糖心TV

Here is a list of publications and preprints, categorized as follows.

• Unpublished research reports and DPhil Thesis;
• Books;
• Journal and other publications;

there is also an associated list of research report abstracts, including links by theme and (some) illustrative pictures. Preprints are early pre-publication versions: each preprint title 鈥淩esearch Report XXX鈥� is linked to the corresponding abstract. Some preprints can be downloaded in gzipped PostScript form (here is information on how to deal with gzipped files) or as Acrobat PDF : in such cases appropriate icons link to the corresponding files. To obtain paper copies of those preprints without links, contact our . Further icons link to final publication versions as follows:

• ,
• ,
• commercial publisher sources using .

Titles of articles published in free electronic journals are linked to the relevant web-page.

Please also check out the preprints written by my colleague .

Readers of my Mathematica Journal article, Stochastic Integrals and their expectations, may download the associated software from this link: itointegral.zip [65k].

Unpublished research reports and DPhil Thesis (most recent outputs come first)

Rubber Bands, Pursuit Games and Shy Couplings (co-authored with M. Bramson, K. Burdzy) arXiv 1207.0597
Dynamic Filtering of Static Dipoles in MagnetoEncephaloGraphy (co-authored with A. Sorrentino, A. M. Johansen, J. A. D. Aston, T. E. Nichols) arXiv1205.6310
鈥淐onstructing Markov chains for differentiable curves鈥� (2004)
鈥淪implification rules for Ito Integral鈥� (2004)
鈥淧erfect implementation of simulation for conditioned Boolean Model via correlated Poisson random variables鈥� (co-authored with Y. Cai); (1999)
鈥淧erfect simulation of point processes using Metropolis-Hastings algorithms鈥� (co-authored with J. M酶ller); (1999)
鈥淧erfect implementation of a Metropolis-Hastings simulation of Markov point processes鈥� (co-authored with J. M酶ller); (1999)
鈥淚tovsn3 in AXIOM: modules, algebras and stochastic differentials鈥� (1998)
鈥淪tochastic calculus in Mathematica: software and examples鈥� (1998)
鈥淐omputer algebra and yoke geometry I: When is an expression a tensor?鈥� (1992)
鈥淎n animated tour of the Brownian path (Brownian motion and computer algebra)鈥� (1992)
鈥淪ymbolic It么 calculus: An introduction鈥� (1991)
鈥淪ome Problems of Probability Theory鈥� (DPhil Thesis) Department of Mathematics, University of Oxford (1979)

Books (most recent outputs come first)

(co-edited with I. Molchanov); Oxford University Press (December 2010)
Markov chain Monte Carlo: Innovations and Applications (co-edited with F. Liang, J.-S. Wang); World Scientific (2005)
Stochastic Geometry: Likelihood and Computation (co-edited with O. E. Barndorff-Nielsen, M. N. M. van Lieshout); (1999)
New Directions in Dirichlet Forms (co-authored with J. Jost, U. Mosco, M. R枚ckner, K. T. Sturm); (1998)
Stochastic geometry and its applications (co-authored with D. Stoyan, J. Mecke); (1995) Now available in , October 2008.
Networks and Chaos - Statistical and Probabilistic Aspects (co-edited with O. E. Barndorff-Nielsen, J. L. Jensen); (1993)

Journal and other publications (most recent outputs come first)

