Publikationen Prof. Dr. G. Alsmeyer

Publikationen in wissenschaftlichen Zeitschriften /
Publications in Scientific Journals

[1]
Parameter-dependent renewal theorems with applications.
Zeitschr. f. Oper. Res. A 30, 111-134 (1986).
[2]
mit A. Irle: Asymptotic expansions for the variance of stopping times in nonlinear renewal theory.
Stoch. Proc. Appl. 23, 235-258 (1986).
[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).
[4]
On the moments of certain first passage times for linear growth processes.
Stoch. Proc. Appl. 25, 109-136 (1987).
[5]
Second-order approximations for certain stopped sums in extended renewal theory.
Adv. Appl. Probab. 20, 391-410 (1988).
[6]
On first and last exit times for curved differentiable boundaries.
Sequential Analysis 7, 345-362 (1988).
[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).
[8]
mit A. Irle: Optimal strategies for discovering new species in continuous time.
J. Appl. Probab. 26, 695-709 (1989).
[9]
Convergence rates in the law of large numbers for martingales.
Stoch. Proc. Appl. 36, 181-194 (1990).
[10]
Some relations between harmonic renewal measures and certain first passage times.
Statist. Probab. Letters 12, 19-27 (1991).
[11]
Random walks with stochastically bounded increments: Foundations and characterization results.
Resultate der Mathematik 19, 22-45 (1991).
[12]
Complete answer to an interval splitting problem.
Statist. Probab. Letters 12, 285-287 (1991).
[13]
On generalized renewal measures and certain first passage times.
Ann. Probab. 20, 1229-1247 (1992).
[14]
On the Galton-Watson predator-prey process.
Ann. Appl. Probab. 3, 198-211 (1993).
[15]
On the Markov renewal theorem. (korrigierte Fassung)
Stoch. Proc. Appl. 50, 37-56 (1994).
[16]
Blackwell's renewal theorem for certain linear submartingales.
Acta Appl. Math. 34, 135-150 (1994).
[17]
Recurrence theorems for square-integrable martingales.
Studia Math. 110, 221-234 (1994).
[18]
Random walks with stochastically bounded increments: Renewal theory via Fourier Analysis.
Yokohama Math. J. 42, 1-21 (1994)
[19]
Random walks with stochastically bounded increments: Renewal theory.
Math. Nachr. 175, 13-31 (1995).
[20]
Nonnegativity of odd functional moments of positive random variables with decreasing density.
Statist. Probab. Letters 26, 75-82 (1996).
[21]
Superposed continuous renewal processes: A Markov renewal approach.
Stoch. Proc. Appl. 61, 311-322 (1996).
[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).
[23]
The Markov renewal theorem and related results.
Markov Proc. Rel. Fields 3, 103-127 (1997).
[24]
mit A. Gut: Limit theorems for stopped functionals of Markov renewal processes.
Ann. Inst. Math. Statist. 51, 369-382 (1999).
[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).
[26]
The ladder variables of a Markov random walk.
Prob. Math. Statist. 20, 151-168 (2000).
[27]
mit V. Hoefs: Markov renewal theory for stationary m-block factors.
Markov Proc. Rel. Fields 7, 325-348 (2001).
[28]
Recurrence theorems for Markov random walks.
Prob. Math. Statist. 21, 123-134 (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).
[30]
Two comparision theorems for nonlinear first passage times and their linear counterparts.
Statist. Probab. Letters 55 , 163-171 (2001).
[31]
mit V. Hoefs: Markov Renewal theory for stationary (m+1)-block factors: Convergence rate results.
Stoch. Proc. Appl. 98, 77-112 (2002).
[32]
mit U.Rösler: Asexual versus promiscuous bisexual Galton-Watson processes: The extinction probability ratio.
Ann. Appl. Probab.12 , 125-142 (2002).
[33]
The minimal subgroup of a random walk.
J. Theoret. Probab. 15, 259-283 (2002).
[34]
On the Harris recurrence of iterated random Lipschitz functions and related convergence rate results. (korrigierte Fassung)
J. Theoret. Probab. 16, 217-247 (2003).
[35]
mit U. Rösler: The best constant in the Topchii-Vatutin-inequality for martingales.
Statist. Probab. Letters 65, 199-206 (2003).
[36]
On the existence of moments of stopped sums in Markov renewal theory.
Prob. Math. Statist. 23, 389-411 (2003).
[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).
[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).
[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).
[40]
mit M. Jaeger: A useful extension of Itô's formula with applications to optimal stopping.
Acta Math. Sinica 21, 779-786 (2005).
[41]
mit U. Rösler: Maximal -inequalities for nonnegative submartingales.
Theory Probab. Appl. 50, 118-129 (2006).
[42]
mit A. Irle: Runs in superpositions of renewal processes with applications to discrimination.
J. Comp. Appl. Math. 186, 283-299 (2006)
[43]
mit U. Rösler: The Martin entrance boundary of the Galton-Watson process.
Ann. Inst. H. Poincaré Probab. Statist. 42, 591-606 (2006)
[44]
mit U. Rösler: A stochastic fixed point equation related to weighted branching with deterministic weights
Electronic J. Probab. 11, 27-56 (2006)
[45]
mit M. Meiners: A stochastic maximin fixed-point equation related to game-tree evaluation.
J. Appl. Prob. 44, 586-606 (2007)
[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)
[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)
[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).
[49]
mit A. Iksanov, U. Rösler: On distributional properties of perpetuities.
J. Theor. Probab. 22, (2009)
[50]
mit D. Kuhlbusch: Double martingale structure and existence of phi-moments for weighted branching processes.
To appear in: Münster Journal of Mathematics.
[51]
mit G. Hölker: Asymptotic behavior of ultimately contractive iterated Lipschitz functions
To appear in: Prob. Math. Statist..
Technical Reports

