Department of Mathematical Sciences

 

 
  1. 2002
  2. Published

    Small eigenvalues of large Hankel matrices. The indeterminate case

    Berg, Christian, Chen, Y. & Ismail, M. E. H., 2002, In: Mathematica Scandinavica. 91, p. 67-81

    Research output: Contribution to journalJournal articleResearchpeer-review

  3. Published

    Some Classes of Completely Monotonic Functions

    Berg, Christian & Alzer, H., 2002, In: Annales Academiae Scientiarum Fennicae. Mathematica. 27, p. 445-460

    Research output: Contribution to journalJournal articleResearchpeer-review

  4. Published

    Prime pover degree representations of the double covers of the symmetric and alternating groups

    Bessenrodt, C. & Olsson, Jørn Børling, 2002, In: Journal of the London Mathematical Society. 66, 2, p. 313-324

    Research output: Contribution to journalJournal articleResearchpeer-review

  5. Published

    Tail probabilities of subadditive functionals of Lévy processes

    Braverman, M., Mikosch, Thomas Valentin & Samorodnitsky, G., 2002, In: Annals of Applied Probability. 12, 1, p. 69-100

    Research output: Contribution to journalJournal articleResearchpeer-review

  6. Published

    Riemann-Roch theorems via deformation quantization, I

    Bressler, P., Nest, Ryszard & Tsygan, B., 15 Apr 2002, In: Advances in Mathematics. 167, 1, p. 1-25 25 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  7. Published

    Riemann-Roch theorems via deformation quantization, II1

    Bressler, P., Nest, Ryszard & Tsygan, B., 15 Apr 2002, In: Advances in Mathematics. 167, 1, p. 26-73 48 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  8. Published

    Discussion of Peter McCullagh: What is a Statistical Model

    Brøns, H., 2002, In: Annals of Statistics. 30, 5, p. 1279-1283

    Research output: Contribution to journalJournal articleResearchpeer-review

  9. Published

    Testing undeclared central bank intervention in foreign exchange markets

    Cavaliere, G., 2002, København, p. 1-28.

    Research output: Working paperResearch

  10. Published

    The Quantum Analog to Intrinsic Information

    Christandl, Matthias, 2002, ETH Zûrich. 65 p.

    Research output: Book/ReportPh.D. thesisResearch

  11. Published

    Restricted homological dimensions and Cohen-Macaulayness

    Christensen, L. W., Foxby, H. & Frankild, A., 2002, In: Journal of Algebra. 251, p. 479-502

    Research output: Contribution to journalJournal articleResearchpeer-review

  12. Published

    Poisson limits for U-statistics

    Dabrowski, A. R., Dehling, H. G., Mikosch, Thomas Valentin & Sharipov, O., 2002, In: Stochastic Processes and Their Applications. 99, 1, p. 137-157

    Research output: Contribution to journalJournal articleResearchpeer-review

  13. Published

    Empirical Process Techniques for Dependent Data

    Dehling, H. G. (ed.), Mikosch, Thomas Valentin (ed.) & Sørensen, Michael (ed.), 2002, Boston: Birkhäuser Verlag. 545 p.

    Research output: Book/ReportAnthologyResearchpeer-review

  14. Published

    The fast climate fluctuations during the statial and interstadial climate states

    Ditlevsen, Peter, Ditlevsen, Susanne & Andersen, K. K., 2002, In: Annals of Glaciology. 35, 1, p. 457-462 6 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  15. Published

    A String Bit Hamiltonian Approach to Two-Dimensional Quantum Gravity

    Durhuus, Bergfinnur & Lee, H. C. W., 2002, In: Nuclear Physics B. 623, p. 201-219

    Research output: Contribution to journalJournal articleResearchpeer-review

  16. Published

    A note on noncommutative scalar multisolitons

    Durhuus, Bergfinnur & Jonsson, T., 2002, In: Physics Letters B. 539, p. 277-280

    Research output: Contribution to journalJournal articleResearchpeer-review

  17. Published

    On the classification of nuclear C*-algebras

    Eilers, Søren & Dadarlat, M., 2002, In: Proceedings of the London Mathematical Society. 85, p. 168-210

