Professur für Mathematische Stochastik (Prof. Alsmeyer)

Status: Organisation is ended

Website: https://www.uni-muenster.de/Stochastik/

Address:

Orléans-Ring 10

48149 Münster

Germany

Publications

Fluctuation Theory for Markov Random Walks Alsmeyer G., Buckmann F. (2018) In: Journal of Theoretical Probability, 31(4), 2266-2342. doi:10.1007/s10959-017-0778-9 Research article (journal) \| Peer reviewed \| Published
Thin tails of fixed points of the nonhomogeneous smoothing transform Alsmeyer G., Dyszewski P. (2017) In: Stochastic Processes and their Applications, 127(9), 3014-3041. doi:10.1016/j.spa.2017.01.008 Research article (journal) \| Peer reviewed \| Published
Stability of perpetuities in Markovian environment Alsmeyer G., Buckmann F. (2017) In: Journal of Difference Equations and Applications, 23(4), 699-740. doi:10.1080/10236198.2016.1271878 Research article (journal) \| Peer reviewed \| Published
Functional limit theorems for the number of occupied boxes in the Bernoulli sieve Alsmeyer G., Iksanov A., Marynych A. (2017) In: Stochastic Processes and their Applications, 127(3), 995-1017. doi:10.1016/j.spa.2016.07.007 Research article (journal) \| Peer reviewed \| Published
A leader-election procedure using records Alsmeyer G., Kabluchko Z., Marynych A. (2017) In: Annals of Probability, 45(6), 4348-4388. doi:10.1214/16-AOP1167 Research article (journal) \| Peer reviewed \| Published

Show all publications (72)

Projects

EXC 2044 - C1: Evolution and asymptotics Duration: 01/01/2019 - 31/12/2025 \| 1st Funding period Funded by: DFG - Cluster of Excellence Type of project: Subproject in DFG-joint project hosted at University of Münster
Limit theorems for regenerative random discrete structures Duration: 01/05/2015 - 31/05/2017 Funded by: Alexander von Humboldt Foundation Type of project: Individual project
Münster Graduate School of Evolution - Unterstützung des Evolution Think Tank (MGSE) Duration: 01/01/2013 - 31/12/2018 Funded by: Santander Consumer Bank AG Type of project: Individual project
CRC 878 C05 - Random walks, branching, random media Duration: 27/05/2010 - 30/06/2019 \| 2nd Funding period Funded by: DFG - Collaborative Research Centre Type of project: Subproject in DFG-joint project hosted at University of Münster
CRC 878 C06 - Iterated Function Systems, Random Analytic Functions and Random Matrices Duration: 27/05/2010 - 30/06/2019 \| 2nd Funding period Funded by: DFG - Collaborative Research Centre Type of project: Subproject in DFG-joint project hosted at University of Münster

Preisverleihungen

Fellow of the Max-Kade Foundation
Awarded by: Max-Kade Foundation
Award given to: Alsmeyer, Gerold
Date of awarding: 01/01/1989
Type of distinction: Research award or other distinction

Promotionen

Fluctuation Theory of Markov Random Walks and Markov Modulated Random Difference Equations Candidate: Buckmann, Fabian \| Supervisors: Alsmeyer, Gerold Period of time: until 24/06/2016 Doctoral examination procedure finished at: Doctoral examination procedure at University of Münster
Branching within branching. A stochastic description of host-parasite populations Candidate: Gröttrup, Sören \| Supervisors: Alsmeyer, Gerold Period of time: until 12/06/2013 Doctoral examination procedure finished at: Doctoral examination procedure at University of Münster
On multivariate stochastic fixed-Point equations: The smoothing transform and random difference equations Candidate: Mentemeier, Sebastian \| Supervisors: Alsmeyer, Gerold Period of time: until 24/01/2013 Doctoral examination procedure finished at: Doctoral examination procedure at University of Münster
Metabasins or a state space sggregation for finite Markov chains with exponentially small transition probabilities Candidate: Winkler, Andrea \| Supervisors: Alsmeyer, Gerold Period of time: until 23/01/2013 Doctoral examination procedure finished at: Doctoral examination procedure at University of Münster
Zur Modellierung und statistischen Auswertung von PET-Daten Candidate: Gebennus, Sebastian \| Supervisors: Alsmeyer, Gerold Period of time: until 18/06/2009 Doctoral examination procedure finished at: Doctoral examination procedure at University of Münster

