Erweiterte Suche

Dr. Sebastian Mentemeier

Sebastian Mentemeier Dr. Sebastian Mentemeier
now at University of Wroclaw, Poland


WS 2011/12 Exercise classes: Stochastics
SS 2011 Exercise classes: Random Recursive Equations
WS 2010/11 Statistical Programming with R
Exercise classes: Stochastics
SS 2010 Time Series Analysis with R
WS 2009/10 Statistical Programming with R
Time Series Analysis with R


Research interests

  • Multivariate problems...
  • Markov chains with general state space
  • Markov renewal theory
  • Iterated random functions
  • Fixed-point equations for distributions
  • Stable laws


  1. Fixed Points of the Multivariate Smoothing Transform

Publications (peer-reviewed)

  1. On Kesten's Multivariate Choquet-Deny Lemma
    Electronic Communications in Probability 18(65), 1�7 (2013) arxiv ecpejp
  2. Heavy tailed solutions of multivariate smoothing transforms
    joint work with Dariusz Buraczewski, Ewa Damek and Mariusz Mirek
    Stochastic Processes and their Applications 123(6), 1947-1986 (2013) arxiv sciencedirect
  3. Precise tail index of fixed points of the two-sided smoothing transform
    joint work with Gerold Alsmeyer and Ewa Damek
    Random Matrices and Iterated Random Functions. Springer Proceedings in Mathematics & Statistics, Vol. 53 arxiv
  4. Convergence to stable laws for multidimensional stochastic recursions: the case of regular matrices
    joint work with Ewa Damek, Mariusz Mirek and Jacek Zienkiewicz
    Potential Analysis 38(3), 683-697 (2013) arxiv springerlink
  5. Tail behavior of stationary solutions of random difference equations: the case of regular matrices
    joint work with Gerold Alsmeyer
    J. Diff. Equation Appl. 18(8), 1305-1332 (2012) arxiv tandfonline


  • On Multivariate Stochastic Fixed Point Equations: The Smoothing Transform and Random Difference Equations
    PhD thesis, December 2012. pdf
  • Erneuerungstheorie für Produkte von Zufallsmatrizen (German)
    Diploma thesis, September 2009. pdf

Impressum 2017| Datenschutzhinweis| Impressum | © 2007 FB10 WWU Münster
Universität Münster
Schlossplatz 2 - 48149 Münster
Tel.: +49 (251) 83-0 - Fax: +49 (251) 83-3 20 90