WAHRSCHEINLICHKEITSTHEORIE UND IHRE ANWENDUNGEN<br>Wissenschaftliche Publikationen seit 2000

2012

  1. H. Dehling, D. Vogel, M. Wendler, D. Wied (2012): An efficient and robust test for a change-point in correlation, preprint arXiv: 1203.4871.
  2. H. Dehling, A. Rooch, M.S. Taqqu: Nonparametric Change-Point Tests for Long-Range Dependent Data. Scandinavian Journal of Statistics 39 (accepted).
  3. H. Dehling, R. Fried (2012): Asymptotic distribution of two-sample empirical U-Quantiles with applications to robust tests for shifts in location. Journal of multivariate analysis 105 , 124-140.
  4. J. Härterich, C. Kiss, A. Rooch, M. Mönnigmann, M. Schulze Darup, R. Span (2012): MathePraxis - Connecting first year mathematics with engineering applications, EJEE (accepted)
  5. A. Rooch, C. Kiss, J. Härterich (2012): Brauchen Ingenieure Mathematik? - Wie Praxisbezug die Ansichten über das Pflichtfach Mathematik verändert, Mathematische Vor- und Brückenkurse: Konzepte, Probleme und Perspektiven, in: Hochschulmathematik und Mathematiklehrerbildung unter didaktischer Perspektive (accepted)
  6. O. Sh. Sharipov, M. Wendler (2012): Bootstrap for the sample mean and for U-statistics of mixing and near-epoch dependent processes, to appear in Journal of Nonparametric Statistics.
  7. M. Wendler (2012): U-Processes, U-Quantile processes and generalized linear statistics of dependent data, Stochastic Processes and their Applications 122 , 787-807.
  8. D. Wied, W. Krämer, H. Dehling (2012): Testing for a change in correlation at an unknown point in time using an extended functional delta method. Econometric Theory 28,(DOI:10.1017/S0266466611000661).

2011

  1. St. Bialonski, M. Wendler, K. Lehnertz (2011): Unraveling Spurious Properties of Interaction Networks with Tailored Random Networks, PLoS One 6(8): e22826.
  2. H. Dehling (2011): Almost Sure Convergence of Random Variables. In: M.~Lovric (Ed.): International Encyclopedia of Statistical Science , Springer Verlag. 32-35.
  3. H. Dehling, E. Glasmachers, J. Härterich, D.Kacso (2011): Servicezentrum Mathematik und Anwendungen der Ruhr-Universität Bochum - Ein Zentrum für Mathematik im Dienst der Anwendungen. Das Hochschulwesen 59 , 49-52.
  4. H. Dehling, O. Durieu (2011): Empirical Processes of Multidimensional Systems with Multiple Mixing Properties. Stochastic Processes and their Applications, 121 , 1076-1096.
  5. Brice Franke (2011): Limit theorems for a recursive maximum process with location dependent periodic intensity-parameter. Extremes, 14 , 127-152
  6. R. Fried, H.Dehling (2011): Robust nonparametric tests for the two-sample location problem. Statistical Methods and Applications 20 , 409-422
  7. I. Garcia, C. Klüppelberg, G. Müller (2011): Estimation of stable CARMA models with an application to electricity spot prices. Statistical modelling 5 , 447-470
  8. D. Vogel, R. Fried (2011): Elliptic graphical modelling Biometrika 98,4 , 935-951
  9. M. Wendler (2011): Bahadur representation for U-quantiles of dependent data. Journal of Multivariate Analysis , 102, 1064-1079.
  10. T. Zhang, H.-Ch. Ho, M. Wendler, W. B. Wu (2011): Block Sampling under Strong Dependence, preprint.