Show all doctorates (12)

Parent organisational units

University of Münster
- Schools and Faculties
  - FB10 - Faculty of Mathematics and Computer Science
    - Institute of Mathematical Stochastics

Fluctuation Theory for Markov Random Walks Alsmeyer G., Buckmann F. (2018) In: Journal of Theoretical Probability, 31(4), 2266-2342. doi:10.1007/s10959-017-0778-9 Research article (journal) \| Peer reviewed \| Published
Thin tails of fixed points of the nonhomogeneous smoothing transform Alsmeyer G., Dyszewski P. (2017) In: Stochastic Processes and their Applications, 127(9), 3014-3041. doi:10.1016/j.spa.2017.01.008 Research article (journal) \| Peer reviewed \| Published
Stability of perpetuities in Markovian environment Alsmeyer G., Buckmann F. (2017) In: Journal of Difference Equations and Applications, 23(4), 699-740. doi:10.1080/10236198.2016.1271878 Research article (journal) \| Peer reviewed \| Published
Functional limit theorems for the number of occupied boxes in the Bernoulli sieve Alsmeyer G., Iksanov A., Marynych A. (2017) In: Stochastic Processes and their Applications, 127(3), 995-1017. doi:10.1016/j.spa.2016.07.007 Research article (journal) \| Peer reviewed \| Published
A leader-election procedure using records Alsmeyer G., Kabluchko Z., Marynych A. (2017) In: Annals of Probability, 45(6), 4348-4388. doi:10.1214/16-AOP1167 Research article (journal) \| Peer reviewed \| Published

EXC 2044 - C1: Evolution and asymptotics Duration: 01/01/2019 - 31/12/2025 \| 1st Funding period Funded by: DFG - Cluster of Excellence Type of project: Subproject in DFG-joint project hosted at University of Münster
Limit theorems for regenerative random discrete structures Duration: 01/05/2015 - 31/05/2017 Funded by: Alexander von Humboldt Foundation Type of project: Individual project
Münster Graduate School of Evolution - Unterstützung des Evolution Think Tank (MGSE) Duration: 01/01/2013 - 31/12/2018 Funded by: Santander Consumer Bank AG Type of project: Individual project
CRC 878 C05 - Random walks, branching, random media Duration: 27/05/2010 - 30/06/2019 \| 2nd Funding period Funded by: DFG - Collaborative Research Centre Type of project: Subproject in DFG-joint project hosted at University of Münster
CRC 878 C06 - Iterated Function Systems, Random Analytic Functions and Random Matrices Duration: 27/05/2010 - 30/06/2019 \| 2nd Funding period Funded by: DFG - Collaborative Research Centre Type of project: Subproject in DFG-joint project hosted at University of Münster

Fluctuation Theory of Markov Random Walks and Markov Modulated Random Difference Equations Candidate: Buckmann, Fabian \| Supervisors: Alsmeyer, Gerold Period of time: until 24/06/2016 Doctoral examination procedure finished at: Doctoral examination procedure at University of Münster
Branching within branching. A stochastic description of host-parasite populations Candidate: Gröttrup, Sören \| Supervisors: Alsmeyer, Gerold Period of time: until 12/06/2013 Doctoral examination procedure finished at: Doctoral examination procedure at University of Münster
On multivariate stochastic fixed-Point equations: The smoothing transform and random difference equations Candidate: Mentemeier, Sebastian \| Supervisors: Alsmeyer, Gerold Period of time: until 24/01/2013 Doctoral examination procedure finished at: Doctoral examination procedure at University of Münster
Metabasins or a state space sggregation for finite Markov chains with exponentially small transition probabilities Candidate: Winkler, Andrea \| Supervisors: Alsmeyer, Gerold Period of time: until 23/01/2013 Doctoral examination procedure finished at: Doctoral examination procedure at University of Münster
Zur Modellierung und statistischen Auswertung von PET-Daten Candidate: Gebennus, Sebastian \| Supervisors: Alsmeyer, Gerold Period of time: until 18/06/2009 Doctoral examination procedure finished at: Doctoral examination procedure at University of Münster