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Publikationen der Arbeitsgruppe Prof. Alsmeyer

Publikationen Prof. Dr. G. Alsmeyer

Publikationen in wissenschaftlichen Zeitschriften

[63] mit A. Winkler: Metabasins - a State Space Aggregation for highly disordered Energy Landscapes
Theory Stoch. Proc. 18(34), 3-44 (2012)
[62] mit E. Damek, S. Mentemeier: Precise tail index of fixed points of the two-sided smoothing transform
Submitted to Springer Conference Proceedings. [Preprint (2012)]
[61] mit S. Gröttrup: A host-parasite model for a two-type cell population.
To appear in Adv. Appl. Probab [Preprint (2012)]
[60] mit M. Meiners: Fixed points of the smoothing transform: Two-sided solutions.
Erscheint in Probab. Th. Rel. Fields [Preprint (2010)]
[59] mit M. Meiners: Fixed points of inhomogeneous smoothing transforms.
J. Diff. Equation Appl. 18(8), 1287-1304 (2012) [Preprint (2010)]
[58] mit S. Mentemeier: Tail behavior of stationary solutions of random difference equations: the case of regular matrices.
J. Diff. Equation Appl. 18(8), 1305-1332 (2012) [Preprint (2010)]
[57] mit J.D. Biggins und M. Meiners: The functional equation of the smoothing transform.
Erscheint in Ann. Probab. (2011)
[56] mit C. Gutiérrez und R. Martínez: Limiting genotype frequencies of Y-linked genes through bisexual branching processes with blind choice.
J. Theoret. Biology 275, 42-51 (2011)
[55] mit A. Winkler, O. Rubner und A. Heuer: Entropy of the hard-core model.
Phys. Review E 82, 021502 (6 pages) (2010)
[54]mit D. Kuhlbusch: Double martingale structure and existence of phi-moments for weighted branching processes.
Münster Journal of Mathematics 3, 163-212 (2010)
[53]Branching processes in stationary random environment: The extinction problem revisited.
Workshop on Branching Processes and Their Applications, Lecture Notes in Statistics - Proceedings 197, 21-36 (2010)
[52]mit A. Iksanov, S. Polotsky und U. Rösler: Exponential rate of L_p-convergence of intrinsic martingales in supercritical branching random walks.
Theory Stoch. Proc. 15(31), 1-18 (2009)
[51]mit M. Meiners: On a min-type stochastic fixed-point equation related to the smoothing transformation.
Theory Stoch. Proc. 15(31), 19-41 (2009)
[50]mit G. Hölker: Asymptotic behavior of ultimately contractive iterated Random Lipschitz functions
Prob. Math. Statist. 29, 321-336 (2009)
[49]mit A. Iksanov, U. Rösler: On distributional properties of perpetuities.
J. Theor. Probab. 22, 666-682 (2009)
[48]mit A. Iksanov: A log-type moment result for perpetuities and its application to martingales in supercritical branching random walks
Electronic J. Probab. 14, 289-313 (2009)
[47]mit M. Meiners: A note on the transience of critical branching random walks on the line.
Proceedings of the Fifth Colloquium on Mathematics and Computer Science, 421-436 (2008)
[46]mit U. Rösler: A stochastic fixed point equation related to weighted minima and maxima.
Ann. Inst. H. Poincaré - Probab. Statist. 44, No.1, 89-103 (2008)
[45]mit M. Meiners: A stochastic maximin fixed-point equation related to game-tree evaluation.
J. Appl. Prob. 44, 586-606 (2007)
[44]mit U. Rösler: A stochastic fixed point equation related to weighted branching with deterministic weights
Electronic J. Probab. 11, 27-56 (2006)
[43]mit U. Rösler: The Martin entrance boundary of the Galton-Watson process.
Ann. Inst. H. Poincaré Probab. Statist. 42, 591-606 (2006)
[42]mit A. Irle: Runs in superpositions of renewal processes with applications to discrimination.
J. Comp. Appl. Math. 186, 283-299 (2006)
[41]mit U. Rösler: Maximal -inequalities for nonnegative submartingales.
Theory Probab. Appl. 50, 118-129 (2006)
[40]mit M. Jaeger: A useful extension of Itô's formula with applications to optimal stopping.
Acta Math. Sinica 21, 779-786 (2005)
[39] mit M. Slavtchova-Bojkova: Limit theorems for subcritical age-dependent branching processes with two types of immigration.
Comm. Statist. - Stochastic Models 21, 133-147 (2005)
[38] mit V. Hoefs: Markov renewal theory for stationary (m+1)-block factors: first passage times and overshoot.
Semi-Markov Processes: theory and applications. Comm. Statist. Theory Methods 33 , 545-568 (2004)
[37]mit U. Rösler: On the existence of -moments of the limit of a normalized supercritical Galton-Watson process.
J. Theoret. Probab. 17, 905-928 (2004)
[36]On the existence of moments of stopped sums in Markov renewal theory.
