# Research Publications for 2014

## Books

**A1.**
Baňas L, Brzeźniak Z, Neklyudov M and Prohl A**:**
*Stochastic Ferromagnetism. Analysis and Numerics.*
De Gruyter Studies in Mathematics,
Carsten Carstensen, Nicola Fusco, Fritz Gesztesy, Niels Jacob, Karl-Hermann Neeb, Erlangen (ed.),
de Gruyter, Berlin,
Germany,
2014,
ISBN 978-3-11-030699-6,
242 pages.

## Chapters in Books

**B1.**
Ahlip R and Rutkowski M**:**
Forward Start Foreign Exchange Options Under Heston's Volatility and the CIR Interest Rates,
*Inspired by Finance.*
Springer International Publishing,
Switzerland,
2014,
ISBN 978-3-319-02068-6,
1–27.

**B1.**
Allen DE, Kalev PS, McAleer MJ and Singh AK**:**
Nonparametric Multiple Change-Point Analysis of the Responses of Asian Markets to the Global Financial Crisis,
*Handbook of Asian Finance REITS, Tradiing and Fund Performance.*
Elsevier,
Oxford, UK,
2014,
ISBN 978-0-12-800986-4,
267–284.

**B1.**
Golab A, Allen DE, Powell R and Yap G**:**
Volatility and Spillover Effects of Central and Eastern Europe: Impact of EU Enlargement,
*Emerging Markets and the Global Economy.*
ELSEVIER - Academic Press,
Oxford, OX5 1GB, UK,
2014,
ISBN 978-0-12-411459-1,
449–482.

**B1.**
Guo I and Rutkowski M**:**
Discrete-time multi-player stopping and quitting games with redistribution of payoffs,
*Arbitrage, Credit and Informational Risks.*
Peking University - Series in Mathematics,
World Scientific,
Singapore,
2014,
ISBN 978-981-4602-06-8,
171–206.

## Journal Articles

**C1.**
Achar PN, Henderson A, Juteau D and Riche S**:**
Weyl group actions on the Springer sheaf.
*Proceedings of the London Mathematical Society*,
108
(2014),
no.6,
1501–1528.

**C1.**
Aisbett N**:**
Frankl-Furedi-Kalai Inequalities on the \(\gamma\)-vectors of Flag Nestohedra.
*Discrete and Computational Geometry*,
51
(2014),
no.2,
323–336.

**C1.**
Allen DE, Aleer MM and Scharth M**:**
Asymmetric Realized Volatility Risk.
*Journal of Risk and Financial Management*,
7
(2014),
no.2,
80–109.

**C1.**
Baňas L, Brzeźniak Z, Neklyudov M and Prohl A**:**
A convergent finite-element-based discretization of the stochastic Landau–Lifshitz–Gilbert equation.
*IMA Journal of Numerical Analysis*,
34
(2014),
no.2,
502–549.

**C1.**
Baldeaux J and Badran A**:**
Consistent Modelling of VIX and Equity Derivatives Using a 3/2 plus Jumps Model.
*Applied Mathematical Finance*,
21
(2014),
no.4,
229–312.

**C1.**
Barnes DW**:**
Character clusters for Lie algebra modules over a field of nonzero characteristic.
*Bulletin of the Australian Mathematical Society*,
89
(2014),
no.2,
234–242.

**C1.**
Bertram CD, Macaskill C, Davis MJ and Moore JE Jr**:**
Development of a model of a multi-lymphangion lymphatic vessel incorporating realistic and measured parameter values.
*Biomechanics and Modeling in Mechanobiology*,
13
(2014),
no.2,
401–416.

**C1.**
Bertram CD, Macaskill C and Moore JE Jr**:**
Incorporating measured valve properties into a numerical model of a lymphatic vessel.
*Computer Methods in Biomechanics and Biomedical Engineering*,
17
(2014),
no.14,
1519–1534.

**C1.**
Bocea M and Mihailescu M**:**
On the continuity of the Luxemburg norm of the gradient in \(L^{p(\cdot)}\)with respect to \(p(\cdot)\).
*Proceedings of the American Mathematical Society*,
142
(2014),
no.2,
507–517.

**C1.**
Borovskikh UV and Weber NC**:**
Non-Gaussian limit distributions for U -statistics based on trimmed and Winsorized samples.
*Statistics*,
48
(2014),
no.3,
609–632.

