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3.1. Probability

Papers in journals and proceedings

A.A. BALKEMA, J.L. GELUK, L. DE HAAN, Measuring asymptotic convexity. Publ. de l'Inst.Math. (Beograd) 58 (72), 1995, 106-116.

A.A. BALKEMA, C. KL¨UPPELBERG, U. STADTM¨ULLER, Tauberian results for densities with Gaussian tails. J. London Math. Soc. (2) 51, 1995, 383-400.

A.A. BALKEMA, E.I. PANCHEVA, Decomposition for multivariate extremalprocesses. Comm. in Stat. Theory and Meth. 25 (4), 1996,737-758.

J. BARRIONUEVO, R.M. BURTON, K. DAJANI, C. KRAAIKAMP, Ergodic properties of generalized L|roth series. Acta Arith. 74, 1996, 311-327.

T. BEDFORD, Statistical treatment of competing failure modes. in: Probabilistic Safety Assessment and Management '96, eds P.C. Cacciabue and I.A. Papazoglou, Springer Verlag, London 1996.

T. BEDFORD, R.M. COOKE, Reliability Methods as management tools: dependence modelling and partial mission success. Proceedings ESREL'95.

T. BEDFORD, A. FISHER, On the magnification of Cantor sets and their limit models. Monat. Math.121, 11-40, 1996.

T. BEDFORD, H. G¨OTZ, A. SEEBREGTS, A critical evaluation of the use of influence diagram and decision tree modelling in severe accident management. Proceedings of PSA'96. (probabilistic safety assessment 1996).

T. BEDFORD, I. MEILIJSON, The marginal distributions of lifetime variables which right-censor each other. IMS Lecture Notes Monograph Series, Volume 27, 1995.

T. BEDFORD, I. MEILIJSON, A new approach to censored lifetime variables. Reliability Engineering and System Safety 51, 181-187,1996.

J. VAN DEN BERG, A. GANDOLFI, A trinagle inequality for covariances of binary FKG random variables. Ann. Appl. Probab. 5, 1995, 322-326.

K. BISCHOFF, AND R.M. COOKE, Integrated Risk-Uncertainty Analysis for the European Space Agency. In: P.C. Cacciabue and I.A. Papazoglou (Eds.), Probabilistic Safety Assessment and Management, Springer 1996, Vol. 3, p. 1831-1836. Proceedings of the ESREL'96-PSAM III Meeting at Crete, Greece, June 24-28, 1996.

S. CHENG, L. DE HAAN, J. YANG, Asymptotic distributions of multivariate intermediate order statistics. Th. Prob. Appl. 41, (1996) 840-853.

R.M. COOKE, The Design of Reliability Data Bases, Part I: Review of Standard Design Concepts. Reliability Engineering and System Safety, vol. 51 no. 2, p. 137-146, 1996.

R.M. COOKE, The design of Reliability Data Bases, Part II: Competing Risk and data Compression. Reliability Engineering and System Safety, vol. 51 no 2, p. 209-223, 1996.

R.M. COOKE, Coherent combination of experts' opinions: Discussion. Test, vol. 4 no. 2, p. 285, 1995.

R.M. COOKE., AND T. BEDFORD, Analysis of Reliability Data Using Subsurvival Functions and Censoring Models. Recent Advances in Life-Testing and Reliability, 1995.

R. COOKE, AND V. BIER, Simulation results for precursor estimates. Proceedings Safety Assessment, Advanced Topics Workshop Precursor Methods, Madison Wisconsin, May 1995.

R. COOKE, E. JAGER, AND S. GEERVLIET, Failure Frequency of underground Gas Pipelines. In: P.C. Cacciabue and I.A. Papazoglou (Eds.), Probabilistic Safety Assessment and Management, Springer, 1996, Vol. 2, pp. 992-1000. Proceedings of the ESREL'96-PSAM III Meeting at Crete, Greece, June 24-28, 1996.