2010

  1. I. Berkes, R. Bradley, H. Dehling, M. Peligrad and R. Tichy (Eds.)(2010):Dependence in Probability, Analysis and Number Theory. Kendrick Press.
  2. I. Berkes, H. Dehling (2010): Dependence in Probability, Analysis and Number Theory: The Mathematical Work of Walter Philipp (1936-2006). In: I. Berkes, R. Bradley, H. Dehling, M. Peligrad, R. Tichy (Eds.) (2010): Dependence in Probability, Analysis and Number Theory. Kendrick Press, 1-19.
  3. H. Dehling, E. Glasmachers, J. Härterich und K. Hellermann (2010): MP2-Mathe/Plus/Praxis: Neue Ideen für die Servicelehre Mitteilungen der DMV 18.
  4. H. Dehling, B. Franke and T. Kott (2010): Drift estimation for a periodic mean reversion function.Statistical Inference for Stochastic Processes 13, 175-192.
  5. H. Dehling, M. Wendler (2010): Law of the iterated logarithm for U-statistics of weakly dependent observations. In: I. Berkes, R. Bradley, H. Dehling, M. Peligrad, R. Tichy (Eds.): Kendrick Press, 177-194.
  6. H. Dehling, M. Wendler (2010): Central limit theorem and the bootstrap for U-statistics of strongly mixing data. Journal of Multivariate Analysis 101, 126-137
  7. B. Franke, T. Saigo (2010): A selfsimilar process arising from a random walk with random environment in random scenery, Bernoulli 16, 825-857
  8. B. Franke, C.-R. Hwang, H.-M. Pai, S.-J. Sheu (2010): The behavior of the spectral gap under growing drift.Transactions of the American Mathematical Society, 362, 1325-1350
  9. D. Vogel, R. Fried. (2010): On robust Gaussian graphical modelling. In: Devroye, L., Karasözen, B., Kohler, M., Korn, R. (Hrsg.) Recent Developments in Applied Probability and Statistics. Dedicated to the Memory of Jürgen Lehn, pp. 155–182. Berlin, Heidelberg: Springer-Verlag.
  10. D. Vogel, A. Dürre, R. Fried (2010): Elliptical graphical modelling in higher dimensions. In: Proceedings of International Biosignal Processing Conference, July 14-16, 2010, Berlin, Germany, 17:1--4

2009

  1. B. Franke (2009): Homogenization of random transport along periodic two dimensional flows. Stochastic Processes and their Applications, 119, 327-346
  2. B. Franke, T. Saigo (2009): The extremes of a random scenery as seen by a random walk in a random environment. Statistics and Probability Letters, 79 , 1025-1030
  3. B. Franke, T. Saigo (2009): The extremes of random walks in random sceneries.Advances in Applied Probability, 41, 452-468
  4. H. Dehling (2009): Andre Dabrowski's work on limit theorems and weak dependence. The Canadian Journal of Statistics, 37, 307-326
  5. H. Dehling, O. Durieu and D. Volny (2009): New techniques for empirical processes of dependent data. Stochastic Processes and their Applications, 119, 3699-3718
  6. H. Dehling, O. Sharipov (2009): Marcinkiewicz-Zygmund: Strong laws for U-statistics of weakly dependent observations. Statistitics and Probability Letters, 79, 2028-2036
  7. T. Gottschalk (2009): Markov processes in stochastic modeling of transport phenomena: from application to theory. Südwestdeutscher Verlag für Hochschulschriften, Saarbrücken.

2008

  1. H. G. Dehling, S. R. Fleurke, C. Kuelske (2008): Parking on a Random Tree. Journal of Statistical Physics, 133,151-157.
  2. T. Gottschalk, H. G. Dehling, A. C. Hoffmann (2008): Multiphase stochastic model for fluidized beds. Physical Review E 77

2007

  1. H. G. Dehling, T. Gottschalk and A. C. Hoffmann (2007): Stochastic Modeling in Process Technology, Elsevier, Amsterdam [u.a.].
  2. H. G. Dehling, C. Dechsiri, T. Gottschalk, P. C. Wright, A. C. Hoffmann (2007): A stochastic model for mixing and segretaion in slugging fluidized beds. Powder Technology 171, 118--125
  3. B. Franke (2007): A functional non-central limit theorem for jump-diffusions with periodic coefficients driven by stable Lévy-noise. Journal of Theoretical Probability, 20, 1087-1100.
  4. B. Franke (2007): A Lévy process whose jumps are dragged by a spherical dynamical system. Journal of Applied Probability, 44, 732-741.
  5. B. Franke (2007): On the decay of the solutions of second order parabolic equations with Dirichlet conditons. Mathematische Nachrichten, 280, 851-865.
  6. B. Franke (2007): Correction to: The scaling limit behavior of periodic stable-like processes. Bernoulli, 13, 600