Prob. Math. Statist. 23, 389-411 (2003)
[35]mit U. Rösler: The best constant in the Topchii-Vatutin-inequality for martingales.
Statist. Probab. Letters 65, 199-206 (2003)
[34]On the Harris recurrence of iterated random Lipschitz functions and related convergence rate results. (korrigierte Fassung)
J. Theoret. Probab. 16, 217-247 (2003)
[33] The minimal subgroup of a random walk.
J. Theoret. Probab. 15, 259-283 (2002)
[32]mit U.Rösler: Asexual versus promiscuous bisexual Galton-Watson processes: The extinction probability ratio.
Ann. Appl. Probab.12 , 125-142 (2002)
[31]mit V. Hoefs: Markov Renewal theory for stationary (m+1)-block factors: Convergence rate results.
Stoch. Proc. Appl. 98, 77-112 (2002)
[30]Two comparision theorems for nonlinear first passage times and their linear counterparts.
Statist. Probab. Letters 55 , 163-171 (2001)
[29]mit Cheng-der Fuh: Limit theorems for iterated random functions by regenerative methods.
Stoch. Proc. Appl. 96, 123-142 (2001), Corrigenda: 97, 341-345 (2002)
[28]Recurrence theorems for Markov random walks.
Prob. Math. Statist. 21, 123-134 (2001)
[27]mit V. Hoefs: Markov renewal theory for stationary m-block factors.
Markov Proc. Rel. Fields 7, 325-348 (2001)
[26]The ladder variables of a Markov random walk.
Prob. Math. Statist. 20, 151-168 (2000)
[25]mit M. Sgibnev: On the tail behaviour of the supremum of a random walk defined on a Markov chain.
Yokohama Math. J. 46, 139-159 (1999)
[24]mit A. Gut: Limit theorems for stopped functionals of Markov renewal processes.
Ann. Inst. Math. Statist. 51, 369-382 (1999)
[23]The Markov renewal theorem and related results.
Markov Proc. Rel. Fields 3, 103-127 (1997)
[22]mit U. Rösler: The bisexual Galton-Watson process with promiscuous mating: Extinction probabilities in the supercritical case.
Ann. Appl. Probab. 6, 922-939 (1996)
[21]Superposed continuous renewal processes: A Markov renewal approach.
Stoch. Proc. Appl. 61, 311-322 (1996)
[20]Nonnegativity of odd functional moments of positive random variables with decreasing density.
Statist. Probab. Letters 26, 75-82 (1996)
[19]Random walks with stochastically bounded increments: Renewal theory.
Math. Nachr. 175, 13-31 (1995)
[18]Random walks with stochastically bounded increments: Renewal theory via Fourier Analysis.
Yokohama Math. J. 42, 1-21 (1994)
[17]Recurrence theorems for square-integrable martingales.
Studia Math. 110, 221-234 (1994)
[16]Blackwell's renewal theorem for certain linear submartingales.
Acta Appl. Math. 34, 135-150 (1994)
[15]On the Markov renewal theorem. (korrigierte Fassung)
Stoch. Proc. Appl. 50, 37-56 (1994)
[14]On the Galton-Watson predator-prey process.
Ann. Appl. Probab. 3, 198-211 (1993)
[13]On generalized renewal measures and certain first passage times.
Ann. Probab. 20, 1229-1247 (1992)
[12]Complete answer to an interval splitting problem.
Statist. Probab. Letters 12, 285-287 (1991)
[11]Random walks with stochastically bounded increments: Foundations and characterization results.
Resultate der Mathematik 19, 22-45 (1991)
[10]Some relations between harmonic renewal measures and certain first passage times.
Statist. Probab. Letters 12, 19-27 (1991)
[9]Convergence rates in the law of large numbers for martingales.
Stoch. Proc. Appl. 36, 181-194 (1990)
[8]mit A. Irle: Optimal strategies for discovering new species in continuous time.
J. Appl. Probab. 26, 695-709 (1989)
[7]On the variance of first passage times in the exponential case.
Transactions of the 10th Prague Conference on Information Theory, Statistical Decision Functions and Random Processes, 183-192. Czechoslovak Academy of Sciences (1988)
[6]On first and last exit times for curved differentiable boundaries.
Sequential Analysis 7, 345-362 (1988)
[5]Second-order approximations for certain stopped sums in extended renewal theory.
Adv. Appl. Probab. 20, 391-410 (1988)
[4]On the moments of certain first passage times for linear growth processes.
Stoch. Proc. Appl. 25, 109-136 (1987)
[3]On central limit theorems and uniform integrability for certain stopped linear sum processes.
Mathematical Statistics and Probability Theory Vol. A, 1-14. Editors: M.L. Puri, P. Revesz und W. Wertz (1987)
[2]mit A. Irle: Asymptotic expansions for the variance of stopping times in nonlinear renewal theory.
Stoch. Proc. Appl. 23, 235-258 (1986)
[1]Parameter-dependent renewal theorems with applications.
Zeitschr. f. Oper. Res. A 30, 111-134 (1986)