R. COOKE AND J. PAULSEN, Concepts for measuring maintenance performance and methods for analysing competing failure modes. in: ESREL 94, 9th International Conference Reliability and Maintainability, 30/5/94. Appearing in Reliability Engineering and System Safety, 1996.

K. DAJANI, C. KRAAIKAMP, B. SOLOMYAK, The natural extension of the tex2html_wrap_inline4600 -transformation Acta Math. Hungar 73, 1996, 97-109.

F.M. DEKKING, Deterministic growth-dispersal models and branching random walk J. Math. Anal. Appl. 192, 1995, 529-538.

F.M. DEKKING, Random and automatic walks. In: Beyond Quasicrystals (Eds: F. Axel and D. Gratias), Les Editions de Physique and Springer, Berlin, 1995, p. 415-432.

F.M. DEKKING, Quadtrees, Mandelbrot percolation and the modelling of random sets Fractals 3, 1995, 777-784.

F.M. DEKKING, An inequality for pairs of martingales and its application to fractal image coding J. Appl. Prob. 33, 1996, 968-973.

F.M. DEKKING, A self similar tiling of Euclidean space by two shapes in two sizes J. Phys. A: Math. Gen. 29, 1996, 2123-2126.

F.M. DEKKING, The fractal geometry of random Cantor sets. In: Proc. of the Topology and Geometry Research Center, Vol. 7 (1996) (Eds: I.B. Jung and S.H. Lee), Dept. Math., Kyungpook National Univ., Taegu, Korea.

D. DENTENEER, L. MEESTER, Do Parametric Yield Estimates Beat Monte Carlo? COMPSTAT 1996, proceedings in Computational Statistics, 223-228.

G. DRAISMA, L. DE HAAN, An estimator for the extreme-value index Communications in Statistics - Theory and Methods 25, (1996) 685-694.

J.L. GELUK, Tails of subordinated laws: the regularly varying case. Stoch. Proc. Appl. 61, 1996, 147-161.

J.L. GELUK, On the domain of attraction of tex2html_wrap_inline4602 . Stat. Prob. Letters 31, 1996, 91-95.

L.H.J. GOOSSENS AND R.M. COOKE, Procedures guide for the use of expert judgement in uncertainty analyses. In: P.C. Cacciabue and I.A. Papazoglou (Eds.), Probabilistic Safety Assessment and Management, Springer, 1996, Vol. 2, pp. 978-985. Proceedings of the ESREL'96-PSAM III Meeting at Crete, Greece, June 24-28, 1996.

L.H.J. GOOSSENS, R.M. COOKE., F. WOUDENBERG, AND P. VAN DER TORN, Probit relations of hazardous substances through formal expert judgement. Loss Prevention and Safety Promotion in the Process Industries, vol. II,, p. 173-182, 1995, Elsevier Science B.V.

L. DE HAAN, Von Mises conditions in second order regular variation J. Math. Analysis Appl. 197, (1996) 400-410.

L. DE HAAN, X. HUANG, Large quantile estimation in a multivariate setting J. Multiv. Anal. 53, (1995) 247-263.

L. DE HAAN, S.I. RESNICK, Second order regular variation and rates of convergence in extreme value theory Annals of Probability 24, (1996) 97-124.

L. DE HAAN, U. STADTM¨ULLER, Generalized regular variation of second order J. Australian Math. Soc. (Series A) 61, (1996) 381-395.

K. VAN HARN, F.W. STEUTEL, Infinite divisibility and the waiting-time paradox Stochastic Models 11, 1995, 527-540.

F. HARPER, L. GOOSSENS, M. ABBOTT, J. BOARDMAN, J. BROWN, R. COOKE, J. HARRISON, E. HASKIN, S. HORA AND M. LITTLE, Joint USNRC/EC consequence uncertainty analysis: The ingestion pathway, dosimetry and health effects expert judgement elicitations and results. in: Proceedings of the International Topical Meeting on Probabilistic Safety Assessment - PSA '96 - Moving towards risk-based regulation, Park City, Utah, USA, September 29-October 3, 1996, Vol. II, pp. 1083-1088.