鈥淔ibre-generated Point Processes and Fields of Orientations鈥� (co-authored with B. J. Hill and E. Thoennes), Annals of Applied Statistics, to appear arXiv:1109.0701
鈥淪hy Couplings, CAT(0) Spaces, and the Lion and Man鈥� (co-authored with M. Bramson and K. Burdzy), Annals of Probability, to appear arXiv:1007.3199.
鈥淟imit theorems for empirical Fr茅chet means of independent and non-identically distributed manifold-valued random variables鈥� (co-authored with H. Le), Brazilian Journal of Probability and Statistics, (2011) 25(3), 323-352arXiv:1102.0228.
鈥淕eodesics and flows in a Poissonian city鈥�, Annals of Applied Probability (2011) 21 (3) 801-842. Also
鈥淪tatistical Shape Theory鈥� (co-authored with H. Le). In , Oxford University Press, 2010, pp 348-373
鈥溾�� in , (2008) 5 2670-2672.
, (2009) 14, Paper 7, 66-80. Also
鈥淪hort-length routes in low-cost networks via Poisson line patterns鈥� (co-authored with D. J. Aldous). (2008) 40 (1) 1-21.
鈥溾�� (co-authored with S. B. Connor). (2007) 17 (3) 781-808; see also "Correction. Perfect simulation for a class of positive recurrent Markov chains". (2007) 17 (5-6) 1808-1810 (also )
鈥溾��. (2007) 35 (3) 935-953 (also )
鈥溾�� (co-authored with J. Marin, C. P. Robert). (2007) 17: 1-10 (also in previous form in 2005 as 鈥淏rownian confidence bands on Monte Carlo output鈥�, )
鈥溾�� (2005) 9
鈥淣otes on Perfect Simulation鈥� (co-edited with F. Liang, J.-S. Wang). Markov chain Monte Carlo: Innovations and Applications (2005) pp 93-146 (also )
鈥溾��. (2004) 9:140-151 (also )
鈥溾�� (co-authored with C. J. Price). (2004) 9:382-410 (also )
鈥淚sing models and multiresolution quad-trees鈥� (co-authored with R. G. Wilson). (2003) 35:96-122 (also )
鈥淏ayesian analysis of vascular structure鈥� (co-authored with E. Th枚nnes, A. Bhalerao, R. G. Wilson). LASR 2003 (2003) To appear
鈥淏ook review: Statistics of the Galaxy Distribution, by Mart铆nez and Saar鈥�. (2003) 98:248
鈥淪imulation of cluster point processes without edge effects鈥� (co-authored with A. Brix). (2002) 34:267-280 (also )
鈥淧erfect simulation for correlated Poisson random variables conditioned to be positive鈥� (co-authored with Y. Cai). (2002) 12:229-243 (also )
鈥淪mall sets and Markov transition densities鈥� (co-authored with G. Montana). (2002) 99:177-194 (also )
鈥淎 Bayesian approach to inferring vascular tree structure from 2D imagery鈥� (co-authored with E. Th枚nnes, A. Bhalerao, R. G. Wilson); Proceedings IEEE ICIP-2002 (2002) II:937-939 (also )
鈥淪ymbolic Ito calculus: an ongoing story鈥� (2001) 11:25-35 (also )
鈥淕ambling with the truth: Markov chain Monte Carlo鈥� Challenges for the 21st Century: ICFS Mathematics and Theoretical Physics, Singapore March 2000 (2001) pp 83--101
鈥淚nferring vascular structure from 2D and 3D imagery鈥� (co-authored with A. Bhalerao, E. Th枚nnes, R. G. Wilson); (2001) 2208:820-828 (also )
鈥淓fficient Markovian couplings: examples and counterexamples鈥� (co-authored with K. Burdzy); (2000) 10:362-409 (also )
鈥淪tationary countable dense random sets鈥� (2000) 32:86-100 (also )
鈥淕ambling with the Truth: Markov chain Monte Carlo鈥� Mathematical Medley (2000) To appear
鈥淧erfect simulation using dominating processes on ordered state spaces, with application to locally stable point processes鈥� (co-authored with J. M酶ller); (2000) 32:844-865 (also )
鈥淶eros of Brownian Polynomials鈥� (co-authored with C. J. Price); (2000) 70:271-308 (also )
鈥淩iemannian barycentres and geodesic convexity鈥� (co-authored with J. M. Corcuera); (1999) 127:253-269 (also )
鈥淕eometry, statistics, and shape鈥� Geometry in Present Day Science (1999) pp 143-163 (also )
鈥淨uermass-interaction processes: conditions for stability鈥� (co-authored with M. N. M. van Lieshout, A. J. Baddeley); (1999) 31:315-342 (also )
