Publikationen der Arbeitsgruppe

aktuelle Preprints

  • Eichelsbacher, P.; Martschink, B.: On rates of convergence for the overlap in the Hopfield model, 2013, (arXiv:1303.5252)
  • Döring, H.; Faraud, G.; König, W.: Connection times in large ad-hoc mobile networks, 2013, (arXiv:1303.3783)
  • Ludwig, A.W.W.; Schulz-Baldes, H.; Stolz, M.: Lyapunov spectra for all symmetry classes of quasi-one-dimensional disordered systems, 32p., Dezember 2012. (arXiv:1212.0322)
  • Eichelsbacher, P.; Löwe, M.: 90 Jahre Lindeberg-Methode, erscheint in Mathematische Semesterberichte (2013). (SpringerLink)
  • Döbler, C.: Stein's method of exchangeable pairs for absolutely continuous, univariate distributions with applications to the Polya urn model (July 2012, submitted)
  • Döbler, C.: A rate of convergence for the arcsine law by Stein's method (July 2012, submitted)
  • Eichelsbacher, P.; Zajic, T.: Risk sensitive impluse control and deterministic games; unpublished. (PDF | PS)

  • Eichelsbacher, P.; Raic, M.; Schreiber, T.: Moderate deviations for stabilizing functionals in geometric probablity, 2013. (arXiv:1010.1665)
  • Eichelsbacher, P.; Martschink B.: On rates of convergence in the Curie-Weiss-Potts model with external field, 2013. (arXiv:1011.0319v1)
  • Franke, B.; Stolz, M.: A duality approach to the worst case value at risk for a sum of dependent random variables with known covariances, 13 p. (arXiv:0912.1841)

Arbeiten

2013

  • Döring, H.; Eichelsbacher, P.: Moderate deviations for the eigenvalue counting function of Wigner matrices, ALEA, Lat. Am. J. Probab. Math. Stat. 10 (1), 27-44 (2013) (arXiv:1104.0221)
  • Meiners, R.; Reichenbachs, A.: On the accuracy of the normal approximation for the free energy in the Random Energy Model, Electronic Communications in Probability, 18 (12), available here.

2012

  • Döbler, C.; Stolz, M.: A quantitative central limit theorem for linear statistics of random matrix eigenvalues, Journal of Theoretical Probability (2012+), in press (arXiv:1205.5403)
  • Reichenbachs, A.: Moderate Deviations for a Curie-Weiss model with dynamical external field, ESAIM: Probability and Statistics eFirst (2012), available here.
  • Döring, H.; Eichelsbacher, P.: Edge fluctuations of eigenvalues of Wigner matrices, High Dimensional Probability VI: the Banff volume (2012), to appear in Progress in Probability, Springer (arXiv:1203.2115).
  • Friesen, O.; Löwe, M.; Stolz, M.: Gaussian fluctuations for sample covariance matrices with dependent data, Journal of Multivariate Analysis (2012), in press.
  • Döring, H.; Eichelsbacher, P.: Moderate deviations for the determinant of Wigner matrices; Dedicated to Friedrich Götze on the occasion of his sixtieth birthday, to appear in Limit Theorems in Probability, Statistics and Number Theory, Springer Proceedings in Mathematics & Statistics, 2012. (PDF)
  • Döring, H.; Eichelsbacher, P.: Moderate deviations via cumulants, Journal of Theor. Probability, 2012, available here.
  • Formentin, M.; Külske, C; Reichenbachs, A.: Metastates in Mean-Field models with Random External Fields generated by Markov Chains, Journal of Statistical Physics, Vol. 146, No. 2, 314-329, DOI: 10.1007/s10955-011-0391-8, available here.

2011

  • Döbler, C.; Stolz, M.: Stein's method and the multivariate CLT for traces of powers on the classical compact groups, Electronic Journal of Probability 16 (2011), pp. 2375-2405, available here.
  • Aurzada, F.; Döring, H.; Ortgiese, M.; Scheutzow, M.: Moments of recurrence times for Markov chains, Electronic Comm. Probab., 16 (28), 296-303. available here.
  • Eichelsbacher, P.; Sommerauer, J.; Stolz, M.: Large deviations for disordered bosons and multiple orthogonal polynomial ensembles (arXiv:1102.0792), Journal of Mathematical Physics 52, 073510.

