Department of Mathematics

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Publications

All data comes from articles registered in PURE.

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2011

Contribution to journal

Barndorff-Nielsen, O. E. & Basse-O'Connor, A. (2011). Quasi Ornstein-Uhlenbeck processes. Bernoulli, 17(3), 916-941. https://doi.org/10.3150/10-BEJ311
Baandrup, J., Markvardsen, L. H., Peters, C. D., Schou, U. K., Jensen, J. L., Magnusson, N. E., Ørntoft, T. F., Kruhøffer, M. & Simonsen, U. (2011). Pressure load: the main factor for altered gene expression in right ventricular hypertrophy in chronic hypoxic rats. PLoS One, 6(1), e15859. https://doi.org/10.1371/journal.pone.0015859
Asmussen, S. & Glynn, P. W. (2011). A new proof of convergence of MCMC via the ergodic theorem. Statistics & Probability Letters, 81(10), 1482-1485. https://doi.org/10.1016/j.spl.2011.05.004
Asmussen, S. & Rydén, T. (2011). A note on skewness in regenerative simulation. Communications in Statistics: Simulation and Computation, 40(1), 45-57. https://doi.org/10.1080/03610918.2010.526740
Asmussen, S., Blanchet, J., Juneja, S. & Rojas-Nandayapa, L. (2011). Efficient simulation of tail probabilities of sums of correlated lognormals. Annals of Operations Research, 189(1), 5-23. https://doi.org/10.1007/s10479-009-0658-5
Asmussen, S. & Biard, R. (2011). Ruin probabilities for a regenerative Poisson gap generated risk process. European Actuarial Journal, 1(1), 3-22. https://doi.org/10.1007/s13385-011-0002-8
Andersen, L. N. & Asmussen, S. (2011). Local time asymptotics for centered Lévy processes with two-sided reflection. Stochastic Models, 27(2), 202-219. https://doi.org/10.1080/15326349.2011.567928
Andersen, L. N. (2011). Subexponential loss rate asymptotics for Lévy processes. Mathematical Methods of Operations Research, 73(1), 91-108. https://doi.org/10.1007/s00186-010-0335-0

2010

Working Paper

Coelho Goncalves de Abreu, G. & Labouriau, R. S. (2010). Characterization of differentially expressed genes using high-dimensional co-expression networks. ArXiv. http://arxiv.org/abs/1011.3805

2010

Thesis

Basse-O'Connor, A. (2010). The dynamics of stochastic processes. Department of Mathematical Sciences, Aarhus University.

2010

Working Paper

Saffari, M., Asmussen, S. & Haji, R. (2010). The M/M/1 queue with inventory, lost sale and general lead times. Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet.
Kiderlen, M. (2010). Introduction into integral geometry and stereology. Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet.
Hobolth, A. & Jensen, J. L. (2010). Summary statistics for end-point conditioned continuous-time Markov chains. Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet.
Hahn, U. (2010). A Studentized Permutation Test for the Comparison of Spatial Point Patterns. Institut for Matematiske Fag, Aarhus Universitet.
Barndorff-Nielsen, O. & Pedersen, J. (2010). Meta-Times and Extended Subordination. Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet.
Asmussen, S. & Rønn-Nielsen, A. (2010). Failure Recovery via RESTART: Wallclock Models. Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet.
Asmussen, S. & Glynn, P. W. (2010). Harris Recurrence and MCMC: A Simplified Approach. Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet.

2010

Contribution to conference

Rauff Lind Christensen, T., Klose, A. & Andersen, K. A. (2010). Solving the Single-Sink, Fixed-Charge, Multiple-Choice Transportation Problem by Dynamic Programming. Abstract from 4th Nordic Optimization Symposium, Aarhus, Denmark. http://www.asb.dk/article.aspx?pid=25146
Fomsgaard, I. S., Añon, M. C., Barba de la Rosa, A. P., Christophersen, C., Dusek, K., Délano-Frier, J., Espinoza Pérez, J., Fonseca, A., Janovská, D., Kudsk, P. N., Labouriau, R. S., Lacayo Romero, M. L., Martínez, N., Matusová, K., Mathiassen, S. K., Noellemeyer, E. J., Pedersen, H., Stavelikova, H., Steffensen, S. K. ... Taberner, A. (2010). Adding Value to Holy Grain: Providing the Key Tools for the Exploitation of Amaranth - The Protein-rich Grain of the Aztecs: Results from a Joint European - Latin American Research Project. Abstract from Tropentag 2010. World Food System - A contribution from Europe, Zürich, Switzerland.
Knudsen, M., Feliu, E., Wiuf, C. H. & Andersen, L. N. (2010). Steady States of Phosphorelays and Two-Component Systems. Poster session presented at The 11th International Conference on Systems Biology, Edinburgh, United Kingdom.
Feliu, E., Knudsen, M., Wiuf, C. H. & Andersen, L. N. (2010). An Algebraic Approach to Signaling Cascades with n Layers. Poster session presented at The 11th International Conference on Systems Biology, Edinburgh, United Kingdom.

