Prof. Dr. Sebastian Mentemeier

Foto

Kontakt:

Telefon: +49 5121 883-40150
Fax: +49 5121 883-40151
E-Mail Kontaktformular
Raum: B 151 Spl. - Gebäude B (Samelson-Campus)
Sprechzeit: Telefonisch / ggf. Videochat: Mi, 14-16. Terminvereinbarung im learnweb-Kurs "Sprechstunde Prof. Mentemeier"
Homepage: https://www.uni-hildesheim.de/fb4/institute/imai/abteilungen/mathematik-2/mitglieder/prof-dr-sebastian-mentemeier/ Homepage

Tätigkeitsbereiche:

Lehre Frühere Semester

SS 2019 Vorlesung: Stochastik II
Vorlesung: Biometrie (Einführung in die Statistik)
WS 2018/19 Seminar: Statistik, Markov-Ketten und Grenzwertsätze
SS 2018 Vorlesung: Stochastik I + II
WS 2017/18 Seminar: Zufällige Graphen und komplexe Netzwerke
Übung: Stochastische Analysis und Finanzmathematik
SS 2017 Seminar: Markov-Ketten
Übung: Long-range dependent stochastic processes
WS 2016/17 -- on parental leave --
SS 2016 Praktikum: Finanzmathematik mit MatLab
Übung: Stochastische Analysis and Finanzmathematik
WS 2015/16 Seminar: Stochastik für Lehramtskandidaten
Übung: Stochastische Analysis
SS 2015 Seminar: Risikotheorie
Übung: Markov-Prozesse
WS 2014/15 Vorlesung: Schadenversicherungsmathematik
Seminar: Markov-Ketten

Forschung

Research interests

  • Non-Gaussian limit theorems
  • Branching processes, in particular Multitype Branching Random Walks
  • Extreme value theory, in particular for time series
  • Heavy-tailed random variables
  • Conditional limit theorems

Third-party funds

  • DFG-Project: "Nichtlineare stochastische Fixpunktgleichungen mit Anwendungen in der Statistischen Mechanik" (seit 2017)

Publications

  1. Absolute Continuity of Complex Martingales and of Solutions to Complex Smoothing Equations
    joint work with Ewa Damek
    Electronic Communications in Probability 23(60), 1-12 (2018). arxiv ecp
  2. Large excursions and conditioned laws for recursive sequences generated by random matrices
    joint work with Jeffrey Collamore
    Ann. Probab. 46, 2064-2120 (2018)  arxiv
  3. Precise Tail Asymptotics for Attracting Fixed Points of Multivariate Smoothing Transformations
    joint work with Dariusz Buraczewski
    Markov Processes Relat. Fields 23, 147-170 (2017) arxiv
  4. Solutions to Complex Smoothing Equations
    joint work with Matthias Meiners
    Probab. Theory Relat. Fields, 168(1-2), 199-268 (2017) springerlink arxiv
  5. Fixed Points of the Multivariate Smoothing Transform: The Critical Case
    joint work with Konrad Kolesko
    Electronic Journal of Probability 20(52), 1-24 (2015) arxiv ejpecp
  6. Precise Large Deviation Results for Products of Random Matrices
    joint work with Dariusz Buraczewski
    Annales de l'Institut Henri Poincare Probab. Statist. 52(3), 1474-1513 (2016). arxiv projecteuclid
  7. Fixed Points of the Multivariate Smoothing Transform
    Probab. Theory Rel. Fields 164(1), 401-458 (2016) arxiv springerlink
  8. On Multidimensional Mandelbrot Cascades
    joint work with Dariusz Buraczewski, Ewa Damek and Yves Guivarc'h
    J. Diff. Equation Appl. 20(11), 1523-1567 (2014) arxiv tandfonline
  9. On Kesten's Multivariate Choquet-Deny Lemma
    Electronic Communications in Probability 18(65), 1-7 (2013) arxiv ejpecp
  10. 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
  11. 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 springerlink
  12. 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
  13. 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

Theses

  • 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

Professional Service

Reviewer / Referee for: Colloquium Mathematicum, Extremes, J. Theor. Prob., J. Diff. Equation Appl., Markov Proc. Rel. Fields, MathSciNet, Springer Books, Stoch. Proc. Appl., Zentralblatt Math


Conferences

Conferences I am / have been (co-)organizing

September 23-26, 2019Conference: Branching in Innsbruck
December 4-5, 2017Workshop: Recursive(ly defined) Stochastic Processes
July 13-14, 2017Young Researchers Workshop: Phase transitions on random trees

Very short CV

03/2018-10/2019 Professor (W1) at University of Kassel, Germany
10/2018-04/2019 on parental leave
08/2016-03/2017 on parental leave
10/2014-03/2018 Post-Doc at TU Dortmund, Germany
10/2013-09/2014 Post-Doc at University of Wroclaw, Poland
02/2013-09/2013 Post-Doc at University of Muenster, Germany
10/2009-01/2013 PhD studies at University of Muenster, Germany (supervisor: Gerold Alsmeyer)