2010

  • Eichelsbacher, P.; Löwe, M.: Stein's method for dependent random variables occuring in statistical mechanics; Electronic Journal of Probability, Vol. 15, Paper no. 30, 962-988.

2009

  • Döring, H.; Eichelsbacher, P.: Moderate Deviations in a random graph and for the sprectrum of Bernoulli random matrices, Electronic Journal of Probability , Vol. 14, Paper 92, Pages: 2636-2656.
  • Eichelsbacher, P.; Sommerauer, J.: Fluctuations for traces of words in a multimatrix model, Electronic Communications in Probability , Vol 14, Pages 572-586.
  • Eichelsbacher, P.; Schreiber, T.: Process level moderate deviations for stabilizing functionals, ESAIM: Probability and Statistics.

2008

  • Baryshnikov, Y.; Eichelsbacher, P.; Schreiber, T.; Yukich, J.E.: Moderate deviations for some point measures in geometric probability; Annales de L'Institut Henri Poincare, Probability and Statistics, Vol. 44, No. 3, 422-446.
  • Collins, B.; Stolz,M.: Borel theorems for random elements of the classical compact symmetric spaces, Annals of Probability 36, 876-895.
  • Döring, H.; Shalchi, A.: Perpendicular transport of charged particles in slab turbulence: recovery of diffusion for realistic wave-spectra?, Journal of Physics G: Nuclear and Particle Physics, 35, 025202.
  • Eichelsbacher, P.; Reinert, G.: Stein's method for discrete Gibbs measures; Annals of applied probability , Vol. 18, No. 4, 1588-1618.
  • Eichelsbacher, P.; Stolz, M.: Large deviations for random matrix ensembles in mesoscopic physics; Markov processes and related fields, Vol. 14, No. 2, 207-232.
  • Eichelsbacher, P.; König, W.: Ordered random walks; Electronic journal of probability, Vol. 13, Paper 46, Pages: 1307-1336.
  • Hofmann-Credner, K.; Stolz, M.:  Wigner theorems for random matrices with dependent entries: Ensembles associated to symmetric spaces and sample covariance matrices, Electronic Communications in Probability 13, 401-414.
  • Stolz, M.: Ensembles of Hermitian random matrices associated to symmetric spaces, in: J. Hilgert et al. (eds.), Infinite Dimensional Harmonic Analysis IV. On the Interplay between Representation Theory, Random Matrices, Special Functions, and Probability, World Scientific, 291-307.
  • Stolz, M.; Tate, T.: Asymptotics of matrix integrals and tensor invariants of compact Lie groups, Proceedings of the American Mathematical Society 136, 2235-2244.

2007

  • Döring, H.; Shalchi, A.: On velocity correlation functions of charged test particles, Journal of Physics G: Nuclear and Particle Physics, 34, 859.
  • Eichelsbacher, P.: Stochastische Algorithmen I; Stochastik in der Schule, Band 27, Heft 2, S. 29-34. (PDF | PS)

2005

  • Eichelsbacher, P.: Refined large deviations for von-Mises statistics, Theory of Probability and its Application Vol. 49, No.1, 139-148. (PDF | PS)
  • Stolz, M.:  On the Diaconis-Shahshahani method in random matrix theory, Journal of Algebraic Combinatorics 22, 471-491.
  • Stolz, M.: An application of the method of moments in random matrix theory, in: H. Heyer et al. (eds.), Infinite Dimensional Harmonic Analysis III, Proceedings of the Third German-Japanese Symposium, Singapore (World Scientific), 313-324.

2004

  • Eichelsbacher, P.; Löwe, M.: Moderate deviations for the overlap parameter in the Hopfield model; Probability Theory and Related Fields Vol.130, 441-472. (PDF | PS)

2003

  • Eichelsbacher, P.; Zajic, T.:  Moderate deviations for mean field Gibbs measures; Bernoulli, Vol. 9, No. 1, 67-95.
  • Eichelsbacher, P.; Schmock, U.:  Rank-dependent Moderate Deviations of Products of Empirical Measures; Probability Theory and Related Fields, Vol. 126, No. 1, 61-90.
  • Eichelsbacher, P.; Löwe, M.: Moderate deviations for i.i.d. random variables; ESAIM, Probability and Statistics, Vol. 7, 209-218.
  • Eichelsbacher, P.; Löwe, M.: Moderate deviations for a class of mean-field models; Markov processes and related fields Vol.10, No.2, 345-366. (PDF | PS)
  • Eichelsbacher, P., Löwe, M.: Geduld und Zufall, Stochastik in der Schule, Band 23 , Heft 2, S.2-6.