M. HARRIS, M. KEANE, Random Coin Tossing Accepted in Probability Theory and Related Fields.

M. HARRIS, R. MEESTER, Non-trivial Phase Transitions in a Dependent Parametric Bond Percolation Model in: Markov Processes and Related Fields 2, 1996, 513-528.

G. HOOGHIEMSTRA AND J. H¨USLER, A note on the maxima of bivariate random vectors Statistics and Probability letters. Vol. 31, 1-6. (1996)

G. HOOGHIEMSTRA, L.E. MEESTER, Computing the extremal index of special Markov chain and queues Stochastic Proc. Appl. 65/2, 171-185, 1996. (1996)

W.C.M. KALLENBERG, A.J. KONING, On Wieand's theorem Statistics & Probability Letters 25, (1995) 121-132.

M.S. KEANE, The essence of the law of large numbers in: CWI volume on the occassion of the retirement of P.C. Baayen, 1994, and in: Hayashibara Symposium on Fractals and Ergodic Theory, Ookayama, 1994. World Scientific Press, 1995.

M.S. KEANE, A continued fraction titbit Fractals 3, 1995, 641-650.

M.S. KEANE, Ergodic Theory, in Chaos - The interplay between stochastic and deterministic behaviour Karpacz, Poland, 11-25 February 1995, eds. P. Garbaczewski, M. Wolf, A. Weron, Springer Lecture Notes in Physics 457, 1995, 179-181.

M.S. KEANE, Ergodic Theory in Image of SMC Research 1996, pp. 89-96, Stichting Mathematisch Centrum, ISBN 90 6196 462 8, 1996.

M.S. KEANE, A. BULINSKII, Invariance principles for associated random fields Proceedings of the XVII Seminar on Stability Problems for Stochastic Models Part I, Journal of Mathematical Sciences 81, 2905-2911 (1996)

M.S. KEANE, T. FUJITA, S.ITO AND M.OHTSUKI, On almost everywhere convergence of the modified Jacobi-Perron algorithm; a correcter proof Ergodic Theory and Dynamical Systems 16, 1345-1352 (1996).

M.S. KEANE, R.D. GILL, A geometric proof of the Kochen-Specker no-go theorem Journal of Physics A 29, L289-L291 (1996).

M.S. KEANE, M. SMORODINSKY, B. SOLOMYAK On the morphology of tex2html_wrap_inline4604 -expansions with deleted digits Transactions of the American Mathematical Society 347, 1995, 955-966.

C. KRAAIKAMP, R. MEESTER, Ergodic properties of a dynamical system arising from percolation theory Ergodic Theory Dynam. Systems 15, 1995, 653-661.

B. KRAAN, AND R. COOKE, Dealing with Dependencies in Uncertainty Analysis In: P.C. Cacciabue and I.A. Papazoglou (Eds.), Probabilistic Safety Assessment and Management, Springer, 1996, Vol. 1, pp. 625-630. Proceedings of the ESREL'96-PSAM III Meeting at Crete, Greece, June 24-28, 1996.

B. KRAAN, AND R. COOKE, Processing of Expert Judgement Assessments into Parameter Uncertainties In: P.C. Cacciabue and I.A. Papazoglou (Eds.), Probabilistic Safety Assessment and Management, Springer, 1996, Vol. 2, pp. 988-991. Proceedings of the ESREL'96-PSAM III Meeting at Crete, Greece, June 24-28, 1996.

J.L. MIJNHEER, On the influence of an extremal term in a (simple) U-statistic Theory of Probability and Mathematical Statistics 50, 1995, 103-107.

J.L. MIJNHEER, A new lower bound for the rate of convergence in Strassen's Functional Law of the Iterated Logarithm Theory of Random Processes 1, 1995, 82-87.

J.L. MIJNHEER, Limit theorems for sums of independent random variables in the domain of attraction of a stable law. A survey. Probability Theory and Mathematical Statistics 53, 1995, 109-115.

J.L. MIJNHEER, On the law of the iterated logarithm for subsequences for a stable subordinator. J. Math. Sciences 76, 1995, 2283-2287.