    Research output: Contribution to journalJournal articleResearchpeer-review

  18. Published

    Regularity of projections revisited

    Eilers, Søren & Akemann, C. A., 2002, In: Journal of Operator Theory. 48, p. 515-534

    Research output: Contribution to journalJournal articleResearchpeer-review

  19. Published

    Complex powers of resolvents of pseudodifferential operators

    Grubb, Gerd & Hansen, L., 2002, In: Communications in Partial Differential Equations. 27, p. 2333-2361

    Research output: Contribution to journalJournal articleResearchpeer-review

  20. Published

    Conditions au bord spectrales et formules de trace

    Grubb, Gerd, 2002, Séminaire Équations aux Dérivées Partielles 2001-2002. Palaiseau, France: Centre des Mathématiques, École Polytechnique, p. Exposé no. 14

    Research output: Chapter in Book/Report/Conference proceedingReport chapterResearch

  21. Published

    Trace formulas for parameter-dependent pseudodifferential operators

    Grubb, Gerd, 2002, In: Nuclear physics B, Proceedings supplements. 104, p. 71-88

    Research output: Contribution to journalJournal articleResearchpeer-review

  22. Published

    Introduktion til Matematisk Statistik

    Hansen, Ernst, 2002, København: Afdeling for Teoretisk Statistik, K.U.,. 495 p.

    Research output: Book/ReportBookEducation

  23. Published

    Massemord eller moderne plejehjemsdrift

    Hansen, Ernst, 2002, Matematik i Perspektiv. p. 8

    Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch

  24. Published

    Sandsynlighedsregning på målteoretisk grundlag.

    Hansen, Ernst, 2002, 2. ed. København: Afdeling for Teoretisk Statistik, K.U.,. 501 p.

    Research output: Book/ReportBookEducation

  25. Published

    Establishing Geometric Drift via the Laplace Transform of Symmetric Measures

    Hansen, Niels Richard & Hansen, Ernst, 2002, In: Statistics & Probability Letters. 60, 3, p. 289-295

    Research output: Contribution to journalJournal articleResearchpeer-review

  26. Published

    The Information Topology

    Harremöes, P., 2002, Proceedings International Symposium on Information Theory. Lausanne: IEEE Signal Processing Society, p. 431

    Research output: Chapter in Book/Report/Conference proceedingReport chapterResearch

  27. Published

    Topologies associated with Information Divergence

    Harremöes, P., 2002, Proceedings 24th European Meeting of Statisticians. Prague: Institute of Information Theory and Automation, p. 216

    Research output: Chapter in Book/Report/Conference proceedingReport chapterResearch

  28. Published

    Unified Approach to Optimization Techniques in Shannan Theory

    Harremöes, P. & Topsøe, Flemming, 2002, Proceedings of the 2002 IEEE International Symposium on Information Theory, Lausanne. New York: IEEE Signal Processing Society, p. 238

    Research output: Chapter in Book/Report/Conference proceedingReport chapterResearch

  29. Published

    Zipf's Law, Hyperbolic Distributions and Entropy Loss

    Harremöes, P. & Topsøe, Flemming, 2002, Proceedings International Symposium on Information Theory. Lausanne: IEEE Signal Processing Society, p. 207

    Research output: Chapter in Book/Report/Conference proceedingReport chapterResearch

  30. Published

    Køn og Magt i Akademia

    Hasse, C., Henningsen, Inge Biehl & Søndergaard, D. M., 2002, Kønsmagt under forandring. København: Hans Reitzels Forlag, p. 110-129

    Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch

  31. Published

    The Leaking Pipeline: Øjebliksbilleder af kønnede in- og eksklusionsprocesser i Akademia

    Henningsen, Inge Biehl & Højgaard, Lis, 2002, In: Dansk Sociologi. 13, 2, p. 25-49

    Research output: Contribution to journalJournal articleResearch

  32. Published

    Women in Scince - the Danish case

    Henningsen, Inge Biehl, 2002, Proceedings from The Gender and Research Conference. Bruxelles: EU Kommissionen, p. 283-287

    Research output: Chapter in Book/Report/Conference proceedingReport chapterCommunication

  33. Published

    The minimum maximum of a continuous martingale with given initial and terminal laws