2006

  1. H. Dehling (2006): Limit Theorems for Dependent U-Statistics. In: P. Bertail, P. Doukhan and Ph. Soulier (Eds.): Dependence in Probability and Statistics, Springer Lecture Notes in Statistics 187, 65--86.
  2. T. Gottschalk, H. G. Dehling and A. C. Hoffmann (2006): Danckwerts' Law for Mean Residence Time Revisited. Chemical Engineering Science 61, 6213--6217.
  3. B. Franke (2006): The scaling limit behavior of periodic stable-like processes. Bernoulli, 12, 551-570.

2005

  1. H. G. Dehling, J. N. Kalma (2005): Kansrekening - het zekere van het onzekere. 2. Auflage, Epsilon Uitgaven, Utrecht.
  2. H. Dehling, O. Sh. Sharipov (2005): Estimation of Mean and Covariance Operator for Banach Space Valued Autoregressive Processes with Dependent Innovations. Statistical Inference for Stochastic Processes 8, 137--149
  3. M.-L. T. Lee, H. G.Dehling (2005): Generalized two-sample U-statistics for clustered data. Statistica Neerlandica 59 , 313--323
  4. C. Dechsiri, E. A. van der Zwan, H. G. Dehling, A. C. Hoffmann (2005): Dispersion of Particle Pulses in Fluidized Beds Measured by Positron Emission Tomography. American Institute of Chemical Engineers 51, 791--801
  5. A. C. Hoffmann, C. Dechsiri, F. van de Wiel, H. G. Dehling (2005): PET investigations of a fluidized particle: spatial and temporal resolution and short term motion. Measurement Science and Technology 16, 851--858
  6. C. Dechsiri, A. Ghione, F. van de Wiel, H. G. Dehling, A. M. J. Paans and A. C. Hoffmann (2005): Positron Emission Tomography Applied to Fluidization Engineering. The Canadian Journal of Chemical Engineering 83, 88--96.
  7. B. Franke (2005): A functional central limit theorem for diffusions on periodic submanifolds of R^n. Probability Theory and Related Fields 133 , 236--244.

2004

  1. C. Dechsiri (2004): Particle Transport in Fluidized Beds - Experiments and Stochastic Models. Dissertation, Rijksuniversiteit Groningen (promotores: prof.dr.H.G. Dehling, prof.dr.A.C. Hoffmann)
  2. H. Dehling, B. Haupt (2004): Einführung in die Wahrscheinlichkeitstheorie und Statistik , 2. Auflage, Springer Verlag.
  3. A. R. Dabrowski, H. Dehling (2004): Conditional Distribution of the H-coefficient in Nonparametric Unfolding Models. In: L. Horvath, B. Szyszkowicz (eds.): Asymptotic Methods in Stochastics: Festschrift for Miklos Csorgo , Fields Institute Communications 44, 367--379
  4. S. R. Fleurke, H. G. Dehling, H. K. Leonhard, A. D. Brinkerink, R. den Besten (2004): Measurement and statistical analysis of spectrum occupancy. European Transactions on Telecommunications 15, 429--436.
  5. B. Franke (2004): Integral inequalities for the fundamental solutions of diffusions on manifolds with divergence-free drift. Mathematische Zeitschrift 246 , 373--403.
  6. B. Franke (2004): About the Decay of Vorticity in a Two-dimensional Incompressible Viscous Fluid. Semigroup Forum 69 , 303--316.