J. PAULSEN, R. COOKE, AND R. NYMAN, Comparative Evaluation of Maintenance Performance using Subsurvival Functions. ESREL 95. 10th International Conference on Reliability and Maintainabilities, Bournemouth June 1995. Appearing in Reliability Engineering and System Safety, 1996.

J. SERAFIN, The finitary coding of two Bernoulli schemes with unequal entropies has finite expectation Indag. Mathem., N.S. 7 (4), 1996, 503-519.

F.W. STEUTEL, Probabilistic methods in applied analysis South East Asian Bull. Math. 19, 1995, 59-66.

F.W. STEUTEL, L. BONDESSON, G.K. KRISTIANSEN, Infinite divisibility of random variables and their integer parts Statist. & Prob. Letters 28, 1996, 271-278.

F.W. STEUTEL, K. VAN HARN, Infinite divisibility and the waiting-time paradox Comm. in Statist. - Stoch. Models 11 (3), 1995, 527-540.

F.W. STEUTEL, H. MAASSEN, Remembering Wim Vervaat Statistica Neerl. 50, 225-230.

Ph.D. Theses

A.G. CHESSA, Conditional simulation of spatial stochastic models for reservoir heterogeneity, 1995, Delft University of Technology.

R.H.P. JANSSEN, Construction of orthogonal polynomials associated with time series and random fields, 1995, Delft University of Technology.

M.D. HARRIS, Coin tossing, random mirrors and dependent percolation: the paradigms of phase transition, 1996, Delft University of Technology.

Reports and pre-prints

I. ADAN AND G. HOOGHIEMSTRA, The M/M/c queue with critical jobs. Memorandum COSOR 96-20, TU-Eindhoven.

T. BEDFORD, A.M.H. MEEUWISSEN, Minimally informative distributions with given rank correlation for use in uncertainty analysis. TUD report 95-135.

J. VAN DEN BERG, A constructive Mixing Condition for 2-D Spin Systems with Random Interactions. preprint.

J. VAN DEN BERG, T. BEDFORD, A Remark on Van Lieshout and Baddeley's J-function for Point Processes. preprint.

J. VAN DEN BERG, A. ERMAKOV, A new lower bound for the critical probability of site percolation on the square lattice. CWI Report BS-R9526.

R.M. BURTON, C. KRAAIKAMP, T.A. SCHMIDT, Natural extensions for the Rosen fractions. Report of the Faculty of Technical Mathematics and Informatics, 96-98, TU Delft, 1996.

S. CHENG, L. PENG, Y. QI, Almost sure convergence in extreme value theory. Econometric Institute (1995) Report 9504/A.

S. CHENG, L. PENG, Y. QI, Ergodic behaviour of extreme values. Econometric Institute Report (1995) 9524/A.

A.G. CHESSA, L.E. MEESTER, Conditional distributions of Poisson processes given realisations of induced point processes. Reports of the Faculty of Technical Mathematics and Computer Science 96-49, 1996

R.M. COOKE, Review of SKI data processing methodology, The Design of reliability data bases: Generic issues. Phase 1, SKI report 95:2

R.M. COOKE, J. DORREPAAL AND T. BEDFORD, Review of SKI data processing methodology, Mathematical Review. Phase II, SKI report 95:2.

R.M. COOKE, L.H.J. GOOSENS AND B. KRAAN, Methods for CEC/USNRC Accident consequence uncertainty analysis of dispersion and deposition - Performance based aggregating of expert judgments and PARFUM method for capturing modeling uncertainty. EUR 15856, Luxembourg, June 1995.

R.M. COOKE AND E. JAGER, Failure Frequency of Underground Gas Pipelines. to appear TU Delft-Gasunie report 1996.

F.M. DEKKING, Z.-Y. WEN, Boundedness of oriented walks generated by substitutions. Reports of the Faculty of Mathematics and Informatics no. 95-54, Delft, 1995.

F.M. DEKKING, Fractal image coding: some mathematical remarks on its limits and its prospects. Reports of the Faculty of Mathematics and Informatics no 95-95, Delft, 1995.

