juul, M., Madsen, T., Sallari, R., Kellis, M., Ørntoft, T., Hobolth, A. & Pedersen, J. S. (2018). Pan-cancer screen for mutations in non-coding elements with conservation and cancer specificity reveals correlations with expression and survival. npj Genomic Medicine, 3(1), 1. Article 40. https://doi.org/10.1038/s41525-017-0040-5

Hede, M. S., Fjelstrup, S., Lötsch, F., Zoleko, R. M., Klicpera, A., Groger, M., Mischlinger, J., Endame, L., Veletzky, L., Neher, R., Simonsen, A. K. W., Petersen, E., Mombo-Ngoma, G., Stougaard, M., Ho, Y.-P., Labouriau, R., Ramharter, M. & Knudsen, B. R. (2018). Detection of the Malaria causing Plasmodium Parasite in Saliva from Infected Patients using Topoisomerase I Activity as a Biomarker. Scientific Reports, 8(1), 4122. Article 4122. https://doi.org/10.1038/s41598-018-22378-7

Gardner, R. & Kiderlen, M. (2018). Operations between functions. Communications in Analysis and Geometry, 26(4), 787-855. https://doi.org/10.4310/CAG.2018.v26.n4.a5

Gadegaard, S. L., Klose, A. & Nielsen, L. R. (2018). A bi-objective approach to discrete cost-bottleneck location problems. Annals of Operations Research, 267(1-2), 179-201. https://doi.org/10.1007/s10479-016-2360-8

Gadegaard, S. L., Klose, A. & Nielsen, L. R. (2018). An improved cut-and-solve algorithm for the single-source capacitated facility location problem. EURO Journal on Computational Optimization, 6(1), 1-27. https://doi.org/10.1007/s13675-017-0084-4

Ernst, P., Asmussen, S. & Hasenbein, J. (2018). Stability and busy periods in a multiclass queue with state-dependent arrival rates. Queueing Systems, 90(3-4), 207-224. https://doi.org/10.1007/s11134-018-9587-9

Duan, Y.-F., Hallin, S., Jones, C. M., Prieme, A., Labouriau, R. & Petersen, S. O. (2018). Catch Crop Residues Stimulate N2O Emissions During Spring, Without Affecting the Genetic Potential for Nitrite and N2O Reduction. Frontiers in Microbiology, 9(NOV), Article 2629. https://doi.org/10.3389/fmicb.2018.02629

Clark, C. D., Ely, J., Spagnolo, M., Hahn, U., Hughes, A. & Stokes, C. (2018). Spatial organization of drumlins. Earth Surface Processes and Landforms, 43(2), 499-513. https://doi.org/10.1002/esp.4192

Christensen, K., Hounyo, U. & Podolskij, M. (2018). Is the diurnal pattern sufficient to explain intraday variation in volatility? A nonparametric assessment. Journal of Econometrics, 205(2), 336-362. https://doi.org/10.1016/j.jeconom.2018.03.016

Bertl, J., Guo, Q., Juul, M., Besenbacher, S., Nielsen, M. M., Hornshøj, H., Pedersen, J. S. & Hobolth, A. (2018). A site specific model and analysis of the neutral somatic mutation rate in whole-genome cancer data. BMC Bioinformatics , 19(147), Article 147. https://doi.org/10.1186/s12859-018-2141-2

Basse-O'Connor, A., Nielsen, M. S. & Pedersen, J. (2018). Equivalent martingale measures for Lévy-driven moving averages and related processes. Stochastic Processes and Their Applications, 128(8), 2538-2556. https://doi.org/10.1016/j.spa.2017.09.022

Basse-O'Connor, A., Heinrich, C. & Podolskij, M. (2018). On limit theory for Lévy semi-stationary processes. Bernoulli, 24(4A), 3117-3146. https://doi.org/10.3150/17-BEJ956

Asmussen, S. & Ivanovs, J. (2018). A factorization of a Lévy process over a phase-type horizon. Stochastic Models, 34(4), 397-408. https://doi.org/10.1080/15326349.2018.1513335

Asmussen, S. (2018). Conditional Monte Carlo for sums, with applications to insurance and finance. Annals of Actuarial Science, 12(2), 455-478. https://doi.org/10.1017/S174849951700025

Asmussen, S. & Ivanovs, J. (2018). Discretization error for a two-sided reflected Lévy process. Queueing Systems, 89(1-2), 199-212. https://doi.org/10.1007/s11134-018-9576-z

Andersen, I. T., Hahn, U., Arnspang, E. C., Nejsum, L. N. & Jensen, E. B. V. (2018). Double Cox cluster processes — with applications to photoactivated localization microscopy. Spatial Statistics, 27, 58-73. https://doi.org/10.1016/j.spasta.2018.04.009

Andersen, L. N., Laub, P. & Rojas-Nandayapa, L. (2018). Efficient simulation for dependent rare events with applications to extremes. Methodology and Computing in Applied Probability, 20(1), 385-409. https://doi.org/10.1007/s11009-017-9557-4

Albrecher, H. & Ivanovs, J. (2018). Linking dividends and capital injections - a probabilistic approach. Scandinavian Actuarial Journal, 2018(1), 76-83. https://doi.org/10.1080/03461238.2017.1300605

Abuley, I. K., Nielsen, B. J. & Labouriau, R. (2018). Resistance status of cultivated potatoes to early blight (Alternaria solani) in Denmark. Plant Pathology, 67(2), 315-326. https://doi.org/10.1111/ppa.12744

2017

Other contribution

Gadegaard, S. L., Klose, A. & Nielsen, L. R. (2017, Mar 7). A solver for the single source capacitated facility location problem. GitHub. https://github.com/SuneGadegaard/SSCFLPsolver

2017

Working Paper

Kiderlen, M. & Rataj, J. (2017). Dilation volumes of sets of finite perimeter. http://csgb.dk/publications/csgbrr/2017/

Kiderlen, M. & Dorph-Petersen, K.-A. (2017). The Cavalieri estimator with unequal section spacing revisited. http://csgb.dk/publications/csgbrr/2017/

Ivanovs, J. (2017). Robust bounds in multivariate extremes. http://thiele.au.dk/publications/2017/

Bertl, J., Guo, Q., Rasmussen, M. J., Besenbacher, S., Nielsen, M. M., Hornshøj, H., Pedersen, J. S. & Hobolth, A. (2017). A Site Specific Model And Analysis Of The Neutral Somatic Mutation Rate In Whole-Genome Cancer Data. https://doi.org/10.1101/122879

Asmussen, S. & Foss, S. (2017). Regular variation in a fixpoint problem for single- and multiclass queues and branching processes. https://arxiv.org/pdf/1709.05140.pdf

Asmussen, S., Hashorva, E., Laub, P. & Taimre, T. (2017). Tail asymptotics of light-tailed Weibull-like sums. (pp. 235-256). http://thiele.au.dk/publications/2017/

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Lars Madsen