鈥淧erfect Simulation in Stochastic Geometry鈥� (co-authored with E. Th枚nnes); (1999) 32:1569-1586 (also )
鈥淔rom Stochastic Parallel Transport to Harmonic Maps鈥� (co-authored with J. Jost, U. Mosco, M. R枚ckner, K. T. Sturm); hrefhttp://www.ams.org/bookstore?fn=20&arg1=amsipseries&item=AMSIP-8 (1998) pp 49-115 (also )
鈥淧erfect simulation for the area-interaction point process鈥� (1998) pp 218-234 (also )
鈥淐omputer Algebra鈥� (1998) 1:839-845 (also )
鈥淎 diffusion model for Bookstein triangle shape鈥� (1998) 30:317-334 (also )
鈥淥n some weighted Boolean models鈥� Advances in Theory and Applications of Random Sets (1997) pp 105-120 (also )
鈥淧erfect Simulation for Spatial Point Processes鈥� Bulletin ISI, 51st session proceedings, Istanbul (August 1997) (1997) 3:163-166 (also )
鈥淕romov鈥檚 hyperbolicity and Picard鈥檚 little theorem for harmonic maps鈥� (co-authored with M. Cranston, Yu. Kifer); Stochastic Analysis and Applications, Gregynog, (9 th-14 th July 1995) (1996) pp 139-164 (also )
鈥淐oupling constructions for hypoelliptic diffusions: Two examples鈥� (co-authored with G. Ben Arous, M. Cranston); (1995) 57:193-212 (also )
鈥淭he radial part of a Gamma-martingale and a non-implosion theorem鈥� (1995) 23:479-500 (also )
鈥淪tochastic calculus, statistical asymptotics, strings and phyla鈥� (co-authored with O. E. Barndorff-Nielsen, P. E. Jupp); (1994) 3:5-62 (also )
鈥淧robability, convexity, and harmonic maps II: Smoothness via probabilistic gradient inequalities鈥� (1994) 126:228-257 (also )
鈥淭he radial part of Brownian motion II: Its life and times on the cut locus鈥� (co-authored with M. Cranston, P. March); (1993) 96:353-368 (also )
鈥淒oing stochastic calculus with Mathematica鈥� Economic and Financial Modeling with Mathematica (1993) pp 214-238 (also )
鈥淐omputer algebra in probability and statistics鈥� (1993) 47:9-25 (also )
鈥淥n the empty cells of Poisson histograms鈥� (1993) 30:561-574 (also )
鈥淏rownian motion and partial differential equations: From the heat equation to harmonic maps鈥� Bulletin ISI, 49th session proceedings, Firenze (August 1993) (1993) 3:85-101 (also )
鈥淟imiting angle of Brownian motion in certain two-dimensional Cartan- Hadamard manifolds鈥� (co-authored with E. P. Hsu); (1992) 1:169-186 (also )
鈥淎 remark on the proof of It么鈥檚 formula for C2 functions of continuous semimartingales鈥� (1992) 29:216-221 (also )
鈥淐onvex geometry and nonconfluent Gamma-martingales II: Well-posedness and Gamma-martingale convergence鈥� (1992) 38:135-147 (also )
鈥淭he Propeller: A counterexample to a conjectured criterion for the existence of certain convex functions鈥� (1992) 46:364-374 (also )
鈥淐orrection note to 鈥楳artingales on manifolds and harmonic maps鈥欌�� (co-authored with H. Huang); (1991) 37:253-257 (also )
鈥淪ymbolic It么 calculus: An overview鈥� Probabilit茅s Numeriques (1991) pp 186-192 (also )
鈥淐onvexity and the hemisphere鈥� (1991) 43:567-576 (also )
鈥淐onvex geometry and nonconfluent Gamma-martingales I: Tightness and strict convexity鈥� Stochastic Analysis, Proceedings, LMS Durham Symposium, 11th - 21st July 1990 (1991) pp 163-178 (also )
鈥淧robability, convexity, and harmonic maps with small image I: Uniqueness and fine existence鈥� (1990) 61:371-406 (also )
鈥淎 spatial Markov property for nearest-neighbour Markov point processes鈥� (1990) 28:767-778 (also )
鈥溾�� (1990) pp 203-217 (also )
鈥淚nvited contribution to discussion of 鈥楢 survey of the statistical theory of shape鈥� by D.G. Kendall鈥� (1990) 4:111-113
鈥淐omputer algebra and stochastic calculus鈥� (1990) 37:1254-1256 (also )
鈥淐oupled Brownian motions and partial domain monotonicity for the Neumann heat kernel鈥� (1989) 86:226-236