**C1.**
Brundan J, Kleshchev A and Mcnamara PJ**:**
Homological properties of finite-type Khovanov-Lauda-Rouquier algebras.
*Duke Mathematical Journal*,
163
(2014),
no.7,
1353–1404.

**C1.**
Brzeźniak Z, Goldys B and Neklyudov M**:**
Multidimensional stochastic Burgers equation.
*SIAM Journal on Mathematical Analysis*,
46
(2014),
no.1,
871–889.

**C1.**
Carberry E and Turner K**:**
Harmonic tori in De Sitter spaces \(S^{2n}_1\).
*Geometriae Dedicata*,
170
(2014),
no.1,
143–155.

**C1.**
Chan JSK, Choy STB and Lam CPY**:**
Modeling Electricity Price Using A Threshold Conditional Autoregressive Geometric Process Jump Model.
*Communications in Statistics – Theory and Methods*,
43
(2014),
no.10 - 12,
2505–2515.

**C1.**
Chan JSK and Wan WY**:**
Multivariate generalized Poisson geometric process model with scale mixtures of normal distributions.
*Journal of Multivariate Analysis*,
127
(2014),
72–87.

**C1.**
Chan JSK, Wan WY and Yu PLH**:**
A Poisson geometric process approach for predicting drop-out and committed first-time blood donors.
*Journal of Applied Statistics*,
41
(2014),
no.7,
1486–1503.

**C1.**
Chan MHT and Kim PS**:**
An age-structured approach to modelling behavioural variation maintained by life-history trade-offs.
*PLoS One*,
9
(2014),
no.1,
e84774.

**C1.**
Chirilus-Bruckner M, Düll WP and Schneider G**:**
Validity of the KdV equation for the modulation of periodic traveling waves in the NLS equation.
*Journal of Mathematical Analysis and Applications*,
144
(2014),
no.1,
166–175.

**C1.**
Cirstea FC**:**
A complete classification of the isolated singularities for nonlinear elliptic equations with inverse square potentials.
*Memoirs of the American Mathematical Society*,
227
(2014),
no.1068,
85 pages.

**C1.**
Cowan R and Thale C**:**
The character of planar tessellations which are not side-to-side.
*Image Analysis and Stereology*,
33
(2014),
no.1,
39–54.

**C1.**
Creutz B**:**
Second \(p\)-descents on elliptic curves.
*Mathematics of Computation*,
83
(2014),
no.285,
365–409.

**C1.**
Dailey D, Hair A and Watkins M**:**
Move similarity analysis in chess programs.
*Entertainment Computing*,
5
(2014),
no.3,
159–171.

**C1.**
Dancer EN**:**
On the converse problem for the gross-pitaevskii equations with a large parameter.
*Discrete and Continuous Dynamical Systems*,
34
(2014),
no.6,
2481–2493.

**C1.**
Dancer EN**:**
A remark on stable solutions of nonlinear elliptic equations on ℝ3or ℝ4.
*Differential and Integral Equations*,
27
(2014),
no.5-6,
483–488.

**C1.**
Daners D**:**
Non-positivity of the semigroup generated by the Dirichlet-to-Neumann operator.
*Positivity*,
18
(2014),
no.2,
235–256.

**C1.**
Derenthal U, Elsenhans AS and Jahnel J**:**
On the factor alpha in Peyre's constant.
*Mathematics of Computation*,
83
(2014),
no.286,
965–977.

**C1.**
Dragovic V and Radnovic M**:**
Bicentennial of the Great Poncelet Theorem (1813–2013): Current advances.
*Bulletin of the American Mathematical Society*,
51
(2014),
373–445.
MR3196793

**C1.**
Dullin HR and Worthington J**:**
The vanishing twist in the restricted three-body problem.
*Physica D: Nonlinear Phenomena*,
276
(2014),
12–20.

**C1.**
Fitzpatrick M**:**
Geometric ergodicity of the Gibbs sampler for the Poisson change-point model.
*Statistics and Probability Letters*,
91
(2014),
no.1,
55–61.

**C1.**
Frascoli F, Kim PS, Hughes BD and Landman KA**:**
A dynamical model of tumour immunotherapy.
*Mathematical Biosciences*,
253
(2014),
50–62.

**C1.**
Fung T and Seneta E**:**
Convergence rate to a lower tail dependence coefficient of a skew-t distribution.
*Journal of Multivariate Analysis*,
128
(2014),
62–72.

