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Publications

All data comes from articles registered in PURE.

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1995

Contribution to journal

Asmussen, S., Glynn, P. & Pitman, J. (1995). Discretization error in simulation of one-dimensional reflecting Brownian motion. Annals of Applied Probability, 5(4), 875-896.
Asmussen, S., Frey, A., Rolski, T. & Schmidt, V. (1995). Does Markov-modulation increase the risk? ASTIN Bulletin: The Journal of the IAA, 25(1), 49-66.
Asmussen, S. & Schmidt, V. (1995). Ladder height distributions with marks. Stochastic Process. Appl., 58(1), 105-119.
Asmussen, S. & Nielsen, H. M. (1995). Ruin probabilities via local adjustment coefficients. Journal of Applied Probability, 32(3), 736-755.

1994

Contribution to book anthology

Jonsson, E. & Asmussen, S. (1994). A practical dependability measure for embedded computer systems. In G. C. Goodwin & R. J. Evans (Eds.), Automatic control: proceedings of the 12th Triennial World Congress of the International Federation of Automatic Control (pp. 647-652). Pergamon.
Asmussen, S., Jonsson, E. & Andersson, M. (1994). A practical dependability measure for degradable computer systems with non-exponential degradation. In T. Ruokonen (Ed.), Safeprocess '94: IFAC symposium on fault detection supervision and safety for technical processes (Vol. 2, pp. 227-233). Finnish Society of Automation.

1994

Book anthology

1994

Contribution to journal

Jensen, J. L. & Künsch, H. R. (1994). On asymptotic normality of pseudo likelihood estimates for pairwise interaction processes. Annals of the Institute of Statistical Mathematics, 46(3), 475-486. https://doi.org/10.1007/BF00773511
Jensen, E. B. V. (1994). Topics in spatial statistics - discussion. Scandinavian Journal of Statistics, 21(4), 349-350. http://www.jstor.org/stable/4616322
Hahn, U. & Lorz, U. (1994). Stereological analysis of the spatial Poisson-Voronoi tessellation. Journal of Microscopy, 175(3), 176-185.
Asmussen, S. & Bladt, M. (1994). A sample path approach to mean busy periods for Markov-modulated queues and fluids. Advances in Applied Probability, 26(4), 1117-1121.
Asmussen, S. (1994). Busy period analysis, rare events and transient behavior in fluid flow models. Journal of Applied Mathematics and Stochastic Analysis, 7(3), 269-299.
Asmussen, S., Henriksen, L. F. & Klüppelberg, C. (1994). Large claims approximations for risk processes in a Markovian environment. Stochastic Process. Appl., 54(1), 29-43.
Asmussen, S. & Bladt, M. (1994). Poisson's equation for queues driven by a Markovian marked point process. Queueing Systems Theory Appl., 17(1-2), 235-274.
Asmussen, S., Rubinstein, R. & Wang, C.-L. (1994). Regenerative rare events simulation via likelihood ratios. Journal of Applied Probability, 31(3), 797-815.
Asmussen, S. & Melamed, B. (1994). Regenerative simulation of TES processes. Acta Applicandae Mathematicae, 34(1-2), 237-260.

1993

Thesis

1993

Working Paper

1993

Contribution to book anthology

Asmussen, S. & Foss, S. G. (1993). Renovation, regeneration, and coupling in multiple-server queues in continuous time. In H. Niemi, G. Högnäs, A. N. Shiryaev & A. V. Melnikov (Eds.), Proceedings of the Third Finnish-Soviet symposium on probability theory and mathematical statistics (pp. 1-6). VSP.
Jensen, J. L. (1993). Chaotic dynamical systems with a view towards statistics: a review. In O. E. Barndorff-Nielsen, J. L. Jensen & W. S. Kendall (Eds.), Networks and chaos - statistical and probabilistic aspects (pp. 201-250). Chapman and Hall.
Asmussen, S. (1993). A tutorial on queueing networks. In O. E. Barndorff-Nielsen, J. L. Jensen & W. S. Kendall (Eds.), Networks and chaos: statistical and probabilistic aspects (pp. 251-275). Chapman /.

1993

Book anthology

Labouriau, R. (1993). A note on uniform expansion in orthogonal polynomials. Department of Theoretical Statistics.

1993

Contribution to journal

Labouriau, R. (1993). A note on pointwise expansions in Hermite polynomials of real functions. Research reports / Department of Theoretical Statistics, Institute of Mathematics, University of Aarhus, (267).
Jensen, J. L. (1993). Comments on nonparametric predictions of sunspot numbers. Astronomical Journal, 105(1), 350-352.
Hahn, U. & Lorz, U. (1993). Stereological model tests for the spatial Poisson-Voronoi tessellation II. Acta Stereologica, 12(2), 131-140.
Asmussen, S. & Koole, G. (1993). Marked point processes as limits of Markovian arrival streams. Journal of Applied Probability, 30(2), 368-372.
Asmussen, S. & Rubenstein, R. Y. (1993). Response surface estimation and sensitivity analysis via efficient change of measure. Comm. Statist. Stochastic Models, 9(3), 313-339.

1992

Contribution to book anthology

Asmussen, S. & Johnsson, E. (1992). A practical measure for some attributes in degradable computing systems. In Nordic seminar on dependable computing systems: compendium (pp. 413-426). Norges Tekniske Høgskole.
Asmussen, S. & Rubinstein, R. (1992). Performance evaluation for the score function method in sensitivity analysis and stochastic optimization. In G. Pflug & U. Dieter (Eds.), Simulation and optimization (pp. 1-13). Springer.

1992

Book anthology

Jørgensen, B. & Labouriau, R. S. (1992). Famílias exponenciais e inferência teórica. Instituto de Matemática Pura e Aplicada (IMPA).

1992

Contribution to journal

Jensen, J. L. (1992). A note on a conjecture of H. E. Daniels. Brazilian Journal of Probability and Statistics, 6(1), 85-95.