2002

  • Eichelsbacher, P.; Ganesh, A.:  Moderate deviations for Bayes posteriors; Scandinavian Journal of statistics, Vol.29, No.1, 153-167.
  • Eichelsbacher, P.; Ganesh, A.:  Bayesian Inference for Markov chains; Journal of applied probability, Vol. 39, No. 1, 91-99.
  • Eichelsbacher, P.; Schmock, U.:  Large Deviations of Products of Empirical Measures in Strong Topologies and applications; Annales de L'Institut Henri Poincare, Probability and Statistics Vol.38, No.5, 779-797.
  • Eichelsbacher, P.:  Large deviations for partial sums U-processes in dependent cases; Theory of Probability and Its Applications Vol.45, no. 4, 569-588.
  • Eichelsbacher, P.: Mit RUNS den Zufall besser verstehen; Stochastik in der Schule, Band 22, Heft 1, S.2-8.
  • Eichelsbacher, P.: Eine Formel von de Moivre; Stochastik in der Schule, Band 22, Heft 1, S.8-12.

2001

  • Eichelsbacher, P.:  Moderate deviations for functional U-processes; Annales de L'Institut Henri Poincare, Probability and Statistics Vol.37, No.2, 245-273.
  • Eichelsbacher, P.: Eine Diskussion der Faustregel von Laplace; Stochastik in der Schule, Band 21, Heft 1, S.22-27.
  • Eichelsbacher, P.: Geometrie und Münzwurf: Das Modell zufälliger Graphen; Stochastik in der Schule, Band 21, Heft 3, S. 2-8.
  • Eichelsbacher, P.; Schmock, U.:  Large deviations of products of empirical measures of dependent random sequences in strong topologies; Markov Processes and Related Fields, Vol.7, No.3, 435-468.

2000

  • Eichelsbacher, P.; Worms, H.: Poisson-Approximation und Kopplung; Stochastik in der Schule, Band 20, Heft 1, S.42-47.
  • Eichelsbacher, P.:  Moderate deviations for degenerate U-processes; Stochastic processes and their applications, Vol.87, No.2, 255-279.

1999

  • Eichelsbacher, P.; Grunwald, M.:  Exponential tightness can fail in the strong topology; Probab. and Statist. Letters, Vol.41, 83-86.
  • Eichelsbacher, P.; Roos, M.:  Compound Poisson Approximation for dissociated random variables via Stein's method; Combinatorics, Probability and Computing, Vol.8, 335-346.
  • Eichelsbacher, P.: Wie genau ist die Tschebyschev-Ungleichung?; Mathematik in der Schule, Heft 5.
  • Eichelsbacher, P.:  Large deviations for extremes of U-processes; Probability and Mathematical statistics, Vol.19, 1-13.
  • Eichelsbacher, P.; O'Connell, N.: Sample path large deviations in finer topologies; Stochastics and Stochastics Reports, Vol.67, 231-254.

1998

  • Eichelsbacher, P.; Schmock, U.:  Exponential approximations in completely regular topological spaces and extensions of Sanov's theorem; Stoch. Processes and its Applications, Vol.77, No.2, 233-251.
  • Eichelsbacher, P.; Löwe, M.:  Large deviations for partial sums U-processes; Theoretical Probability and its Applications, Vol.43, 97-115.
  • Eichelsbacher, P.:  Moderate and large deviations for U-processes; Stoch. Processes and its Applications, Vol.74, No.2, 273-296.
  • Eichelsbacher, P.:  Partial sums U-processes large deviations in stronger topologies, Probab. and Statist. Letters, Vol.38, 207-217.

1997

  • Eichelsbacher, P.:  Large Deviations for products of empirical probability measures in the tau-topology; Journal of Theoretical Probability, Vol.10, No.4, 903-920.
  • Eichelsbacher, P.; Löwe, M.: Boltzmanns Gesetz S = k log W; Stochastik in der Schule, Band 17, Heft 3, S. 27-41.

1996

  • Eichelsbacher, P.:  Rate functions in the theory of large deviations; Statistics and Probability Letters, Vol.26, 279-283.

1995

  • Eichelsbacher, P.; Löwe, M.:  Large deviation principle for m-variate von Mises-statistics and U-statistics; Journal of Theoretical Probability, Vol.8, No.4, 807-824.