**C1.**
Garcia TP, Mueller S, Carroll RJ and Walzem RL**:**
Identification of important regressor groups, subgroups and individuals via regularization methods: application to gut microbiome data.
*Bioinformatics*,
30
(2014),
no.6,
831–837.

**C1.**
Gottwald GA**:**
Controlling balance in an Ensemble Kalman filter.
*Nonlinear Processes in Geophysics*,
21
(2014),
417–426.

**C1.**
Gottwald GA and Melbourne I**:**
A test for a conjecture on the nature of attractors for smooth dynamical system.
*Chaos*,
24
(2014),
024403.

**C1.**
Hammerlindl A and Potrie R**:**
Pointwise partial hyperbolicity in three-dimensional nilmanifolds.
*Journal of the London Mathematical Society*,
89
(2014),
no.3,
853–875.

**C1.**
Harley K, Heijster P, Marangell R, Pettet G and Wechselberger M**:**
Existence of travelling wave solutions for a model of tumour invasion.
*SIAM Journal on Applied Dynamical Systems*,
13
(2014),
no.1,
366–396.

**C1.**
Hillman JA**:**
The \(\mathbb{F}_2\)-cohomology rings of \(\mathbb{S}\mathrm{ol}^3\)-manifolds.
*Bulletin of the Australian Mathematical Society*,
89
(2014),
191–201.

**C1.**
Hillman JA, Kochloukova D and Lima I**:**
Pro_4p$ completions of Poincaré duality groups.
*Israel Journal of Mathematics*,
200
(2014),
1–17.

**C1.**
Howes P and Joshi N**:**
Global Asymptotics of the Second Painlevé Equation in Okamoto's Space.
*Constructive Approximation*,
39
(2014),
no.1,
11–41.

**C1.**
Kawai R**:**
On the likelihood function of small time variance Gamma Lévy processes.
*Statistics: A Journal of Theoretical and Applied Statistics*,
(2014),
1–21.

**C1.**
Khoury DS, Cromer D, Best SE, James KR, Kim PS, Engwerda CR, Haque A and Davenport MP**:**
Effect of Mature Blood-Stage Plasmodium Parasite Sequestration on Pathogen Biomass in Mathematical and In Vivo Models of Malaria.
*Infection and Immunity*,
82
(2014),
no.1,
212–220.

**C1.**
Kim PS, McQueen JS, Coxworth JE and Hawkes K**:**
Grandmothering drives the evolution of longevity in a probabilistic model.
*Journal of Theoretical Biology*,
353
(2014),
84–94.

**C1.**
Koonin J**:**
Topology of eigenspace posets for imprimitive reflection groups.
*Journal of Combinatorial Theory Series A*,
127
(2014),
no.1,
121–148.

**C1.**
Li L and Rutkowski M**:**
Progressive Enlargements of Filtrations with Pseudo-Honest Times.
*The Annals of Applied Probability*,
24
(2014),
no.4,
1509–1533.

**C1.**
Lin XB and Wechselberger M**:**
Transonic evaporation waves in a spherically symmetric nozzle.
*SIAM Journal on Mathematical Analysis*,
46
(2014),
no.2,
1472–1504.

**C1.**
Luts J and Ormerod JT**:**
Mean field variational Bayesian inference for support vector machine classification.
*Computational Statistics and Data Analysis*,
73
(2014),
163–176.

**C1.**
Maclean J and Gottwald GA**:**
On convergence of the projective integration method for stiff ordinary differential equations.
*Communications in Mathematical Sciences*,
12
(2014),
no.2,
235–255.

**C1.**
Molev AI and Ragoucy E**:**
The MacMahon Master Theorem for Right Quantum Superalgebras and Higher Sugawara Operators for gl(m|n).
*Moscow Mathematical Journal*,
14
(2014),
no.1,
83–119.

**C1.**
Ng KH, Peiris MS and Gerlach R**:**
Estimation and forecasting with logarithmic autoregressive conditional duration models: A comparative study with an application.
*Expert Systems with Applications*,
41
(2014),
no.7,
3323–3332.

**C1.**
Nie T and Rutkowski M**:**
Multi-player stopping games with redistribution of payoffs and BSDEs with oblique reflection.
*Stochastic Processes and their Applications*,
124
(2014),
no.8,
2672–2698.

**C1.**
Olver S**:**
Change of variable formulas for regularizing slowly decaying and oscillatory Cauchy and Hilbert transforms.
*Analysis and Applications*,
12
(2014),
no.4,
369–384.

