Lehre
WS 2018/2019 Mathematische Statistik Bachelorseminar: Fraktale SS 2018 Wahrscheinlichkeitstheorie BSc Seminar für Lehramtskandidaten WS 2017/2018 Stochastik SS 2017 Stochastik für Lehramtskandidaten SS 2016 Wahrscheinlichkeitstheorie auf Graphen
Forschungsartikel (Zeitschriften)
- . . ‘Social distance, heterogeneity and social interactions.’ Journal of Mathematical Economics 46, Nr. 4: 572––590. doi: 10.1016/j.jmateco.2010.03.009.
- . . ‘Stein's method for dependent random variables occurring in statistical mechanics.’ Electronic Journal of Probability 15: no. 30, 962––988.
- . . ‘Torpid mixing of the swapping chain on some simple spin glass models.’ Markov processes and related fields 15, Nr. 1: 59––80.
- . . ‘The swapping algorithm for the Hopfield model with two patterns.’ Stochastic Processes and their Applications 119, Nr. 10: 3471––3493. doi: 10.1016/j.spa.2009.06.007.
- . . ‘Capacity bounds for the {CDMA} system and a neural network: a moderate deviations approach.’ ESAIM: Probability and Statistics 13: 343––362. doi: 10.1051/ps:2008016.
- . . ‘Zur Meinungsbildung in einer heterogenen Bevölkerung---ein neuer Zugang zum Hopfield Modell.’ Mathematische Semesterberichte 56, Nr. 1: 15––38. doi: 10.1007/s00591-008-0049-z.
- . . ‘The capacity of {$q$}-state Potts neural networks with parallel retrieval dynamics.’ Statistics and Probability Letters 77, Nr. 14: 1505––1514. doi: 10.1016/j.spl.2007.03.030.
- . . ‘Diversification for general copula dependence.’ Statistica Neerlandica 61, Nr. 4: 446––465. doi: 10.1111/j.1467-9574.2007.00370.x.
- . . ‘A note on the annealed free energy of the {$p$}-spin Hopfield model.’ Markov processes and related fields 13, Nr. 3: 565––574.
- . . ‘The effect of system load on the existence of bit errors in {CDMA} with and without parallel interference cancelation.’ IEEE Transactions on Information Theory 52, Nr. 10: 4733––4741. doi: 10.1109/TIT.2006.881697.
- . . ‘The voter model with antivoter bonds.’ Ann. Inst. H. Poincaré Probab. Statist. 41, Nr. 4: 767–780.
- . . ‘Fluctuations in p-spin interaction models.’ Ann. Inst. H. Poincaré 41, Nr. 4: 807–815. doi: 10.1016/j.anihpb.2004.05.006.
- . . ‘The storage capacity of the Hopfield model and moderate deviations.’ Statistics and Probability Letters 75, Nr. 4: 237––248. doi: 10.1016/j.spl.2005.06.001.
- . . ‘Analysis of the expected shortfall of aggregate dependent risks.’ ASTIN Bulletin 35, Nr. 1: 25––43. doi: 10.2143/AST.35.1.583164.
- . . ‘Fluctuations in a {$p$}-spin interaction model.’ Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques 41, Nr. 4: 807––815. doi: 10.1016/j.anihpb.2004.05.006.
- . . ‘The voter model with anti-voter bonds.’ Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques 41, Nr. 4: 767––780. doi: 10.1016/j.anihpb.2004.03.007.
- . . ‘The storage capacity of the Blume-Emery-Griffiths neural network.’ Journal of Physics A: Mathematical and General 38, Nr. 16: 3483––3503. doi: 10.1088/0305-4470/38/16/002.
- . . ‘Fluctuations for the overlap parameter in the Hopfield model.’ Prob. Theory Rel. Fields 130: 441–472.
- . . ‘Reconstruction of a one-dimensional Scenery by observing it along a Random Walk Path with Jumps.’ Electr. Journal Prob. 9: 436–507.
- . . ‘Moderate deviations for the overlap parameter in the Hopfield model.’ Probability Theory and Related Fields 130, Nr. 4: 441––472. doi: 10.1007/s00440-004-0349-8.
- . . ‘Comment on: ``Curious properties of simple random walks'' [J. Statist. Phys. 3 (1993), no. 1-2, 441--445; MR1247871] by S. I. Ben-Abraham.’ Journal of Statistical Physics 116, Nr. 5-6: 1449––1451. doi: 10.1023/B:JOSS.0000041746.43933.73.
- . . ‘Moderate deviations for a class of mean-field models.’ Markov processes and related fields 10, Nr. 2: 345––366.
- . . ‘Reconstructing a multicolor random scenery seen along a random walk path with bounded jumps.’ Electronic Journal of Probability 9: no. 15, 436––507 (electronic).
- . . ‘Diversification of aggregate dependent risks.’ Insurance: Mathematics and Economics 35, Nr. 1: 77––95. doi: 10.1016/j.insmatheco.2004.05.001.
- . . ‘Reconstruction of sceneries with correlated colors.’ Stochastic Processes and their Applications 105, Nr. 2: 175––210. doi: 10.1016/S0304-4149(03)00003-6.
- . . ‘Moderate deviations for i.i.d.\ random variables.’ ESAIM: Probability and Statistics 7: 209––218 (electronic). doi: 10.1051/ps:2003005.
- . . ‘Fluctuations of the free energy in the REM and the p-spin Sk models.’ Annals of Probability 30: 605–651. doi: 10.1214/aop/1023481004.
- . . ‘Moderate deviations for longest increasing subsequences: the lower tail.’ Journal of Theoretical Probability 15, Nr. 4: 1031––1047. doi: 10.1023/A:1020649006254.
- . . ‘Scenery reconstruction in two dimensions with many colors.’ Annals of Applied Probability 12, Nr. 4: 1322––1347. doi: 10.1214/aoap/1037125865.
- . . ‘Fluctuations of the free energy in the {REM} and the {$p$}-spin {SK} models.’ Annals of Probability 30, Nr. 2: 605––651. doi: 10.1214/aop/1023481004.
Betreute Promotionen
Meiners, Raphael Deviation Principles for Disordered Spin Systems Alink, Stan Copulas and Extreme Value Theory Ebbers, Mirko Swapping, Tempering, and Equi-Energy sampling on a selection of models from statistical mechanics Ameskamp, Jens Ein Prinzip moderater Abweichungen für die Größe der größten Komponente eines Erdös-Rényi-Zufallsgraphen im superkritischen Fall Behrens, Sarah Moderate und große Abweichungen zur statistischen Analyse biologischer Sequenzen