Publications

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1996

Bidrag til bog-antologi

Asmussen, S. & Bladt, M. (1996). Renewal theory and queueing algorithms for matrix-exponential distributions. I A. S. Alfa & S. R. Chakravarthy (red.), Matrix-analytic methods in stochastic models (s. 313-341). Marcel Dekker.

1996

Bidrag til artikel

Jørgensen, B., Labouriau, R. & Lundbye-Christensen, S. (1996). Linear Growth curve analysis based on exponential dispersion models. Journal of the Royal Statistics Society, B 58(3), 573-592.

Jensen, E. B. V. (1996). An induction proof of the generalized Blaschke-Petkantschin formula. Advances in Applied Probability, 28(2), 334. https://doi.org/10.2307/1428044

Asmussen, S. & Teugels, J. L. (1996). Convergence rates for M/G/1 queues and ruin problems with heavy tails. J. Appl. Probab., 33(4), 1181-1190.

Asmussen, S. & Højgaard, B. (1996). Finite horizon ruin probabilities for Markov-modulated risk processes with heavy tails. Theory Stoch. Process., 2(18)(1-2), 96-107.

Asmussen, S., Nerman, O. & Olsson, M. (1996). Fitting phase-type distributions via the EM algorithm. Scandinavian Journal of Statistics, 23(4), 419-441.

Asmussen, S. & Klüppelberg, C. (1996). Large deviations results for subexponential tails, with applications to insurance risk. Stochastic Process. Appl., 64(1), 103-125.

Asmussen, S. & Sigman, K. (1996). Monotone stochastic recursions and their duals. Probab. Engrg. Inform. Sci., 10(1), 1-20.

Asmussen, S. & Bladt, M. (1996). Phase-type distributions and risk processes with state-dependent premiums. Scandinavian Actuarial Journal, (1), 19-36.

Asmussen, S. & Kella, O. (1996). Rate modulation in dams and ruin problems. J. Appl. Probab., 33(2), 523-535.

Asmussen, S. & Wang, C.-L. (1996). Variance reduction for simulating transient GI/G/1 behavior. Probab. Engrg. Inform. Sci., 10(2), 197-205.

1995

Bidrag til bog-antologi

Hahn, U. (1995). Two phase planar tessellations - an "infection" model and a test of randomness. I Proceedings of the 9th International Congress on Stereology

Asmussen, S. (1995). Stationary distributions via first passage times. I J. H. Dshalalow (red.), Advances in queueing theory, methods, and open problems (s. 79-102). CRC Press.

Asmussen, S. & Rubinstein, R. Y. (1995). Steady state rare events simulation in queueing models and its complexity properties. I J. H. Dshalalow (red.), Advances in queueing theory, methods, and open problems (s. 429-466). CRC Press.

1995

Bog-antologi

Jensen, J. L. (1995). Saddlepoint approximations. Clarendon Press Oxford.

1995

Bidrag til artikel

Jensen, J. L. (1995). Contribution to the discussion of "A personal overview on non-linear time series analysis from a chaos perspective" by Howell Tong. Scandinavian Journal of Statistics, 22(4), 426-428. http://www.jstor.org/stable/4616372

Perry, D. & Asmussen, S. (1995). Rejection rules in the M/G/1 queue. Queueing Systems Theory Appl., 19(1-2), 105-130.

Jensen, J. L. (1995). Asymptotic expansions at work. Scandinavian Actuarial Journal, (1), 143-152. https://doi.org/10.1080/03461238.1995.10413953

Jensen, E. B. V. (1995). Rotational versions of the Crofton formula. Advances in Applied Probability, 27(1), 87-96. https://doi.org/10.2307/1428097

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. J. Appl. Probab., 32(3), 736-755.

Asmussen, S. (1995). Stationary distributions for fluid flow models with or without Brownian noise. Comm. Statist. Stochastic Models, 11(1), 21-49.

1994

Bidrag til bog-antologi

Jonsson, E. & Asmussen, S. (1994). A practical dependability measure for embedded computer systems. I G. C. Goodwin & R. J. Evans (red.), Automatic control: proceedings of the 12th Triennial World Congress of the International Federation of Automatic Control (s. 647-652). Pergamon.

Asmussen, S., Jonsson, E. & Andersson, M. (1994). A practical dependability measure for degradable computer systems with non-exponential degradation. I T. Ruokonen (red.), Safeprocess '94: IFAC symposium on fault detection supervision and safety for technical processes (Bind 2, s. 227-233). Finnish Society of Automation.

1994

Bog-antologi

Jørgensen, B., Labouriau, R. & Lundbye-Christensen, S. (1994). Linear growth curve analysis based on exponential dispersion models. Technical Report Nr. 140

1994

Bidrag til artikel

Sandau, K. & Hahn, U. (1994). Some remarks on the accuracy of surface area estimation using the spatial grid. Journal of Microscopy, 173(1), 67-72.

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

Jensen, E. B. V. & Kiêu, K. (1994). Unbiased stereological estimation of d-dimensional volume in Rn from an isotropic random slice through a fixed point. Advances in Applied Probability, 26(1), 1-12. https://doi.org/10.2307/1427575

Hahn, U. & Lorz, U. (1994). On the precision of some stereological estimators for the spatial Poisson-Voronoi tessellation. Acta Stereologica, 13(1), 245-250.

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. J. Appl. Probab., 31(3), 797-815.

Asmussen, S. & Melamed, B. (1994). Regenerative simulation of TES processes. Acta Applicandae Mathematicae, 34(1-2), 237-260.

Asmussen, S. & Rolski, T. (1994). Risk theory in a periodic environment: the Cramér-Lundberg approximation and Lundberg's inequality. Math. Oper. Res., 19(2), 410-433.

1993

Afhandling

Jensen, J. L. (1993). Saddlepoint approximations, Edgeworth expansions and normal approximations - from independence to dependence. Aarhus University.

1993

Arbejdspapir (Working Paper)

Lorz, U. & Hahn, U. (1993). Geometric characteristics of spatial Voronoi tessellations and planar sections.

1993

Bidrag til bog-antologi

Asmussen, S. & Foss, S. G. (1993). Renovation, regeneration, and coupling in multiple-server queues in continuous time. I H. Niemi, G. Högnäs, A. N. Shiryaev & A. V. Melnikov (red.), Proceedings of the Third Finnish-Soviet symposium on probability theory and mathematical statistics (s. 1-6). VSP.

Jensen, J. L. (1993). Chaotic dynamical systems with a view towards statistics: a review. I O. E. Barndorff-Nielsen, J. L. Jensen & W. S. Kendall (red.), Networks and chaos - statistical and probabilistic aspects (s. 201-250). Chapman and Hall.

Asmussen, S. (1993). A tutorial on queueing networks. I O. E. Barndorff-Nielsen, J. L. Jensen & W. S. Kendall (red.), Networks and chaos: statistical and probabilistic aspects (s. 251-275). Chapman /.

1993

Bog-antologi

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

Barndorff-Nielsen, O. E., Jensen, J. L. & Kendall, W. S. (red.) (1993). Networks and chaos: statistical and probabilistic aspects. Monographs on statistics and applied probability Bind 50

1993

Bidrag til artikel

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).

Kieu, K. & Jensen, E. B. V. (1993). Stereological estimation based on isotropic slices through fixed points. Journal of Microscopy, 170(1), 45-51. https://doi.org/10.1111/j.1365-2818.1993.tb03322.x

Jensen, J. L. (1993). A historical sketch and some new results on the improved log likelihood ratio statistic. Scandinavian Journal of Statistics, 20(1), 1-15. http://www.jstor.org/stable/4616256

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