Prof. Dr. Gerold Alsmeyer
Institut für Mathematische Stochastik
Investigator in Mathematics Münster
Field of expertise: Theory of stochastic processes
Email Address: gerolda at uni-muenster dot de
Personal web page: Prof. Dr. Gerold Alsmeyer
Research Interests
$\bullet$ stochastische Fixpunktgleichungen
$\bullet$ iterierte Funktionensysteme
Recent Publications of Prof. Dr. Gerold Alsmeyer
$\bullet $ Gerold Alsmeyer, Alexander Iksanov, and Zakhar Kabluchko. On decoupled standard random walks. arXiv e-prints, February 2024. arXiv:2402.05488.
$\bullet $ Gerold Alsmeyer, Alin Bostan, Kilian Raschel, and Thomas Simon. Persistence for a class of order-one autoregressive processes and Mallows-Riordan polynomials. Advances in Applied Mathematics, 150:102555, September 2023. doi:10.1016/j.aam.2023.102555.
$\bullet $ Gerold Alsmeyer and Alexander Iksanov. Recurrence and transience of random difference equations in the critical case. Annales de l'Institut Henri Poincaré. Probabilités et Statistiques, 59(2):606–620, May 2023. doi:10.1214/22-AIHP1274.
$\bullet $ Gerold Alsmeyer, Sara Brofferio, and Dariusz Buraczewski. Asymptotically linear iterated function systems on the real line. The Annals of Applied Probability, 33(1):161–199, February 2023. doi:10.1214/22-AAP1812.
$\bullet $ Gerold Alsmeyer and Bastien Mallein. A simple method to find all solutions to the functional equation of the smoothing transform. J. Theor. Probab., January 2022. doi:10.1007/s10959-021-01151-z.
$\bullet $ Gerold Alsmeyer. Linear fractional Galton–Watson processes in random environment and perpetuities. Stoch. Qual. Control, 36(2):111–127, October 2021. arXiv:2109.15007, doi:10.1515/eqc-2021-0037.
$\bullet $ Gerold Alsmeyer, Zakhar Kabluchko, Alexander Marynych, and Vladislav Vysotsky. How long is the convex minorant of a one-dimensional random walk? Electron. J. Probab., 25:Paper No. 105, 22, September 2020. doi:10.1214/20-ejp497.
$\bullet $ Gerold Alsmeyer and Chiranjib Mukherjee. On Null-homology and stationary sequences. arXiv e-prints, October 2019. arXiv:1910.07378.
$\bullet $ Gerold Alsmeyer, Zakhar Kabluchko, and Alexander Marynych. Limit theorems for the least common multiple of a random set of integers. Trans. Amer. Math. Soc., 372(7):4585–4603, July 2019. doi:10.1090/tran/7871.
$\bullet $ Gerold Alsmeyer and Kilian Raschel. The extinction problem for a distylous plant population with sporophytic self-incompatibility. J. Math. Biol., 78(6):1841–1874, January 2019. doi:10.1007/s00285-019-01328-5.
$\bullet $ Gerold Alsmeyer and Fabian Buckmann. An arcsine law for Markov random walks. Stochastic Process. Appl., 129(1):223–239, January 2019. doi:10.1016/j.spa.2018.02.014.