**C1.**
Olver S and Trogdon T**:**
Numerical Solution of Riemann-Hilbert Problems: Random Matrix Theory and Orthogonal Polynomials.
*Constructive Approximation*,
39
(2014),
no.1,
101–149.

**C1.**
Olver S and Trogdon T**:**
Nonlinear Steepest Descent and Numerical Solution of Riemann–Hilbert Problems.
*Communications on Pure and Applied Mathematics*,
67
(2014),
no.8,
1353–1389.

**C1.**
Parnell G, Patrick E, Ahlenstiel G, Suppiah V, van der Poorten D, Read S A, Leung R, Douglas M W, Yang YH, Stewart G J, Liddle C, George J and Booth D R**:**
Hepatic metallothionein expression in chronic hepatitis C virus infection is IFNL3 genotype-dependent.
*Genes and Immunity*,
15
(2014),
no.2,
88–94.

**C1.**
Peiris MS**:**
Testing the null hypothesis of zero serial correlation in short panel time series: a comparison of tail probabilities.
*Statistical Papers*,
55
(2014),
no.2,
513–523.

**C1.**
Phillips CG and Ivers DJ**:**
From isotropic to rapidly rotating anisotropic alpha-squared dynamos.
*Geophysical and Astrophysical Fluid Dynamics*,
108
(2014),
no.1,
60–82.

**C1.**
Riche S, Soergel W and Williamson G**:**
Modular Koszul duality.
*Composito Mathematica*,
150
(2014),
no.2,
273–332.

**C1.**
Santra S**:**
Uniqueness of positive solutions with critical exponent and inverse square potential.
*Advances in Differential Equations*,
19
(2014),
no.9-10,
879–910.

**C1.**
Santra S and Wei J**:**
Profile of the least energy solution of a singular perturbed Neumann problem with mixed powers.
*Annali di Matematica*,
193
(2014),
39–70.

**C1.**
Seneta E**:**
Inhomogeneous Markov Chains and Ergodicity Coefficients: John Hajnal (1924–2008).
*Communications in Statistics—Theory and Methods*,
43
(2014),
no.7,
1296–1308.

**C1.**
Seneta E**:**
On the Bicentenary in St. Petersburg of Jacob Bernoulli's Theorem.
*International Statistical Review*,
82
(2014),
no.1,
17–26.

**C1.**
Seneta E and Stark AE**:**
Hardy-Weinberg Equilibrium as Foundational.
*International Journal of Statistics in Medical Research*,
3
(2014),
198–202.

**C1.**
Tanaka E, Bailey TL and Keich U**:**
Improving MEME via a two-tiered significance analysis.
*Bioinformatics*,
30
(2014),
no.14,
1965–1973.

**C1.**
Thompson PM, Stein JL, Medland SE, Hibar DP, Arias Vasquez A, Renteria ME, Toro R, Jahanshad N, Schumann G, Franke B, Wright MJ, Martin NG, Agartz I, Alda M, Alhusaini S, Almasy L, Almeida J, Alpert K, Andreasen NC, Andreassen OA, Apostolova LG, Appel K, Armstrong NJ, Aribisala B and others**:**
The ENIGMA Consortium: large-scale collaborative analyses of neuroimaging and genetic data.
*Brain Imaging and Behaviour*,
8
(2014),
153–182.

**C1.**
Thompson RS, Myerscough MR and Cohen A**:**
Athero-protective Effects of High Density Lipoproteins (HDL): An ODE Model of the Early Stages of Atherosclerosis.
*Bulletin of Mathematical Biology*,
76
(2014),
no.5,
1117–1142.

**C1.**
Tuniz A, Ireland D, Poladian L, Argyros A, Sterke CM and Kuhlmey BT**:**
Imaging performance of finite uniaxial metamaterials with large anisotropy.
*Optics Letters*,
39
(2014),
no.11,
3286–3289.

**C1.**
Vo T, Tabak J, Bertram R and Wechselberger M**:**
A geometric understanding how fast activating potassium channels promote bursting in pituitary cells.
*Journal of Computational Neuroscience*,
36
(2014),
no.2,
259–278.

**C1.**
Wang Q**:**
Martingale limit theorem revisited and nonlinear cointegrating regression.
*Econometric Theory*,
30
(2014),
no.3,
509–535.