F.M. DEKKING, What is the long range order in the Kolakoski sequence? Reports of the Faculty of Mathematics and Informatics no 95-100, Delft, 1995.

F.M. DEKKING, J.J. KALKER, E.A.H. VOLLEBREGT, Simulation of rough elastic contacts. Reports of the Faculty of Mathematics and Informatics no 95-57, Delft, 1995.

F.M. DEKKING, C. KRAAIKAMP, J.G. SCHOUTEN, Binary images and inhomogeneous tree-indexed Markov chains. Reports of the Faculty of Technical Mathematics and Informatics, 96-144, TU Delft, 1996.

H. DREES, Optimal rates of convergence for estimates of the extreme value index. Econometric Institute Report (1995) 9557/A.

H. DREES, A general class of estimators of the extreme value index. Econometric Institute Report (1995) 9558/A.

H. DREES, L. DE HAAN, A note on conditions for quantile process approximations. Econometric Institute Report (1996) 9606/A.

H. DREES, X. HUANG, Best attainable rates of convergence for estimates of the stable tail dependence function. Econometric Institute Report (1996) 9604/A.

J.H.J. EINMAHL, L. DE HAAN, A.K. SINHA, Estimating the spectral measure of an extreme value distribution. Econometric Institute Report (1995) 9533/A.

J.L. GELUK, A renewal theorem in the finite-mean case. Report 9616/A, Econometric Institute, Erasmus University Rotterdam, 1996.

J. GELUK, L. DE HAAN, S.I. RESNICK, C. ST´ARIC´A, Second order regular variation, convolution and the central limit theorem. Econometric Institute Report (1995) 9543/A.

L.H.J. GOOSSENS, R.M. COOKE AND B.C.P. KRAAN, Evaluation of weighting schemes for expert judgement studies. Final report prepared under contract Grant No. Sub 94-FIS;040 for the Commission of European Communities, Directorate-General for Science, Research and Development, XII-F-6. Delft University of Technology, Delft/NL, December 1996, 75 p.

L. DE HAAN, L. PENG, Exact rates of convergence to a symmetric stable laws. Econometric Institute Report (1995) 9523/A.

L. DE HAAN, L. PENG, Slow convergence to normality: an edgeworth expansion without third moment. Econometric Institute Report (1996) 9626/A,

L. DE HAAN, S.I. RESNICK, Estimating the limit distribution of multivariate extremes. Econometric Institute Report (1995) 9525/A.

F.T. HARPER, S.C. HORA, M.L. YOUNG, L.A. MILLER, C.H. LUI, M.D. MCKAY, J.C. HELTON., L.H.J. GOOSSENS, R.M. COOKE, J. P¨ASLER-SAUER, B. KRAAN, J.A. JONES, Probability Accident Consequence Uncertainty Analysis, NUREG/CR-6244 EUR 15855EN SAND94-1453.

M. HARRIS, Non Trivial Phase Transition in a Continuum Percolation Model. Report 96-124, Delft University of Technology, 1996.

M. HARRIS, M. KEANE, Random Coin Tossing. Report 95-33, Delft University of Technology, 1995.

G. HOOGHIEMSTRA AND J. H¨USLER, A note on the maxima of bivariate random vectors. Report 95-53 TWI-TuDelft.

G. HOOGHIEMSTRA, J. H¨USLER AND L.E. MEESTER, On the extremal index for the M/M/s queue. Report 96-06 TWI-TuDelft, 1996.

G. HOOGHIEMSTRA AND L. E. MEESTER, Computing the extremal index of special Markov chain and queues. Report 95-16, TWI-TuDelft.

A.J. KONING, The innovation cumulative sum. Econometric Institute Report (1996) 9601/A.

A.J. KONING, Goodness of fit for the constancy of a classical statistical model over time. Econometric Institute Report (1996) 9645/A.

B. KRAAN, AND R. COOKE, Post-Processing Techniques for the joint CEC/ USNRC Uncertainty Analysis of Accident Consequence Codes, preprint, to appear in Journal of Stat. Comp. and Sim, 1996.

