*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 -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 . *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 -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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