2010

Contribution to book anthology

Madsen, P., Su, G., Labouriau, R. & Christensen, O. F. (2010). DMU - A Package for Analyzing Multivariate Mixed Models. In Book of Abstracts (pp. 137). Gesellschaft für Tierzuchtwissenschaft e. V..
Madsen, P., Su, G., Labouriau, R. & Christensen, O. F. (2010). DMU - A Package for Analyzing Multivariate Mixed Models. In Proceedings CD - paper 732 Gesellschaft für Tierzuchtwissenschaften e. V..
Lamandé, M., Iversen, B. V., Labouriau, R., Holmstrup, M., Torp, S. B., Greve, M. H., Heckrath, G., de Jonge, L. W., Møldrup, P. & Jacobsen, O. H. (2010). Relating basic soil properties and earthworm population to macropore density and soil hydraulic properties. In 1st International Conference and Exploratory Workshop on Soil Architecture and Physico-Chemical Functions "CESAR" (pp. 185-188). Aarhus Universitet.
Andersen, K. & Weismantel, R. (2010). Zero-coefficient cuts. In F. Eisenbrand & F. B. Shepherd (Eds.), 14th International IPCO Conference, Proceedings (pp. 57-70). Springer. https://doi.org/10.1007/978-3-642-13036-6_5
Podolskij, M. (2010). Semimartingales. In R. Cont (Ed.), Encyclopedia of Quantitative Finance John Wiley.
Baudoin, F. (2010). Stochastic processes. In International Encyclopedia of Education (pp. 451-452). Elsevier Ltd.. https://doi.org/10.1016/B978-0-08-044894-7.01369-5

2010

Book anthology

Fomsgaard, I. S., Añon, M. C., Barba de la Rosa, A. P., Christophersen, C., Dusek, K., Délano-Frier, J., Espinoza Pérez, J., Fonseca, A., Janovská, D., Kudsk, P., Labouriau, R. S., Lacayo Romero, M. L., Martínez, N., Matus, F., Matusová, K., Mathiassen, S. K., Noellemeyer, E. J., Pedersen, H. A., Stavelikova, H. ... Taberner, A. (2010). Adding Value to Holy Grain: Providing the Key Tools for the Exploitation of Amaranth - the Protein-rich Grain of the Aztecs. Results from a Joint European - Latin American ResearchProject. Aarhus Universitet.
Asmussen, S. & Albrecher, H. (2010). Ruin probabilities. (2. ed.) World Scientific. Advanced Series on Statistical Science and Applied Probability Vol. 14