    Hobson, D. G. & Pedersen, Jesper Lund, 2002, In: Annals of Probability. 30, 2, p. 978-999

    Research output: Contribution to journalJournal articleResearchpeer-review

  34. Published

    Option Pricing With Excel

    Honore, P. & Poulsen, Rolf, 2002, Programming languages and systems in computational economics and Finance. Boston: Kluwer Law International, Vol. 18. p. 369-402

    Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch

  35. Published

    Numerical Solution of Boundary Value Problems in Computational Finance

    Hugger, J., 2002, Programming Languages and Systems in Computational Economics. Kluwer Law International, p. 403-409

    Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch

  36. Published

    Martingales and the Distribution of the Time to Ruin

    Jacobsen, Martin, 2002, København, p. 1-24.

    Research output: Working paperResearch

  37. Published

    Multi-self-similar Markov processes on Rn+ and their Lamperti representations

    Jacobsen, Martin & Yor, M., 2002, København, p. 1-28.

    Research output: Working paperResearch

  38. Published

    Optimality and small ¿-optimality of martingale estimating functions

    Jacobsen, Martin, 2002, In: Bernoulli. 8, 5, p. 643-668

    Research output: Contribution to journalJournal articleResearchpeer-review

  39. Published

    Quantized symmetrizations and *-products

    Jakobsen, Hans Plesner, 2002, Quantized symmetrizations and *-products. Singapore: World Scientific, p. 396-403

    Research output: Chapter in Book/Report/Conference proceedingReport chapterResearch

  40. Published

    Transition Densities of Diffusion Processes: Numerical Comparison of Approximation Techniques

    Jensen, B. & Poulsen, Rolf, 2002, In: Journal of Derivatives. 9, 4, p. 18-32

    Research output: Contribution to journalJournal articleResearchpeer-review

  41. Published

    Generic polynomials: Constructive Aspects of the Inverse Galois Problem

    Jensen, Chr Ulrik, Ledet, A. & Yui, N., 2002, Cambridge: Cambridge University Press. (MSRI Publications, Vol. 45).

    Research output: Book/ReportBookResearchpeer-review

  42. Published

    Non-stationary and no moments asymptotics for the ARCH model

    Jensen, S. T. & Rahbek, Anders, 2002, København, p. 1-6.

    Research output: Working paperResearch

  43. Published

    A Small Sample Correction for Tests of Hypotheses on the Cointegrating Vectors

    Johansen, Søren, 2002, In: Journal of Econometrics. 111, 2, p. 195-221

    Research output: Contribution to journalJournal articleResearchpeer-review

  44. Published

    A Small Sample Correction of the Test for Cointegrating Rank in the Vector Autoregressive Model

    Johansen, Søren, 2002, In: Econometrica. 70, p. 1929-1961 33 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  45. Published

    A simulation study of some functionals of random walk

    Johansen, Søren, Hansen, Henrik & Fachin, S., 2002, Københavns Universitet.

    Research output: Working paperResearch

  46. Published

    Discussion of: Jansen, E.S., Statistical issues in macroeconomic modelling

    Johansen, Søren, 2002, In: Scandinavian Journal of Statistics. 29, p. 213-216

    Research output: Contribution to journalJournal articleResearchpeer-review

  47. Published

    Statistical analysis of hypotheses on the cointegrating relations in the I(2) model

    Johansen, Søren, 2002, Københavns Universitet, p. 1-27.

    Research output: Working paperResearch

  48. Published

    The interpretation of cointegrating coefficients in the cointegrated vector autoregressive model

    Johansen, Søren, 2002, Københavns Universitet, p. 1-11.

    Research output: Working paperResearch

  49. Published

    Om kongruenstal

    Kiming, Ian, 2002

    Research output: Book/ReportReportCommunication

  50. Published

    Asymptotics of the QMLE for a class of ARCH(q) models

    Kristensen, D. & Rahbek, Anders, 2002, København, p. 1-30.

    Research output: Working paperResearch

  51. Published

    Analyzing Rating Transitions and Rating Drift with Continuous Observations

    Lando, D. & Skødeberg, T., 2002, In: Journal of Banking & Finance. 26, p. 423-444

    Research output: Contribution to journalJournal articleResearchpeer-review