[1]
Some notes on Harris recurrence and regeneration.
Bericht 13/96 - S (Angewandte Mathematik, FB 10, Univ. Münster) (1996).
[2]
Bisexual Galton-Watson processes: A survey.
Bericht 16/02 - S (Angewandte Mathematik, FB 10, Univ. Münster) (2002).
[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).
[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).

Weitere Publikationen /
Additional Publications
[1]
Asymptotische Entwicklungen des Erwartungswertes und der Varianz von Stopzeiten mit Anwendungen in der Sequentialanalyse.
Dissertation, Universität Münster (1984).
[2]
Renewal Theory for Stochastically Bounded Random Walks.
Habilitationsschrift, Universität Kiel (1988).
[3]
Erneuerungstheorie (Analyse stochastischer Regenerationsschemata)
Teubner Skripten zur Mathematischen Stochastik, Herausgeber: J. Lehn, N. Schmitz und W. Weil, B.G. Teubner, Stuttgart (1991).
[4]
Wahrscheinlichkeitstheorie.
Skripten zur Mathematischen Statistik Nr. 30, Universität Münster (1998). 2. Auflage 2000
[5]
Stochastische Prozesse, Teil I.
Skripten zur Mathematischen Statistik Nr. 32, Universität Münster (2000).
[6]
Mathematische Statistik.
Skripten zur Mathematischen Statistik Nr. 36, Universität Münster (2002).
[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).


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

[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).
[2]
mit G. Alsmeyer: Double martingale structure and existence of phi-moments for weighted branching processes.
Bericht 08/05 - S (Angewandte Mathematik, FB 10, Univ. Münster) (2005).


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

[1]
mit G. Alsmeyer: A stochastic maximin fixed-point equation related to game-tree evaluation.
J. Appl. Prob. 44, 586-606 (2007).
[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)
[3]
mit G. Alsmeyer: On a min-type stochastic fixed-point equation related to the smoothing transformation.
Bericht 03/08 - S (Angewandte Mathematik, FB 10, Univ. Münster) (2008).
[4]
Weighted branching and a pathwise renewal equation.
Stoch. Proc. Appl. 119, 2579-2597 (2009).
[5]
mit G. Alsmeyer: Fixed points of the min-transformation.
eingereicht (2009).


Jens Ameskamp (ngollon@uni-muenster.de)