2010

Contribution to journal

Jensen, J. L. (2010). On some problems in the article Efficient Likelihood Estimation in State Space Models by Cheng-Der Fuh [Ann. Statist. 34(2006) 2026-2068]. Annals of Statistics, 38(2), 1279-1281. https://doi.org/10.1214/09-AOS748A
Greilich, S., Grzanka, L., Hahn, U., Kiderlen, M., Bassler, N., Andersen, C. E. & Jäkel, O. (2010). Amorphous track models: a numerical comparison study. Radiation Measurements, 45(10), 1406-1409. https://doi.org/10.1016/j.radmeas.2010.05.039
Ziegel, J. & Kiderlen, M. (2010). Estimation of surface area and surface area measure of three-dimensional sets from digitizations. Image and Vision Computing, 28(1), 64-77. https://doi.org/10.1016/j.imavis.2009.04.013
Ziegel, J. & Kiderlen, M. (2010). Stereological estimation of surface area from digital images. Image Analysis and Stereology, 29, 99-110. http://www.wise-t.com/ias/article.php?id=265&year=2010&issue=6
Ziegel, J., Baddeley, A., Dorph-Petersen, K.-A. & Jensen, E. B. V. (2010). Systematic sampling with errors in sample locations. Biometrika, 97(1), 1-13. https://doi.org/10.1093/biomet/asp067
Schou, T. W., Labouriau, R., Permin, A., Christensen, J. P., Sørensen, P., Cu, H. P., Nguyen, V. K. & Juul-Madsen, H. R. (2010). MHC haplotype and susceptibility to experimental infections (Salmonella Enteritidis, Pasteurella multocida orAscaridia galli) in a commercial and an indigenous chicken breed. Veterinary Immunology and Immunopathology, 135(1-2), 52-63. https://doi.org/10.1016/j.vetimm.2009.10.030
Podolskij, M. & Ziggel, D. (2010). New tests for jumps in semimartingale models. Statistical Inference for Stochastic Processes, 13(1), 15-41. https://doi.org/10.1007/s11203-009-9037-8
Podolskij, M. & Vetter, M. (2010). Understanding limit theorems for semimartingales: A short survey. Statistica Neerlandica, 64(3), 329-351. https://doi.org/10.1111/j.1467-9574.2010.00460.x
Mühlfeld, C., Papadakis, T., Krasteva, G., Nyengaard, J. R., Hahn, U. & Kummer, W. (2010). An unbiased stereological method for efficiently quantifying the innervation of the heart and other organs based on total length estimations. Journal of Applied Physiology, 108(5), 1402-1409. https://doi.org/10.1152/japplphysiol.01013.2009
Mühlfeld, C., Weibel, E. R., Hahn, U., Kummer, W., Nyengaard, J. R. & Ochs, M. (2010). Is length an appropriate estimator to characterize pulmonary alveolar capillaries? A critical evaluation in the human lung. Anatomical Record, 293(7), 1270-1275. https://doi.org/10.1002/ar.21158
Koets, A., Santema, W., Oostenriik, D., Keestra, M., Mertens, H., Overdijk, M., Labouriau, R., Franken, P., Frijters, A., Nielsen, M. & Rutten, V. (2010). Susceptibility to paratuberculosis infection in cattle is associated withsingle nucleotide polymorphisms in Toll-like receptor 2 which modulate immune responses against Mycobacterium avium subspecies paratuberculosis. Preventive Veterinary Medicine, 93(4), 305-315. https://doi.org/10.1016/j.prevetmed.2009.11.008
Jacod, J., Podolskij, M. & Vetter, M. (2010). Limit Theorems for moving averages of discretized processes plus noise. Annals of Statistics, 38(3), 1478-1545. https://doi.org/10.1214/09-AOS756
Friggens, N. C. & Labouriau, R. (2010). Probability of pregnancy as affected by oestrus number and days to first oestrus in dairy cows of three breeds and parities. Animal Reproduction Science, 118(2), 155-162. https://doi.org/10.1016/j.anireprosci.2009.08.009
Edwards, D., Abreu, G. & Labouriau, R. (2010). Selecting high-dimensional mixed graphical models using minimal AIC or BIC forests. BMC Bioinformatics, 11(1). https://doi.org/10.1186/1471-2105-11-18
Christensen, K., Kinnebrock, S. & Podolskij, M. (2010). Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data. Journal of Econometrics, 159(1), 116-133. https://doi.org/10.1016/j.jeconom.2010.05.001
Christensen, K., Oomen, R. & Podolskij, M. (2010). Realised quantile-based estimation of the integrated variance. Journal of Econometrics, 159(1), 74-98. https://doi.org/10.1016/j.jeconom.2010.04.008
Birck, A., Christensen, P., Labouriau, R., Pedersen, J. & Borchersen, S. (2010). In vitro induction of the acrosome reaction in bull sperm and the relationship to field fertility using low-dose inseminations. Theriogenology, 73(9), 1180-1191. https://doi.org/10.1016/j.theriogenology.2009.10.010
Basse-O'Connor, A., Graversen, S.-E. & Pedersen, J. (2010). Martingale-type processes indexed by the real line. Alea, 7, 117-137. http://alea.impa.br/articles/v7/07-06.pdf
Basse-O'Connor, A. & Graversen, S.-E. (2010). Path and semimartingale properties of chaos processes. Stochastic Processes and Their Applications, 120(4), 522-540. https://doi.org/10.1016/j.spa.2009.12.001
Basse-O'Connor, A. (2010). Representation of Gaussian semimartingales with applications to the covariance function. Stochastics: An International Journal of Probability and Stochastic Processes , 82(4), 381-401. https://doi.org/10.1080/17442500903251857
Auneau, J. M. & Jensen, E. B. V. (2010). Expressing intrinsic volumes as rotational integrals. Advances in Applied Mathematics, 45(1), 1-11. https://doi.org/10.1016/j.aam.2009.11.010

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Lars Madsen