- Universität Hildesheim ›
- Mathematik, Naturwissenschaften, Wirtschaft & Informatik ›
- Institute ›
- Institut für Mathematik & Angewandte Informatik ›
- Abteilungen ›
- Mathematik 2 ›
- Mitglieder ›
- Prof. Dr. Sebastian Mentemeier
Prof. Dr. Sebastian Mentemeier
Kontakt:
Telefon: +49 5121 883-40150Fax: +49 5121 883-40151
E-Mail Kontaktformular
Raum: A 113 Spl. - Gebäude A (Samelson-Campus)
Sprechzeit: Vorlesungszeit: Di, 16-17 Uhr. Anmeldung über learnweb2022-Kurs: Sprechstunde Sebastian Mentemeier
Homepage: https://www.uni-hildesheim.de/fb4/institute/imai/abteilungen/mathematik-2/mitglieder/prof-dr-sebastian-mentemeier/ Homepage
Tätigkeitsbereiche:
- Institut für Mathematik und Angewandte Informatik [Geschäftsf. Direktor]
- Institut für Mathematik und Angewandte Informatik [Vorstand]
- Inst. für Mathematik und Angew. Informatik - Abteilung Mathematik 2 [Universitätsprofessor_innen]
- Institut für Mathematik und Angewandte Informatik [Universitätsprofessor_innen]
- Fachbereichsrat Fachbereich 4 (7:2:2:2) [Vertreter Gruppe Professor_innen (P)]
Lehre Frühere Semester
SS 2019 |
Vorlesung: Stochastik II |
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Vorlesung: Biometrie (Einführung in die Statistik) |
WS 2018/19 |
Seminar: Statistik, Markov-Ketten und Grenzwertsätze |
SS 2018 |
Vorlesung: Stochastik I + II |
WS 2017/18 |
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SS 2017 |
Seminar: Markov-Ketten |
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WS 2016/17 |
-- on parental leave -- |
SS 2016 |
Praktikum: Finanzmathematik mit MatLab |
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WS 2015/16 |
Seminar: Stochastik für Lehramtskandidaten |
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Übung: Stochastische Analysis |
SS 2015 |
Seminar: Risikotheorie |
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Übung: Markov-Prozesse |
WS 2014/15 |
Vorlesung: Schadenversicherungsmathematik |
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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
- 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 - Large excursions and conditioned laws for recursive sequences generated by random matrices
joint work with Jeffrey Collamore
Ann. Probab. 46, 2064-2120 (2018) arxiv
- 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
- Solutions to Complex Smoothing Equations
joint work with Matthias Meiners
Probab. Theory Relat. Fields, 168(1-2), 199-268 (2017) springerlink arxiv
- 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
- 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
- Fixed Points of the Multivariate Smoothing Transform
Probab. Theory Rel. Fields 164(1), 401-458 (2016) arxiv springerlink
- 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
- On Kesten's Multivariate Choquet-Deny Lemma
Electronic Communications in Probability 18(65), 1-7 (2013) arxiv ejpecp - 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 - 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
- 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
- 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
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, 2019 | Conference: Branching in Innsbruck |
December 4-5, 2017 | Workshop: Recursive(ly defined) Stochastic Processes |
July 13-14, 2017 | Young Researchers Workshop: Phase transitions on random trees |
Very short CV
since 10/2019 |
permanent Professor (W2) at University of Hildesheim, Germany |
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 |
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10/2013-09/2014 |
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02/2013-09/2013 |
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10/2009-01/2013 |
PhD studies at University of Muenster, Germany (supervisor: Gerold Alsmeyer) |