R. MEESTER, C. KRAAIKAMP, Convergence of continued fraction type algorithms and generators. Preprint University of Utrecht, 955, 1996 (to appear in Motsh. f. Math.).

J.L. MIJNHEER, Asymptotic inference for AR(1) processes with (non-normal) stable errors I. RUL technical report TW-95-10, to appear in J. Math. Sciences 83, 1997.

J.L. MIJNHEER, Asymptotic inference for AR(1) processes with (non-normal) stable errors II. Properties of some stochastic integrals, RUL technical report TW-95-11.

J.L. MIJNHEER, Asymptotic inference for AR(1) processes with (non-normal) stable errors III, Stable Ornstein-Uhlenbeck processes and integrals of stable O-U processes. RUL technical report TW-96-10, to appear in Stochastic Models.

J.L. MIJNHEER, Asymptotic inference for AR(1) processes with (non-normal) stable errors IV - A note on the case of a negative unit root. RUL technical report TW-96-14. Submitted.

A.J. SEGERS, Light Distribution in a Stochastically Varying Medium. M.Sc. Thesis, Delft University of Technology, 1996.

F.W. STEUTEL, A curious implication of Spitzer's identity. Memorandum COSOR 95-17, 4 pages.

F.W. STEUTEL, M.J.A. EENIGE, Note on the approximation of distributions on Z+ by mixtures of negative binomial distributions. Memorandum COSOR 96-13, 4 pages.

F.W. STEUTEL, A.G. PAKES, On the number of records near the maximum. Report 1995/17, Dept. of Math. Univ. W. Australia, Perth, 9 pages.

F.W. STEUTEL, KEN-ITI SATO, Note on the continuation of infinitely divisible distributions and the canonical measures. Preprint Nagoya Univ., December 1995, No. 16, 9 pages.

Y. QI, R.J.G. WILMS, The limit behavior of maxima modulo one and the number of maxima. Econometric Institute Report (1995) 9519/A.

Other publications

R.M. COOKE, UNICORN: Methods and code for uncertainty analysis. Published by Atomic Energy Authority, SRD Association. 1995.

R.M. COOKE, Een Aantal Dingen. Inaugural address, November 1995.

R.M. COOKE, Wiskunde voor Risico- en Milieueffect Berekening. Nieuwe Wiskrant, December 1995.

R.M. COOKE, Guest Editorial. Reliability Engineering and System Safety, vol. 51 no. 2, p. 123, 1996.

R.M. COOKE, F.T. HARPER, L.H.J. GOOSSENS, S.C. HORA, M.L.YOUNG, J. PALSEN-SAUER, L.A. MILLER, B. KRAAN, C. LUI, M.D. MCKAY, J.C. HELTON, J.A. JONES, Joint UNSNRC/CEC uncertainty study: Dispersion and deposition panels. Proceedings of a technical committee meeting, organized by the International atomic energy agency and held in Vienna, Austria 21-25 november 1994, IAEA, Vienna Austria, 1995.

R.M. COOKE, M. MENDEL, H. VRIJLING (EDS.), Engineering Probabilistic Design and Maintenance for Flood Protection, Kluwer Academic Publishers, 1997.

G. HOOGHIEMSTRA, Mijn wens: Een Jaguar XJS-convertible. Nieuwe Wiskrant, Vol 15 3, 30-33. (1996).

M.S. KEANE, Trends in de Wiskunde. in Trends in de Wetenschap, pp 53-55, Publisher NWO, The Hague, 1995, ISBN 90-70608-42-1.

M.S. KEANE, Ergodic Theory. in Images of SMC Research 1996, pp 89-96, Stichting Mathematisch Centrum, ISBN 90 6196 462 8, 1996.

F.W. STEUTEL, Laatste Kansen, retirement address. ISBN 90 386 0229 4, 20 pages (in Dutch).


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Next: 3.2. Statistics Up: Stochastics Previous: Stochastics

J.H.M.Dassen
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