2003

  1. H. Dehling, B. Haupt (2003): Einführung in die Wahrscheinlichkeitstheorie und Statistik, Springer Verlag.
  2. R. M. Burton, H. G. Dehling, U. Rösler (2003): A Law of Large Numbers for Rescaled Random Difference Equations. Stochastics and Dynamics 3, 409--417.
  3. S. Borovkova, H. Dehling, J. Renkema, H. Tulleken (2003): A Potential-Field Approach to Financial Time Series Modelling, Computational Economics 22, 139--161
  4. H. Dehling (2003): Wat is een optie waard? In: Speeltuin van de Wiskunde (J. Top, B. de Smit, eds.) Veen Magazines/Natuurwetenschap en Techniek, 27--43
  5. H. Dehling, J. van Maanen (2003): Een plaquette voor Daniel Bernoulli, kleine Groninger en grote wetenschapper. Nieuw Archief voor Wiskunde, 5e serie 4, 254--257.
  6. A. C. Hoffmann, C. Dechsiri, F. van de Wiel, A. Ghione, H.G. Dehling, A.M.J. Paans (2003): Tracking Individual Particles in a Fluidized Bed using a Medical PET-Camera. Proceedings of the 3rd World Congress on Industrial Process Technology, Banff, Canada 2003
  7. C. Dechsiri, F. van de Wiel, H. G. Dehling, A. M. J. Paans, A. C. Hoffmann (2003): Positron Emission Tomography Applied to Fluidization Engineering. 3rd World Congress on Industrial Process Tomography, Banff, Canada 2003.

2002

  1. H. Dehling, T. Mikosch, M. Sorensen (eds) (2002): Empirical Process Techniques for Dependent Data. Birkhäuser Verlag.
  2. H. Dehling, W. Philipp (2002): Empirical Process Techniques for Dependent Data. In: Empirical Process Techniques for Dependent Data (H. Dehling, T. Mikosch, M. Sorensen, eds), Birkhäuser Verlag, 3--111
  3. S. Borovkova, R. Burton, H. Dehling (2002): From Dimension Estimation to Asymptotics of Dependent U-Statistics. In: Limit Theorems in Probability and Statistics I (I. Berkes, E. Csaki, M. Csorgo, eds.) Budapest, 201--234.
  4. A. R. Dabrowski, H. G. Dehling, T. Mikosch, O. Sharipov (2002): Poisson Limits for U-statistics. Stochastic Processes and their Applications 99, 137--157.
  5. C. Dechsiri, H. G. Dehling, A. C. Hoffmann (2002): Stochastic Model for Fluidization, Proceedings of the 4th World Congress on Particle Technology, Sydney 2002

2001

  1. S. Borovkova, R. Burton, H. Dehling (2001): Limit Theorems for Functionals of Mixing Processes with Applications to U-statistics and Dimension Estimation. Transactions of the American Mathematical Society 353 , 4261--4318.
  2. S. R. Fleurke, H. G. Dehling, A. J. Boonstra, A. D. Brinkerink, R. den Besten (2001): Monte-Carlo Methods for Measuring Spectrum Occupancy. In: Proceedings of RFI Mitigation Workshop, Bonn 2001
  3. C. Dechsiri, J. C. Bosma, H. G. Dehling, A. C. Hoffmann, G. Hui (2001): A stochastic model for particle mixing and segregation in fluidized beds with baffles. In: Proceedings of PARTEC 2001
  4. B. Franke (2001): Heat Content Inequalities for Diffusions on Manifolds. Mathematica Gottingensis.

2000

  1. H. Dehling (2000): Het verdwenen bord van Kapteyn. StatOR 1, 17--19.
  2. C. P. Volkers, H. G. Dehling, H. de Bruin (2000): Analysis of repeated measurement binary data. In: COMPSTAT 2000, Proceedings in Computational Statistics (Wim Jansen, Jelke G. Bethlehem, eds.), Statistics Netherlands, 275--276.
  3. C. Dechsiri, J. C. Abanedes, H. G. Dehling, A. C. Hoffmann, P. C. Wright (2000): A Stochastic Model for Mixing and Segregation in Slugging Fluidized Beds. Proceedings of 3rd European Conference on Fluidization, Toulouse 2000 , 631--638