Technical Reports

[5]mit J.D. Biggins, M. Meiners: The functional equation of the smoothing transform.
(Angewandte Mathematik, FB 10, Univ. Münster) (2010)
[4]mit M. Meiners: On a min-type stochastic fixed-point equation related to the smoothing transformation.
Bericht 03/08 - S (Angewandte Mathematik, FB 10, Univ. Münster) (2008)
[3]Minimal position and critical martingale convergence in branching random walks (On a paper by Yueyun Hu and Zhan Shi)
Bericht 10/07 - S (Angewandte Mathematik, FB 10, Univ. Münster) (2007)
[2] Bisexual Galton-Watson processes: A survey.
Bericht 16/02 - S (Angewandte Mathematik, FB 10, Univ. Münster) (2002)
[1]Some notes on Harris recurrence and regeneration.
Bericht 13/96 - S (Angewandte Mathematik, FB 10, Univ. Münster) (1996)

Weitere Publikationen / Additional Publications

[7]Bisexual Galton-Watson processes: A survey. Haccou et al 1.pdf - Haccou et al 2.pdf - Haccou et al 3.pdf
Bericht 16/02 - S (Angewandte Mathematik, FB 10, Univ. Münster) (2002).
Beitrag in: "Branching Processes: Variation, Growth, and Extinction of Populations", Autoren: P. Haccou, P. Jagers und V.A. Vatutin. Cambridge (2005)
[6]Mathematische Statistik.
Skripten zur Mathematischen Statistik Nr. 36, Universität Münster (2002)
[5]Stochastische Prozesse, Teil I.
Skripten zur Mathematischen Statistik Nr. 32, Universität Münster (2000)
[4]Wahrscheinlichkeitstheorie.
Skripten zur Mathematischen Statistik Nr. 30, Universität Münster (1998). 2. Auflage 2000
[3]Erneuerungstheorie (Analyse stochastischer Regenerationsschemata)
Teubner Skripten zur Mathematischen Stochastik, Herausgeber: J. Lehn, N. Schmitz und W. Weil, B.G. Teubner, Stuttgart (1991)
[2]Renewal Theory for Stochastically Bounded Random Walks.
Habilitationsschrift, Universität Kiel (1988)
[1]Asymptotische Entwicklungen des Erwartungswertes und der Varianz von Stopzeiten mit Anwendungen in der Sequentialanalyse.
Dissertation, Universität Münster (1984)

Publikationen (ehemaliger) Mitarbeiter


Publikationen M. Jaeger

[1]mit G. Alsmeyer: A useful extension of Itô's formula with applications to optimal stopping.
Acta Math. Sinica 21, 779-786 (2005)

Publikationen D. Kuhlbusch

[2]mit G. Alsmeyer: Double martingale structure and existence of phi-moments for weighted branching processes.
Münster Journal of Mathematics 3, 163-212 (2010)
[1]Necessary and sufficient conditions for a normalized weighted branching process in random environment to have a nondegenerate limit.
Stoch. Proc. Appl. 109, 113-144 (2002)

Publikationen S. Gebennus

[1]Stochastische Modellierung der PET auf Basis der Boltzmann-Gleichung: Das Diffusionsmodell
Bericht 03/06 - S (Angewandte Mathematik, FB 10, Univ. Münster) (2006)

Publikationen M. Meiners

[4] Weighted branching and a pathwise renewal equation.
Stoch. Proc. Appl. 119, 2579-2597 (2009)
[3] mit G. Alsmeyer: On a min-type stochastic fixed-point equation related to the smoothing transformation.
Theory Stoch. Proc. 15(31), 19-41 (2009)
[2] mit G. Alsmeyer: A note on the transience of critical branching random walks on the line.
Proceedings of the Fifth Colloquium on Mathematics and Computer Science, 421-436 (2008)
[1] mit G. Alsmeyer: A stochastic maximin fixed-point equation related to game-tree evaluation.
J. Appl. Prob. 44, 586-606 (2007)

Publikationen A. Winkler

[2] mit G. Alsmeyer: Metabasins - a State Space Aggregation for highly disordered Energy Landscapes
Theory Stoch. Proc. 18(34), 3-44 (2012)
[1] mit G. Alsmeyer, O. Rubner, A. Heuer: The Entropy of the Hard-Core Model
Phys. Rev. E 82, 021502 (2010)

Publikationen S. Mentemeier

[4] mit G. Alsmeyer, E. Damek: Precise tail index of fixed points of the two-sided smoothing transform
Submitted to Springer Conference Proceedings. [Preprint (2012)]
[3] mit D. Buraczewski, E. Damek, M. Mirek: Heavy tailed solutions of multivariate smoothing transforms.
Submitted. [Preprint (2012)]
[2] mit E. Damek, M. Mirek, J. Zienkiewicz: Convergence to stable laws for multidimensional stochastic recursions: the case of regular matrices.
Accepted for Publication in Potential Analysis (2012) [Preprint (2011)]
[1] mit G. Alsmeyer: Tail behavior of stationary solutions of random difference equations: the case of regular matrices.
Erscheint in J. Diff. Equation Appl. (2011) [Preprint (2010)]

Publikationen S. Gröttrup

[1] mit G. Alsmeyer: A host-parasite model for a two-type cell population.
To appear in Adv. Appl. Probab [Preprint (2012)]


Sören Gröttrup (soerengroettrup@uni-muenster.de)
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