**C1.**
Wang Q and Chan N**:**
Uniform convergence rates for a class of martingales with application in non-linear cointegrating regression.
*Bernoulli*,
20
(2014),
no.1,
207–230.

**C1.**
Warton K, Lin V, Navin T, Armstrong NJ, Kaplan W, Ying K, Gloss B, Mangs H, Nair SS, Hacker NF, Sutherland RL, Clark SJ and Samimi G**:**
Methylation-capture and Next-Generation Sequencing of free circulating DNA from human plasma.
*BMC Genomics*,
15
(2014),
476.

**C1.**
Williamson G**:**
On an analogue of the James conjecture.
*Representation Theory*,
18
(2014),
15–27.

**C1.**
Wygoda JA, Yang YH, Byrne M and Wray GA**:**
Transcriptomic analysis of the highly derived radial body plan of a sea urchin.
*Genome Biology and Evolution*,
6
(2014),
no.4,
964–973.

**C1.**
Yang P, Patrick E, Tan SX, Fazakerley DJ, Burchfield J, Gribben C, Prior MJ, James DE and Yang YH**:**
Direction pathway analysis of large-scale proteomics data reveals novel features of the insulin action pathway.
*Bioinformatics*,
30
(2014),
no.6,
808–814.

**C1.**
You C, Ormerod JT and Müller S**:**
On Variational Bayes Estimation and Variational Bayes Information Criteria for Linear Regression Models.
*Australian and New Zealand Journal of Statistics*,
56
(2014),
73–87.

**C1.**
Zhang Z**:**
Ricci Lower Bound for Kahler–Ricci Flow.
*Communications in Contemporary Mathematics*,
16
(2014),
no.2,
1350053-1–1350053-11.

**C1.**
Zhang Z**:**
Kähler-Ricci flow with degenerate initial class.
*Transactions of the American Mathematical Society*,
366
(2014),
no.7,
3389–3403.

**C3.**
Gottwald GA and Skokos Ch**:**
Preface to the Focus Issue: Chaos Detection Methods and Predictability.
*Chaos*,
24
(2014),
024201.

## Conference Proceedings

**E1.**
Dissanayake GS, Peiris MS and Proietti T
(2014)
Estimation of Generalized Fractionally Differenced Processes with Conditionally Heteroskedastic Errors.
*International Work Conference on Time Series*,
*Proceedings ITISE 2014*,
Ignacio Rojas Ruiz and Gonzalo Ruiz Garcia (ed.) ,
Copicentro Granada S L,
ISBN 978-84-15814-97-9,
871–890.

**E1.**
Easdown D and Wood L
(2014)
Novel threshold concepts in the mathematical sciences.
*National Academy's Sixth Annual Conference and the Fourth Biennial Threshold Concepts Conference*,
*Threshold Concepts: from personal practice to communities of practice, Proceedings of the National Academy's Sixth Annual Conference and the Fourth Biennial Threshold Concepts Conference*,
Catherine O'Mahony, Avril Buchanan, Mary Rourke and Bettie Higgs (ed.) ,
NAIRTL (Irish National Academy for Integration of Research, Teaching and Learning),
ISBN 978-1-906642-59-4,
44–50.

**E1.**
Fish A and Gurevich S
(2014)
Almost linear complexity methods for delay-Doppler channel estimation.
*International Zurich Seminar on Communications*,
*International Zurich Seminar on Communications*,
Bölcskei, Helmut (ed.) ,
ETH-Zürich,
120–124.

**E1.**
Koike S, Kuo TC and Paunescu L
(2014)
Non concentration of curvature near singular points of two variable analytic functions.
*The Fourth Japanese-Australian Workshop on Real and Complex Singularities*,
*Topics on Real and Complex Singularities, Proceedings of the 4th Japanese-Australian Workshop (JARCS4)*,
Satoshi Koike, Toshizumi Fukui, Laurentiu Paunescu, Adam Harris, Alexander Isaev (ed.) ,
JARCS,
World Scientific,
ISBN 978-981-4596-03-9,
115–140.

**E1.**
Vera-Ruiz VA, Lau KW, Robinson J and Jermiin LS
(2014)
Statistical tests to identify appropriate types of nucleotide sequence recoding in molecular phylogenetics.
*The Twelfth Asia Pacific Bioinformatics Conference (APBC 2014)*,
*Proceedings*,
Shuigeng Zhou and Yi-Ping Phoebe Chen (ed.) ,
BMC Bioinformatics,
ISBN 1471-2105,
11.