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Professor Dr. Steffen Dereich

Current affiliations

  • Professorship for Theory of Probability (Prof. Dereich)
  • Center for Nonlinear Science

Curriculum Vitae (CV)

  • Probability Theory

Academic Education

2009Habilitation in mathematics, Technical University Berlin
2003PhD in mathematics, Technical University Berlin
2000Diploma in mathematics, Technical University Kaiserslautern

Work Experience

since 2011Professor of probability, WWU Münster
2009 - 2011Professor of probability, University Marburg
2003 - 2009Scientific assistant, Technical University Berlin
2007 - 2008DFG-Research Fellow, University of Bath

Publications

On the existence of minimizers in shallow residual ReLU neural network optimization landscapes
Dereich, S.; Jentzen, A.; Kassing, S. (2023)
In: arXiv.org:2302.14690.
Research article in digital collection | Preprint | submitted / under review
Central limit theorems for stochastic gradient descent with averaging for stable manifolds*
Dereich, Steffen; Kassing, Sebastian (2023)
In: Electronic Journal of Probability, 28. doi:10.1214/23-EJP947
Research article (journal) | Peer reviewed | Published
Cooling down stochastic differential equations: Almost sure convergence
Dereich, Steffen; Kassing, Sebastian (2022)
In: Stochastic Processes and their Applications, 152. doi:10.1016/j.spa.2022.06.020
Research article (journal) | Peer reviewed | Published
On minimal representations of shallow ReLU networks
Dereich, Steffen; Kassing, Sebastian (2022)
In: Neural Networks, 148. doi:10.1016/j.neunet.2022.01.006
Research article (journal) | Peer reviewed | Published
General multilevel adaptations for stochastic approximation algorithms II: CLTs
Dereich, Steffen (2021)
In: Stochastic Processes and their Applications, 132. doi:10.1016/j.spa.2020.11.001
Research article (journal) | Peer reviewed | Published
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Projects

GRK 3027: Rigorous Analysis of Complex Random Systems (CoRaSy)
Duration: 01/10/2025 - 30/09/2030 | 1st Funding period
Funded by: DFG - Research Training Group
Type of project: Main DFG-project hosted at University of Münster
EXC 2044 - C2: Multi-scale phenomena and macroscopic structures
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
EXC 2044 - C3: Interacting particle systems and phase transitions
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
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
SPP 1324 - WP: Constructive Quantization and Multilevel Algorithms for Quadrature of Stochastic Differential Equations (SPP1324)
Duration: 14/07/2008 - 30/06/2015 | 1st Funding period
Funded by: DFG - Priority Programme
Type of project: Subproject in DFG-joint project hosted outside University of Münster