鈥淒iffusion processes鈥� Applications of probability M343 (1988)
鈥淪ymbolic computation and the diffusion of shapes of triads鈥� (1988) 20:775-797
鈥淏usemann functions and Brownian motion鈥� Stochastic Calculus in Applications, Symposium Proceedings, Cambridge 1986 (1988) 197:63-68
鈥淢artingales on manifolds and harmonic maps鈥� The Geometry of Random Motion (1988) 73:121-157
鈥淎 summary of points raised in the Discussion Sessions鈥� (co-authored with C. T. J. Dodson, P. E. Jupp, S. L. Lauritzen); Geometrization of Statistical Theory, Proceedings of the GST Workshop, University of Lancaster, 28-31 October 1987 (1987) pp 235-250
鈥淪tochastic differential geometry: An introduction鈥� Acta Applicandae Mathematicae. An International Journal on Applying Mathematics and Mathematical Applications (1987) 9:29-60
鈥淭he radial part of Brownian motion on a manifold: Semimartingale properties鈥� (1987) 15:1491-1500
鈥淐omputer algebra, Brownian motion, and the statistics of shape鈥� Geometrization of Statistical Theory, Proceedings of the GST Workshop, University of Lancaster, 28-31 October 1987 (1987) pp 171-192
鈥淒iscussion of read paper by Clifford, Green and Pilling鈥� (1987) 49:286-287
鈥淪tochastic differential geometry鈥� Proceedings, First World Congress of the Bernoulli Society (1987) 1:515-524
鈥淢ean values of stationary planar tessellations鈥� (co-authored with J. Mecke); (1987) 24:411-421
鈥淪cattering processes and convergence to Brownian motion鈥� (co-authored with M. Westcott); (1987) 19:81-105
鈥淎 nonstandard proof of one of David Williams鈥� splitting-time theorems鈥� (co-authored with N. J. Cutland); Analytic and Geometric Stochastics, Special Supplement to Advances in Applied Probability (1986) pp 37-47
鈥淐ombinatorial Laplacians and isoperimetric inequality鈥� (co-authored with J. Dodziuk); From local times to global geometry, control, and physics (1986) 150:68-74
鈥淔actorizations of Brownian motions and harmonic maps鈥� (co-authored with K. D. Elworthy); From local times to global geometry, control, and physics (1986) 150:75-83
鈥淪tochastic differential geometry, a coupling property, and harmonic maps鈥� (1986) 33:554-566
鈥淣onnegative Ricci curvature and the Brownian coupling property鈥� (1986) 19:111-129
鈥淏rownian motion in 4-space; is it tame?鈥� Acad茅mie de la R茅publique Populaire Roumaine. Revue Roumaine de Math茅matiques Pures et Appliqu茅es (1985) 30:371-374
鈥淏rownian motion on 2-dimensional manifolds of negative curvature鈥� S茅minaire de Probabilit茅s (1984) XVIII:70-76
鈥淏rownian motion and a generalised little Picard鈥檚 theorem鈥� (1983) 275:751-760
鈥淐oupling methods and the storage equation鈥� (1983) 20:436-441
鈥淓pidemics in competition II: The general epidemic鈥� (co-authored with I. W. Saunders); (1983) 45:238-244
鈥淐ontours and Baire category鈥� (1982) 14:30-32
鈥淏ias in measurement of fission-track length distributions鈥� (co-authored with G. M. Laslett, A. J. W. Gleadow, I. R. Duddy); Nuclear Tracks (1982) 6:79-85
鈥淏rownian motion, negative curvature, and harmonic maps鈥� Stochastic Integrals, Proceedings, LMS Durham Symposium, 1980 (1981) 851:479-491
鈥淐ontours of processes with multidimensional times鈥� Proceedings, Sixth Conference on Probability Theory, Brasov, Romania (1981) pp 317-318
鈥淐ontours of Brownian processes with several-dimensional times鈥� Zeitschrift f眉r Wahrscheinlichkeitstheorie und verve Gebiete (1980) 52:267-276
鈥淎lignments in two-dimensional random sets of points鈥� (co-authored with D. G. Kendall); (1980) 12:380-424
鈥淭he knotting of Brownian motion in 3-space鈥� (1979) 19:378-384

If you want copies of any of the research reports then please mail or fax your requests to the .