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2014

Working Paper

Asmussen, S., Jensen, J. L. & Rojas-Nandayapa, L. (2014). Exponential Family Techniques for the Lognormal Left Tail. T.N. Thiele Centre, Department of Mathematics, Aarhus University. Thiele Research Reports No. 01 http://math.au.dk/publs?publid=1010

2014

Contribution to conference

2014

Contribution to book anthology

Shah, R., Hirsch, C., Kroese, D. P. & Schmidt, V. (2014). Rare event probability estimation for connectivity of large random graphs. In Proceedings of the Winter Simulation Conference 2014 (pp. 510-521)
Asmussen, S., Lipsky, L. & Thompson, S. (2014). Checkpointing in failure recovery in computing and data transmission. In B. Sericola, M. Telek & G. Horváth (Eds.), Analytical and Stochastic Modeling Techniques and Applications (pp. 253-272). Springer. https://doi.org/10.1007/978-3-319-08219-6_18
Jensen, E. B. V. & Rasmusson, A. (2014). Rotational integral geometry and local stereology - with a view to image analysis. In V. Schmidt (Ed.), Stochastic Geometry, Spatial Statistics and Random Fields: Models and Algorithms (pp. 233-255). Springer Publishing Company. https://doi.org/10.1007/978-3-319-10064-7_8
Hobolth, A. & Jeff, T. (2014). Sampling and summary statistics of endpoint-conditioned paths in DNA sequence evolution. In M.-H. Chen, L. Kuo & P. O. Lewis (Eds.), Bayesian Phylogenetics: Methods, Algorithms, and Applications (1 ed., Vol. 1). CRC Press.

2014

Contribution to journal

Stenzel, O., Hirsch, C., Brereton, T., Baumeier, B., Andrienko, D., Kroese, D. & Schmidt, V. (2014). A general framework for consistent estimation of charge transport properties via random walks in random environments. Multiscale modeling simulation, 12(3), 1108-1134.
Neuhäuser, D., Hirsch, C., Gloaguen, C. & Schmidt, V. (2014). Ratio limits and simulation algorithms for the Palm version of stationary iterated tessellations. Journal of Statistical Computation and Simulation, 84(7), 1486-1504.
Jensen, E. B. V. & Ziegel, J. F. (2014). Local stereology of tensors of convex bodies. Methodology and Computing in Applied Probability, 16(2), 263-282. https://doi.org/10.1007/s11009-013-9337-8
Haagerup, U. & Thorbjørnsen, S. (2014). On the free Gamma distributions. Indiana University Mathematics Journal, 63(4), 1159-1194. https://doi.org/10.1512/iumj.2014.63.5288
Greilich, S., Hahn, U., Kiderlen, M., Andersen, C. E. & Bassler, N. (2014). Efficient calculation of local dose distributions for response modeling in proton and heavier ion beams. The European Physical Journal D: Atomic, Molecular, Optical and Plasma Physics, 68(217), Article 327. https://doi.org/10.1140/epjd/e2014-40825-0
Corcuera, J. M., Nualart, D. & Podolskij, M. (2014). Asymptotics of weighted random sums. Communications in Applied and Industrial Mathematics, 6(1), Article e-486. https://doi.org/10.1685/journal.caim.486
Christiansen, M. C., Hirsch, C. & Schmidt, V. (2014). Prediction of regionalized car insurance risks based on control variates. Statistics Risk Modeling, 31(2), 163-181.
Brereton, T., Hirsch, C., Schmidt, V. & Kroese, D. (2014). A critical exponent for shortest-path scaling in continuum percolation. Journal of Physics A: Mathematical and Theoretical, 47(50), 505003.
Baudoin, F., Ouyang, C. & Tindel, S. (2014). Upper bounds for the density of solutions to stochastic differential equations driven by fractional Brownian motions. Annales de l'institut Henri Poincare (B) Probability and Statistics, 50(1), 111-135. https://doi.org/10.1214/12-AIHP522
Baudoin, F., Bonnefont, M., Garofalo, N. & Munive, I. H. (2014). Volume and distance comparison theorems for sub-Riemannian manifolds. Journal of Functional Analysis, 267(7), 2005-2027. https://doi.org/10.1016/j.jfa.2014.07.030

2013

Working Paper

2013

Non textual

2013

Working Paper

Thórisdóttir, Ó., H.Rafati, A. & Kiderlen, M. (2013). Estimating the surface area of non-convex particles from central planar sections. Centre for Stochastic Geometry and advanced Bioimaging, Aarhus University. CSGB Research Reports No. 08 http://math.au.dk/publs?publid=987
Thórisdóttir, Ó. & Kiderlen, M. (2013). The invariator principle in convex geometry. Centre for Stochastic Geometry and advanced Bioimaging, Aarhus University. CSGB Research Reports No. 06 http://math.au.dk/publs?publid=982
Podolskij, M. & Yoshida, N. (2013). Edgeworth expansion for functionals of continuous diffusion processes. Institut for Økonomi, Aarhus Universitet. CREATES Research Paper No. 2013-33
Kiderlen, M. & Hörig, M. (2013). Matérn's hard core models of types I and II with arbitrary compact grains. Centre for Stochastic Geometry and advanced Bioimaging, Aarhus University. CSGB Research Reports No. 05 http://math.au.dk/publs?publid=980
Hahn, U. & Jensen, E. B. V. (2013). Inhomogeneous spatial point processes with hidden second-order stationarity. Centre for Stochastic Geometry and advanced Bioimaging, Aarhus University. CSGB Research Reports Vol. 2013 No. 07 http://math.au.dk/publs?publid=985
Asmussen, S. & Kortschak, D. (2013). Error rates and improved algorithms for rare event simulation with heavy Weibull tails. T.N. Thiele Centre, Department of Mathematics, Aarhus University. Thiele Research Reports No. 02
Asmussen, S. (2013). Modeling and performance of Bonus-Malus Systems: Stationarity versus age-correction. T.N. Thiele Centre, Department of Mathematics, Aarhus University. Thiele Research Reports No. 05 http://math.au.dk/publs?publid=989
Asmussen, S., Jensen, J. L. & Rojas-Nandayapa, L. (2013). On the Laplace transform of the Lognormal distribution. T.N. Thiele Centre, Department of Mathematics, Aarhus University. Thiele Research Reports No. 06 http://math.au.dk/publs?publid=994
Asmussen, S., Christensen, B. J. & Taksar, M. I. (2013). Portfolio size as funktion of the premium: modeling and optimization. T.N. Thiele Centre, Department of Mathematics, Aarhus University. Thiele Research Reports No. 01 http://math.au.dk/publs?publid=971