Publications from MaPhySto

Publications from the Network in 2003

Most of the publications mentioned below may be down-loaded in various formats (TeX-DVI, Postscript, PDF). All titles can be ordered from maphysto@imf.au.dk.

MaPhySto is publishing the following series

Research Reports (ISSN 1398-2699 (printed version), ISSN 1398-599X (on-line version)) For fast communication of new results obtained by researchers affiliated to the Network.
Lecture Notes Series (ISSN 1398-2702 (printed version), ISSN 1399-2538 (on-line version)) This series contains conference proceedings, lecture notes from summer schools/workshops etc.
Miscellanea (ISSN 1398-5957 (printed version), ISSN 1398-5981 (on-line version)) Various publications (raw course material, mini-proceedings, etc.)

Recent Research Reports (ISSN 1398-2699 (printed version), ISSN 1398-599X (on-line version))

For fast communication of new results obtained by researchers affiliated to the Network.

2003-8 (May 2003): General Probabilistic Framework of Randomness by Elena R. Loubenets.
2003-9 (May 2003): Diffusion-type Models with given Marginal Distribution and Autocorrelation Function by Bo Martin Bibby, Ib Michael Skovgaard, Michael Sørensen.
2003-10 (May 2003): The Lévy-Itô Decomposition in Free Probability by Ole E. Barndorff-Nielsen, Steen Thorbjørnsen.
2003-11 (May 2003): The Russian Option: Finite Horizon by Goran Peskir.
2003-12 (June 2003): The Class of Distributions of Periodic Ornstein-Uhlenbeck Processes Driven by Lévy Processes by Jan Pedersen, Ken-iti Sato.
2003-13 (June 2003): Geometric Construction of Modular Functors from Conformal Field Theory by Jørgen Ellegaard Andersen, Kenji Ueno.
2003-14 (June 2003): Zero Energy Asymptotics of the Resolvent for a Class of Slowly Decaying Potentials by Søren Fournais, Erik Skibsted.
2003-15 (June 2003): Zero Energy Asymptotics of the Resolvent in the Long Range Case by Søren Fournais, Erik Skibsted.
2003-16 (June 2003): The Wiener Sequential Testing Problem with Finite Horizon by Pavel V. Gapeev, Goran Peskir.
2003-17 (August 2003): Distribution of Modular Symbols for Compact Surfaces by Morten Skarsholm Risager.
2003-18 (August 2003): Heavy Tails, Importance Sampling and Cross-Entropy by Søren Asmussen, Dirk P. Kroese, Reuven Y. Rubinstein.
2003-19 (September 2003): Some Remarks on Scaling and Universality in Turbulence by Jürgen Schmiegel.
2003-20 (September 2003): Lévy-based Tempo-Spatial Modelling: with Applications to Turbulence by Ole E. Barndorff-Nielsen, Jürgen Schmiegel.
2003-21 (September 2003): Statistical Inference for Discretely Observed Markov Jump Processes by Mogens Bladt, Michael Sørensen.
2003-22 (September 2003): The Time to Ruin for a Class of Markov Additive Risk Processes by Martin Jacobsen.
2003-23 (September 2003): Absence of Quantum States corresponding to Unstable Classical Channels: Homogeneous Potentials of degree Zero by Ira Herbst, Erik Skibsted.
2003-24 (October 2003): Do Bosons Condense in a Homogeneous Magnetic Field? by Philippe Briet, Horia Cornean, Valentin A. Zagrebnov.
2003-25 (October 2003): Diffusion Models for Exchange Rates in a Target Zone by Kristian Stegenborg Larsen, Michael Sørensen.
2003-26 (October 2003): Estimation for Discretely Observed Diffusions using Transform Functions by Leah Kelly, Eckhard Platen, Michael Sørensen.
2003-27 (October 2003): Deformation Quantization and Geometric Quantization of Abelian Moduli Spaces by Jørgen Ellegaard Andersen.
2003-28 (October 2003): Asymptotics of the Quantum Invariants for Surgeries on the Figure 8 Knot by Jørgen Ellegaard Andersen, Søren Kold Hansen.
2003-29 (November 2003): Power and Bipower Variation with Stochastic Volatility and Jumps by Ole E. Barndorff-Nielsen, Neil Shephard.
2003-30 (November 2003): On the Relative Distribution of Eigenvalues of Exceptional Hecke Operators and Automorphic Laplacians by Erik Balslev, Alexei Venkov.
2003-31 (November 2003): Uniform Lieb-Thirring Inequality for the Three Dimensional Pauli Operator with a Strong Non-homogeneous Magnetic Field by László Erdös, Jan Philip Solovej.
2003-32 (November 2003): Magnetic Lieb-Thirring Inequalities with Optimal Dependence on the Field Strength by László Erdös, Jan Philip Solovej.
2003-33 (December 2003): A Class of Spatio-Temporal and Causal Stochastic Processes, with Application to Multiscaling and Multifractility by Ole E. Barndorff-Nielsen, Hans C. Eggers, Martin Greiner, Jürgen Schmiegel.
2003-34 (December 2003): Ground State Energy of the Two-Component Charged Bose Gas by Elliot H. Lieb, Jan Philip Solovej.
2003-35 (December 2003): Applications of Hidden Markov Models for Comparative Gene Structure Prediction by Asger Hobolth, Jens Ledet Jensen.
2003-36 (December 2003): Statistical Hausdorff Dimension of Labelled Trees and Quadrangulations by Philippe Chassaing, Bergfinnur Durhuus.
2003-37 (December 2003): Probabilistic Aspects of Infinite Trees and Surfaces by Bergfinnur Durhuus.
2003-38 (December 2003): "Local Realism", Bell's Theorem and Quantum "Locally Realistic" Inequalities by Elena R. Loubenets.
2003-39 (December 2003): Separability of Quantum States and the Violation of Bell-Type Inequalities by Elena R. Loubenets.

Lecture Notes Series (ISSN 1398-2702 (printed version), ISSN 1399-2538 (on-line version))

This series contains conference proceedings, lecture notes from summer schools/workshops etc.

No Lecture Notes were published in 2003

Miscellanea (ISSN 1398-5957 (printed version), ISSN 1398-5981 (on-line version))

Various publications (raw course material, mini-proceedings, etc.)

2003-24 (July 2003): Semigroups and Processes with Parameter in a Cone by Jan Pedersen, Ken-iti Sato.